1-3-12 Trend Exhaustion Trade

Trades executed in the Trend Exhaustion Stock-Only Dollar-Neutral Account.

Entries

• Sold Short GILD @ 41.74
• Sold Short LAMR @ 28.33
• Bought OPEN @ 38.94
• Bought AFSI @ 22.74

Exits

• Covered Short TIS @ 18.21 (Sold Short on 12/23/2011 @ 17.45, 11-day return: -4.37%)
• Sold NEOG @ 31.42 (Bought on 12/23/2011 @ 30.92, 11-day return: 1.62%)
• Covered Short CPRT @ 47.11 (Sold Short on 12/23/2011 @ 47.76, 11-day return: 1.36%)
• Sold PHH @ 11.50 (Bought on 12/23/2011 @ 10.42, 11-day return: 10.36%)