Mechanical Investing for August 2007

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.

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