2002  2003 2004 2005 2006 2007 2008 2009 2010 2011 2012

2013 2014 2015 2016 2017 2018

The Type 1 Short Squeeze screen selects those issues that have strong patterns and qualify as having sufficient short intensity and technical strength to be classified as short squeezes.

The Type 4 Long Squeeze screen selects those issues that have weak patterns and qualify as having insufficient short intensity and technical strength to be classified as long squeezes.

We track the data of both screens, as well as the spread (hedge) between the two against the S&P 500 Index (For purposes of comparison, we calculate the hedge as the difference of the Short Squeeze screen weekly performance and the Long Squeeze screen weekly performance. In order to achieve the return of this comparison, leverage on each side of a hedged portfolio must be used):

 The Type 1 Short Squeeze screens are considered attractive candidates for the long side of hedge fund strategies. The Type 4 Long Squeeze screens are considered attractive candidates for the short side of hedge fund strategies. The desired effect of a successful hedge strategy is to perform well in weak markets, and level with or better than the market during strong markets. The chart below shows the screens as a hedge relative to the S&P 500:

2002 

2003 

2004 

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

2017

2018