Model Portfolio Performance
The following table shows performance statistics of our Combined Portfolios since the beginning of this service:
These are real time results from our various equity portfolios
Squeeze Screen Performance
The following charts and tables show performance statistics of
our weekly screening for short and long squeeze candidates:
We began publishing these screens on March 8th, 2002. Since
then, our short squeeze screen outperformed the long squeeze screen (i.e. the
hedge between these two screens) by 295.59%, which was a 269.70% better
performance than the S&P 500 index.
Copyright ©2008 Erlanger Squeeze Play, LLC. All rights reserved.
Risk Disclosure
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