Fund Summary
| Fund Name: |
Titan |
| Start Date: |
Thursday, June 21, 2012 |
| Type: |
Buy Common (no short sales, no options, only NYSE and NASDAQ stocks) |
| Starting Amount: |
$5,000,000.00 |
| Starting Share Price: |
50.00 |
| Margin Account? |
No |
Titan is most representative of the types of funds that we build trading algorithms for. It was started with $5 million in virtual cash on June 21st, 2012 and will run every day making a maximum of two buys per day within the stock market simulator. It is an automated trading program and its decisions are not reviewed by an account manager.
Titan uses a proprietary scoring program to determine which stocks to buy, and only trades in common stock that is traded on either the NASDAQ or NYSE.
This algorithm is a buy-side program and does not consider short-selling or option trading as part of its trading strategy. It also does not assume that it may trade on margin. As such, it will not trade unless there are sufficient funds in the account to complete the trade.
The program assumes a commission per trade of $2.50, which matches the commission rate of Just2Trade.com at the time of this algorithm's creation. The round-trip commission cost of $5.00 is factored into the original cost of the position.
| Bought On | Sold On | Ticker | Name | Shares | Bought@ | Sold@ | Cost | Revenue | Gain/Loss |
| 05/23/2013 | 05/24/2013 | AEC | Associated Estates Realty Corpor... | 27,472 | 18.20 | 18.00 | 499,995.40 | 494,496.00 | (5,499.40) | (1.10%) |
|
| 04/25/2013 | 05/24/2013 | FL | Footlocker Inc | 14,952 | 33.44 | 33.25 | 499,999.88 | 497,154.00 | (2,845.88) | (0.57%) |
|
| 05/10/2013 | 05/22/2013 | SSP | E.W. Scripps Company (The) | 36,927 | 13.54 | 13.37 | 499,996.58 | 493,713.99 | (6,282.59) | (1.26%) |
|
| 05/09/2013 | 05/20/2013 | FLEX | Flextronics International Ltd. | 69,831 | 7.16 | 7.38 | 499,994.96 | 515,352.78 | 15,357.82 | 3.07% |
|
| 04/29/2013 | 05/16/2013 | SONC | Sonic Corp. | 39,062 | 12.80 | 12.60 | 499,998.60 | 492,181.20 | (7,817.40) | (1.56%) |
|
| 05/13/2013 | 05/14/2013 | USM | United States Cellular Corporati... | 13,281 | 37.65 | 37.75 | 500,034.65 | 501,357.75 | 1,323.10 | 0.26% |
|
| 05/13/2013 | 05/14/2013 | NE | Noble Corporation | 12,597 | 39.69 | 40.20 | 499,979.93 | 506,399.40 | 6,419.47 | 1.28% |
|
| 05/08/2013 | 05/09/2013 | PIKE | Pike Electric Corp. | 37,119 | 13.47 | 13.47 | 499,997.93 | 499,992.93 | (5.00) | (0.00%) |
|
| 05/06/2013 | 05/08/2013 | MMR | McMoRan Exploration Company | 30,065 | 16.63 | 16.61 | 499,985.95 | 499,379.65 | (606.30) | (0.12%) |
|
| 04/11/2013 | 05/08/2013 | PSE | Pioneer Southwest Energy Partner... | 19,825 | 25.22 | 31.33 | 499,991.50 | 621,117.25 | 121,125.75 | 24.23% |
