Returns for week ending 9/23/11

Returns for the past week:
Model portfolio: -11.9%
Actual managed account: -1.63%

NOTE:
More whipsaw behavior in DecisionPoint's timing model which threw a fresh SELL signal at the market close on Friday 9/23. Until the mechanical timing model settles down I intend to remain in cash. The performance difference between the hypothetical model portfolio and the actual managed accounts is because the managed account was hedged using an equal position in RWM, an inverse fund.