I was traveling this week on business, so I didn’t get a chance to trade until today. Ouch, it bit me, too. I would have been better off investing in chocolate this month, at least I’d retain some of the capital. 🙂

Interestingly, some of the gurus over at the Mechanical Investing board have started working on models that predict volatility, and this month’s volatility was predicted a few weeks ago. I’ll have to pay more attention to that.

• Last 4 weeks: -1.6%
• Last 3 months: -0.3%
• Last 12 months: +4.8%
• Year to date: +5.0% (Dow is +6.5 ytd from 12,463)

Holding for another month:

Ticker	Bought	Now	Months	Return
MCY	$53.85	$52.76	9	-2.06%	Mercury General Corp. From the LPE_YLD screen.
MDR	$79.63	$80.62	2	+1.18%	McDermott International. From the Screamers screen, but now it’s on the RSPeg2 screen.
PKOH	$20.80	$26.21	3	+26.21%	Park-Ohio Holdings Corp. Originally from the H52EgPS screen, but now on RSPeg2.
PFE	$26.10	$23.87	6	-8.61%	Pfizer Inc. From the LPE_YLD screen. Looks like a loss, but with dividends, it’s actually up a little.

Selling these:

Ticker	Bought	Sold	Months	Return
CAE	$82.51	$65.14	1	-21.71%	Cascade Corp. From the Screamers screen. Ouch. Screamers do that.
CMCO	$34.14	$23.60	1	-31.04%	Columbus-McKinnon. From the RSPeg2 screen. Ouch.
MCK	$59.51	$59.74	1	+0.33%	McKesson Corp. From the H52EgPS screen.
PENX	$30.45	$32.86	1	+7.72%	Penford Corp. From the Screamers screen.
PFGC	$32.98	$28.30	1	-14.09%	Performance Food. From the H52EgPS screen. Ouch.
RNR	$58.99	$55.78	2	-5.34%	RenaissanceRe Holdings. From the Peg_Minimalist screen. A casualty (heh) of the marker volatility.
RS	$46.37	$49.39	4	+6.4%	Reliance Steel and Aluminum Co. From the TREPPE screen.
XL	$84.73	$74.01	1	-13.27%	XL Capital Ltd. From the Peg_Minimalist screen.

New stocks for this month:

Ticker	Bought	Sold	Months	Return
CFI	$11.85	$N/A	0	N/A%	Culp Inc. From the Peg_Minimalist screen.
CLB	$101.74	$N/A	0	N/A%	Core Laboratories NV. From the Peg_Minimalist screen.
DO	$92.90	$N/A	0	N/A%	Diamond Offshore Drilling Inc. From the TREPPE screen.
FDP	$27.61	$N/A	0	N/A%	Fresh Del Monte Produce Inc. From the H52EgPS screen.
ISRG	$206.66	$N/A	0	N/A%	Intuitive Surgical Inc. Maybe they perform operations by really good guessing. From the Screamers screen.
MLI	$37.30	$N/A	0	N/A%	Mueller Industries Inc. From the H52EgPS screen.
NVT	$64.37	$N/A	0	N/A%	NAVTEQ Corp. From the Screamers screen.
PCU	$96.95	$N/A	0	N/A%	Southern Copper Corp. From the TREPPE screen.

6/3 Options:

Ticker	Bought	Sold	Months	Return
No more options until October.

The next trade will be September 4.