Avoid penny stocks and those with recent splits

Currently trailing DJIA by ~150%. The top contributors to the negative performance vs DJIA are ORS with 100% and WEST with 45%. ORS is as wild a story as it gets (up as much as 200% earlier) and makes for good reading material. WEST on the other hand is due to splits - see separate posting on splits. WEST split 1:4 on 4/14/11 causing the unadjusted price in the weeks prior to the prediction to go from ~0.5 to ~2.0 which the system sees as unsupported by fundamentals and expecting a sharp reversal hence the negative prediction.

Performance running total

Added a running total of the % return over market (see TotDiff% column). Since the history is in reverse chronological order the top entry shows the current total (as of yesterday's closing). So paranumeral is trailing the DJIA by 3%. The largest contributor (after trimming history to just the latest model's entries - deployed 5/12/11) is CXW with -10.6%. Turns out Pershing Square Capital dumped 3.5M shares on the 16th. Hopefully CXW will correct over time.