SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
CHTP | Biotechnology and Drugs | SHORT | 3.76 | -0.79 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 31.91 | -0.87 | HOLD |
CORT | Biotechnology and Drugs | SHORT | 4.13 | 1.98 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 27.34 | -2.32 | COVER |
IVN | Metal Mining | SHORT | 27.36 | 3.79 | HOLD |
OPTR | Biotechnology and Drugs | SHORT | 12.00 | 1.61 | COVER |
DYN | Electric Utilities | SHORT | 5.96 | 0.00 | COVER |
END | Oil and Gas Operations | SHORT | 11.74 | -3.45 | HOLD |
OPXT | Semiconductors | SHORT | 2.37 | 3.49 | HOLD |
SPH | Oil and Gas Operations | SHORT | 55.26 | -0.72 | HOLD |
LF | Recreational Products | SHORT | 4.27 | 0.23 | HOLD |
MITI | Biotechnology and Drugs | SHORT | 5.05 | 4.77 | HOLD |
SPPI | Biotechnology and Drugs | SHORT | 8.30 | 3.36 | HOLD |
CLNE | Natural Gas Utilities | SHORT | 14.22 | 5.33 | HOLD |
WTSLA | Retail (Apparel) | LONG | 3.62 | 4.02 | HOLD |
NEP | Oil and Gas Operations | LONG | 4.55 | -0.44 | HOLD |
CSUN | Semiconductors | LONG | 3.96 | -3.41 | HOLD |
LTXCD | LONG | 8.12 | 0.00 | HOLD | |
SFE | Business Services | SHORT | 19.82 | 0.81 | HOLD |
LIZ | Apparel/Accessories | SHORT | 5.26 | -2.05 | COVER |
GDP | Oil and Gas Operations | SHORT | 21.73 | -2.07 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 6.35 | -0.63 | HOLD |
GME | Retail (Technology) | LONG | 21.11 | 0.43 | HOLD |
MTL | Iron and Steel | LONG | 30.48 | 2.59 | HOLD |
CPX | Oil Well Services and Equipment | LONG | 30.28 | 0.30 | HOLD |
NAT | Water Transportation | SHORT | 25.53 | -0.20 | HOLD |
MYL | Biotechnology and Drugs | LONG | 21.96 | -0.45 | HOLD |
SGEN | Biotechnology and Drugs | SHORT | 14.51 | -0.43 | HOLD |
MGEE | Electric Utilities | SHORT | 40.05 | 0.00 | HOLD |
TLB | Retail (Apparel) | LONG | 4.80 | 5.26 | HOLD |
SRI | Auto and Truck Parts | LONG | 15.69 | 0.06 | SELL |
BWS | Footwear | LONG | 11.28 | 0.98 | HOLD |
LNCR | Medical Equipment and Supplies | LONG | 28.76 | -1.20 | HOLD |
CHRS | Retail (Apparel) | LONG | 2.96 | -3.90 | HOLD |
FDX | Air Courier | LONG | 88.96 | 0.76 | HOLD |
KIRK | Retail (Specialty) | LONG | 14.81 | 2.14 | HOLD |
COHU | Semiconductors | LONG | 14.63 | 3.39 | HOLD |
MBT | Communications Services | LONG | 21.12 | -0.33 | HOLD |
PTEN | Oil Well Services and Equipment | LONG | 27.37 | -0.58 | HOLD |
TSO | Oil and Gas Operations | LONG | 25.49 | 0.00 | HOLD |
CRME | Biotechnology and Drugs | SHORT | 4.81 | -0.62 | HOLD |
CVI | Oil and Gas Operations | LONG | 20.64 | 0.10 | HOLD |
GES | Retail (Apparel) | LONG | 38.08 | 0.74 | HOLD |
MMR | Oil and Gas Operations | SHORT | 17.28 | 3.10 | HOLD |
FDML | Auto and Truck Parts | LONG | 24.80 | -0.64 | HOLD |
ITMN | Biotechnology and Drugs | SHORT | 44.65 | 1.36 | HOLD |
DEPO | Biotechnology and Drugs | SHORT | 9.02 | -1.53 | SHORT |
SJW | Water Utilities | SHORT | 22.57 | -1.44 | SHORT |
SMSI | Software and Programming | SHORT | 8.81 | 0.23 | SHORT |
JBL | Electronic Instr. and Controls | LONG | 20.99 | 10.88 | BUY |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.45 | ||||
SHORTS | 0.65 | ||||
TOTAL | -0.21 | ||||
S&P 500 | 0.29 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -2.14 | 0.73 | -2.14 | -2.92 | |
S&P 500 | -1.70 | 1.17 | -4.78 | -1.46 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, March 23, 2011
23-Mar-2011 Daily performance
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