|
| 04/09/2013 | 05/07/2013 | HRG | Harbinger Group Inc | 59,523 | 8.40 | 9.38 | 499,998.20 | 558,325.74 | 58,327.54 | 11.67% |
|
| 05/02/2013 | 05/07/2013 | ROVI | Rovi Corporation | 22,123 | 22.60 | 22.94 | 499,984.80 | 507,501.62 | 7,516.82 | 1.50% |
|
| 04/05/2013 | 05/07/2013 | HPT | Hospitality Properites Trust | 18,395 | 27.18 | 30.31 | 499,981.10 | 557,552.45 | 57,571.35 | 11.51% |
|
| 04/29/2013 | 05/03/2013 | OSTK | Overstock.com, Inc. | 23,974 | 20.86 | 24.12 | 500,102.64 | 578,252.88 | 78,150.24 | 15.63% |
|
| 05/01/2013 | 05/02/2013 | VLY | Valley National Bancorp | 56,947 | 8.78 | 8.96 | 499,999.66 | 510,245.12 | 10,245.46 | 2.05% |
|
| 04/23/2013 | 05/01/2013 | PMTI | Palomar Medical Technologies, In... | 36,737 | 13.61 | 13.55 | 499,995.57 | 497,786.35 | (2,209.22) | (0.44%) |
|
| 04/18/2013 | 05/01/2013 | PMTI | Palomar Medical Technologies, In... | 37,174 | 13.45 | 13.55 | 499,995.30 | 503,707.70 | 3,712.40 | 0.74% |
|
| 04/16/2013 | 05/01/2013 | LCC | US Airways Group, Inc. New | 30,636 | 16.32 | 16.90 | 499,984.52 | 517,748.40 | 17,763.88 | 3.55% |
|
| 04/26/2013 | 04/30/2013 | JNY | Jones Group, Inc. (The) | 35,867 | 13.94 | 14.15 | 499,990.98 | 507,518.05 | 7,527.07 | 1.51% |
|
| 04/24/2013 | 04/25/2013 | EXLS | ExlService Holdings, Inc. | 15,605 | 32.04 | 31.96 | 499,989.20 | 498,735.80 | (1,253.40) | (0.25%) |
|
| 04/16/2013 | 04/22/2013 | ACOR | Acorda Therapeutics, Inc. | 13,304 | 37.58 | 40.10 | 499,969.32 | 533,490.40 | 33,521.08 | 6.70% |
|
| 04/18/2013 | 04/19/2013 | RQI | Cohen & Steers Quality Income Re... | 42,265 | 11.83 | 11.86 | 499,999.95 | 501,262.90 | 1,262.95 | 0.25% |
|
| 04/12/2013 | 04/16/2013 | CBG | CBRE Group, Inc. | 19,840 | 25.22 | 24.21 | 500,369.80 | 480,326.40 | (20,043.40) | (4.01%) |
|
| 04/08/2013 | 04/15/2013 | BIG | Big Lots, Inc. | 14,136 | 35.37 | 35.25 | 499,995.32 | 498,294.00 | (1,701.32) | (0.34%) |
|
| 03/19/2013 | 04/15/2013 | NCS | NCI Building Systems, Inc. | 28,538 | 17.52 | 16.84 | 499,990.76 | 480,579.92 | (19,410.84) | (3.88%) |
|
| 04/11/2013 | 04/12/2013 | TKC | Turkcell Iletisim Hizmetleri AS | 29,975 | 16.68 | 16.43 | 499,988.00 | 492,489.25 | (7,498.75) | (1.50%) |
|
| 03/07/2013 | 04/08/2013 | PACW | PacWest Bancorp | 18,054 | 27.69 | 27.86 | 499,920.26 | 502,984.44 | 3,064.18 | 0.61% |
|
| 04/03/2013 | 04/05/2013 | ASGN | On Assignment, Inc. | 20,283 | 24.69 | 23.32 | 500,792.27 | 472,999.56 | (27,792.71) | (5.55%) |
|
| 04/03/2013 | 04/03/2013 | KKR | KKR & Co. L.P. | 26,427 | 18.90 | 18.61 | 499,475.30 | 491,806.47 | (7,668.83) | (1.54%) |
|
| 04/01/2013 | 04/02/2013 | KBR | KBR, Inc. | 16,020 | 31.21 | 31.15 | 499,989.20 | 499,023.00 | (966.20) | (0.19%) |
|
