Returns for week ending 9/9/11

Returns for the past week:
Model portfolio: +0.5%
Actual managed account: -1.0%

NOTE:
More whipsaw behavior in DecisionPoint's timing model which threw a fresh SELL signal at the market close on Friday 9/9. Until the mechanical timing model settles down I intend to maintain a hedged portfolio of stocks using RWM as the hedge.

Fortunately, the model stocks have been outperforming the market over the past few weeks so this puts the odds in our favor while dampening much of the market volatility.

This week I'm showing two portfolios: The "model" portfolio and the actual hedged portfolio I'll be using for my managed accounts.

The difference between this week's hypothetical and actual peformance can be attributed mostly to tracking error. The model portfolio's performance is calculated based on Friday's closing prices while the actual trades were made
Tuesday morning after the market had gapped down after the 3-day weekend.