While still a work in progress, this is roughly how the Momentum Trading, L.P. holdings look at any given time.  The performance of the 3 major indices (Dow Jones, S&P 500, and the Nasdaq Composite) have also been included for comparison.

Because of the investing techniques employed in the portfolio, current positions will more often reflect an unrealized loss than an unrealized gain.  Ample room is given for every position to reach our profit targets.  In addition, if this portfolio is followed on a daily basis, the reader will note that the cumulative number of profit targets reached usually exceeds the number of unrealized losses. 

Each position generally represents 2% of the portfolio value when opened.  Thus, when a realized gain or loss is published, note that impact on the portfolio value is only a fraction of the documented gross return.  I.E., if a position hits a profit target with a 5% gain, the impact on the portfolio value would be roughly 0.1% or 1 tenth of 1 percent.

None of the information herein should be construed as a recommendation to buy or sell securities and is for informational purposes only.  All information is entered on a "best efforts" basis and although every attempt is made to enter accurate data, it is subject to error.