| 03/27/2013 | 04/02/2013 | HUN | Huntsman Corporation | 27,381 | 18.26 | 17.97 | 499,982.06 | 492,036.57 | (7,945.49) | (1.59%) |
|
| 03/05/2013 | 04/01/2013 | EXLP | Exterran Partners, L.P. | 20,833 | 24.00 | 26.74 | 499,997.00 | 557,074.42 | 57,077.42 | 11.42% |
|
| 03/27/2013 | 04/01/2013 | SWFT | Swift Transportation Company | 35,038 | 14.27 | 13.68 | 499,997.26 | 479,319.84 | (20,677.42) | (4.14%) |
|
| 03/25/2013 | 04/01/2013 | GLF | GulfMark Offshore, Inc. | 12,869 | 38.85 | 37.63 | 499,965.65 | 484,260.47 | (15,705.18) | (3.14%) |
|
| 03/28/2013 | 03/29/2013 | DMD | Demand Media Inc. | 58,004 | 8.62 | 8.63 | 499,999.48 | 500,574.52 | 575.04 | 0.12% |
|
| 03/06/2013 | 03/28/2013 | CATY | Cathay General Bancorp | 25,367 | 19.71 | 20.16 | 499,988.57 | 511,398.72 | 11,410.15 | 2.28% |
|
| 03/21/2013 | 03/26/2013 | INXN | InterXion Holding N.V. | 20,136 | 24.83 | 23.93 | 499,981.88 | 481,854.48 | (18,127.40) | (3.63%) |
|
| 03/21/2013 | 03/25/2013 | ZION | Zions Bancorporation | 19,794 | 25.26 | 25.22 | 500,001.44 | 499,204.68 | (796.76) | (0.16%) |
|
| 03/19/2013 | 03/22/2013 | MAIN | Main Street Capital Corporation | 14,800 | 33.78 | 33.22 | 499,949.00 | 491,656.00 | (8,293.00) | (1.66%) |
|
| 03/18/2013 | 03/22/2013 | EMC | EMC Corporation | 19,852 | 25.19 | 24.23 | 500,076.88 | 481,013.96 | (19,062.92) | (3.81%) |
|
| 03/01/2013 | 03/22/2013 | WAL | Western Alliance Bancorporation | 37,424 | 13.36 | 14.26 | 499,989.64 | 533,666.24 | 33,676.60 | 6.74% |
|
| 01/30/2013 | 03/21/2013 | PNM | PNM Resources, Inc. (Holding Co.... | 23,651 | 21.14 | 23.07 | 499,987.14 | 545,628.57 | 45,641.43 | 9.13% |
|
| 03/20/2013 | 03/21/2013 | SATS | EchoStar Corporation | 13,085 | 38.19 | 38.05 | 499,721.15 | 497,884.25 | (1,836.90) | (0.37%) |
|
| 03/20/2013 | 03/20/2013 | DNP | Duff & Phelps Utilities Income, ... | 49,115 | 10.18 | 10.19 | 499,995.70 | 500,481.85 | 486.15 | 0.10% |
|
| 03/15/2013 | 03/20/2013 | IRET | Investors Real Estate Trust | 52,028 | 9.61 | 9.48 | 499,994.08 | 493,225.44 | (6,768.64) | (1.35%) |
|
| 03/04/2013 | 03/20/2013 | EE | El Paso Electric Company | 14,902 | 33.55 | 33.75 | 499,967.10 | 502,942.50 | 2,975.40 | 0.60% |
|
| 03/18/2013 | 03/19/2013 | BWS | Brown Shoe Company, Inc. | 28,901 | 17.30 | 17.04 | 499,992.30 | 492,473.04 | (7,519.26) | (1.50%) |
|
| 03/14/2013 | 03/18/2013 | KNL | Knoll, Inc. | 27,412 | 18.24 | 17.87 | 499,999.88 | 489,852.44 | (10,147.44) | (2.03%) |
|
| 02/26/2013 | 03/14/2013 | GBX | Greenbrier Companies, Inc. (The) | 25,393 | 19.69 | 21.76 | 499,993.17 | 552,551.68 | 52,558.51 | 10.51% |
|
| 02/20/2013 | 03/07/2013 | CGX | Consolidated Graphics, Inc. | 13,627 | 36.69 | 40.43 | 499,979.63 | 550,939.61 | 50,959.98 | 10.19% |
|
6.62 (13.24%)