LONG
U.S. banks: 21% portfolio weight (entry May 27)
Japanese/Asian equities: 15% (Nikkei +5.2% return since entry Feb. 11)
Crude oil: 14% (+28.8% since entry April 21)
NASDAQ 100: 14% (-6.5% since entry April 28)
SPX: 12% (-2.3% since entry April 21)
Russell: 11% (entry May 26)
Natural gas: 10% (+74.9% since entry Feb. 11)
Long-dated bonds: 7% (+2.5% since entry Aug. 13, 2007)
Base metal miners: 0% (+5.6% since entry April 28, closed May 26)

SHORT
U.S. banks: 0% (+19.4% since entry May 5, closed May 26)

CASH
29%

Notes:
- Positions are as of the morning of May 27, 2008. Numbers may exceed 100% due to leveraged trades or may not equal 100% due to rounding.
- Returns are not adjusted for leveraged positions. In other words, these are the actual returns in my accounts.
- Japanese/Asian equities profit is based on the Nikkei's return since the beginning of this signal - rather than my actual profit - because the initial trade was closed in one account and moved to a different account using another security to play the signal.

LONG
Base metal miners: 18%
Japanese/Asian equities: 17%
NASDAQ 100: 15%
SPX: 13%
Crude oil: 11%
Long-dated bonds: 8%
Natural gas: 8%

SHORT
U.S. banks: 22%

CASH
29%

Note: Positions are as of May 5, 2008. Numbers may exceed 100% due to leveraged trades or may not equal 100% due to rounding.