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To: Bill Harmond who wrote (5651)	3/9/2001 7:48:52 PM
From: RMP	Read Replies (1) \| Respond to of 57684

We are now down to apx 2950 NASDQ points to 2052 which is a 59% drop in one year. If this is not the worst bear market for tech stocks it sure is close. Thinking we are close to the end I have been incrementally adding to EMC, JDSU, as well as initiating positions in QCOM and VRSN. I was looking to get in CHKP in low 50s and regrettably chickened out. I have heard that the average bear market lasts one year, so if this is an average one it should be near the end. Because the decline has been so swift I hope that we will not languish like we did after the 73-74 bear market that took about 7 years to recover. Some guest or commentator on CNBC or some other financial show was making the case for a parallel between the tech wreck and the so called Nifty Fifty stocks that included Polaroid and Xerox and said that companies like SUNW, CSCO, and INTL will never reach their highs and may take years to recover. I hope he is wrong. There is even talk of the banking problems in Japan that could have disastrous effects on our economy as well as a general business slow down in Europe. My fear factor is getting pretty high. In the past when this has happened it always turned out to be a buying opportunity. Hope I'm correct. Sorry about the rambling…

To: Bill Harmond who wrote (5651)	3/9/2001 8:17:44 PM
From: Glenn D. Rudolph	Read Replies (2) \| Respond to of 57684

Bill, I really am not sure I understand this method. Is there an easier way to explain it? Glenn

To: Bill Harmond who wrote (5651)	3/10/2001 11:37:48 AM
From: Slumdog	Respond to of 57684

LOL

To: Bill Harmond who wrote (5651)	3/11/2001 5:13:04 PM
From: Gary Korn	Respond to of 57684

I use the Robinson-Burns Asset Allocation Matrix, developed by Drs Robinson and Burns at the University of California at Berkeley in the mid 1960’s. It’s very straightforward. The inverse of the PEG is employed to ascertain with reasonable exactness the level of exposure as as determined by current market risk premium. On that is layered the phase within 30% of the business cycle to determine the level of exposure relative to the balance of other elements in the model, which is determined in exactly the same fashion. If any element in the model should rise or fall by more than 6%-11% (depending on the cycle phase) then the model is reweighted. That was the Brocade addition. There, now I've come forward, stepped up to the plate, been fair to my readers, etc. Thanks. That really clarifies things. Gary Korn