* The 20k model
begins from January of every year. Profits and
losses are calculated based on closed positions
in a given month. Profits and losses are pooled
with the remaining capital for later
transactions. Then an average value is obtained
by finding the mean of the gain or loss
proportions. Note that all trades are based on
equal allocation of capital to each stock. We
changed our strategy on Feb 12, 2007 to improve
our performance and that is the reason why the
results for all the strategies in January 2007
are the same.