Growth Strategy Equity Fund
Volume and Stale Price Following Successful Accounts
04-Oct-2004
Purpose
The Synterein volume and stale price successful account report presents distribution of fund cash flow by amount and period, and identifies accounts successfully following a stale price strategy.
A stale price strategy involves buying shares at the end of days on which a signal is up and switching to cash at the end of days on which a signal is down. All amounts in this report are shown in thousands of dollars.
Data
Daily transaction and pricing data for every account from the start of 2003 through the present are used in this report. Balance data is as of the end of 2002.
Analysis
Volume is computed as the number or dollar value of transactions that fall in a bin for which the average time between transactions and the average transaction amount falls between given limits. Volume is computed using cash inflows, cash outflows or net cash flows (the default).
Synterein measures stale price strategy following success as the rate a shareholder purchases (or exchanges in) shares before or during days on which the NAV increases and redeems (or exchanges out) shares before or during days on which the NAV decreases.
Parameters
Contact us to see Synterein's Market Timing Detection Service in action.
Fund |
Class |
Category |
CUSIP |
Symbol |
Date |
NAV |
201 |
A |
Mid-Cap Growth |
42536S118 |
SGSEX |
1-Oct-04 |
12.81 |
Fund Number and Dollar Volume
Fund Stale Price Following Successful Accounts
Account |
Buys |
Sells |
Net CFs |
Suc Rate |
Num Vol |
Dol Vol |
Balance |
100231 |
14 |
16 |
32 |
93.8 |
32 |
56093.971 |
18901.747 |
100229 |
13 |
13 |
26 |
100 |
26 |
21155.068 |
8344.85 |
100260 |
8 |
8 |
16 |
100 |
16 |
12208.092 |
8212.723 |
100263 |
7 |
7 |
14 |
100 |
14 |
10296.147 |
7098.467 |
100293 |
3 |
3 |
6 |
100 |
6 |
12263.153 |
19759.572 |
100295 |
3 |
3 |
6 |
100 |
6 |
11596.354 |
17655.982 |
100210 |
27 |
46 |
80 |
91.3 |
80 |
874.189 |
86.12 |
100259 |
5 |
4 |
9 |
100 |
9 |
6829.975 |
7260.981 |
100232 |
9 |
11 |
32 |
62.5 |
32 |
54650.703 |
16344.3 |
100258 |
11 |
9 |
21 |
95.2 |
21 |
7700.36 |
3580.433 |
100208 |
31 |
29 |
67 |
89.6 |
67 |
353.707 |
51.116 |
100275 |
3 |
3 |
6 |
100 |
6 |
2210.121 |
4003.379 |
100272 |
3 |
6 |
9 |
100 |
9 |
1179.874 |
882.687 |
100274 |
3 |
6 |
9 |
100 |
9 |
903.524 |
726.038 |
100242 |
5 |
5 |
10 |
100 |
10 |
46.155 |
57.963 |
100256 |
7 |
7 |
15 |
93.3 |
15 |
5047.452 |
3683.464 |
100216 |
21 |
21 |
47 |
89.4 |
47 |
256.717 |
55.722 |
100217 |
14 |
12 |
28 |
92.9 |
28 |
142.761 |
52.695 |
100201 |
41 |
73 |
220 |
51.8 |
220 |
814.776 |
25.589 |
100219 |
15 |
13 |
32 |
87.5 |
32 |
195.07 |
67.257 |