Returns for week ending 9/16/11

Returns for the past week:
Model portfolio: -2.9%
Actual managed account: -1.1%

NOTE:
More whipsaw behavior in DecisionPoint's timing model which threw a fresh BUY signal at the market close on Friday 9/16. Until the mechanical timing model settles down I intend to maintain a partially hedged portfolio of stocks using RWM as the hedge. In my managed accounts this week I'll be removing 1/2 of the existing hedge, leaving 1/2 in stocks, 1/4 in RWM and 1/4 in cash.

Click below for next week's holdings.