SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AZN | Biotechnology and Drugs | LONG | 50.51 | 0.46 | HOLD |
CBR | Software and Programming | LONG | 5.15 | 0.59 | HOLD |
CQB | Crops | LONG | 12.49 | 0.40 | HOLD |
CROX | Footwear | LONG | 21.93 | 1.34 | HOLD |
CVI | Oil and Gas Operations | LONG | 21.46 | 2.53 | HOLD |
DEST | Retail (Apparel) | LONG | 16.58 | 2.60 | HOLD |
DIOD | Semiconductors | LONG | 22.98 | -2.67 | HOLD |
FRED | Retail (Department and Discount) | LONG | 13.93 | 0.51 | SELL |
JJSF | Food Processing | LONG | 46.78 | -0.11 | HOLD |
LTXC | Semiconductors | LONG | 8.55 | 1.18 | HOLD |
LYTS | Furniture and Fixtures | LONG | 7.60 | 1.88 | HOLD |
MDF | Healthcare Facilities | LONG | 4.77 | 3.70 | HOLD |
MPR | Misc. Capital Goods | LONG | 9.77 | -1.71 | HOLD |
RCKY | Footwear | LONG | 10.97 | -0.54 | HOLD |
RSYS | Computer Hardware | LONG | 7.66 | -3.65 | HOLD |
SOL | Semiconductors | LONG | 5.32 | 1.53 | BUY |
SPA | LONG | 9.35 | -1.99 | HOLD | |
SPY | Misc. Financial Services | SHORT | 127.70 | 0.08 | HOLD |
STMP | Retail (Catalog and Mail Order) | LONG | 12.30 | 1.99 | HOLD |
SWM | Paper and Paper Products | LONG | 50.60 | -1.90 | HOLD |
TICC | Misc. Financial Services | LONG | 10.05 | -0.30 | HOLD |
WSTL | Communications Equipment | LONG | 3.59 | 0.00 | HOLD |
ZEUS | Misc. Fabricated Products | LONG | 25.37 | -2.87 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.07 | ||||
SHORTS | 0.08 | ||||
TOTAL | -0.01 | ||||
S&P 500 | 0.07 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | 0.36 | 1.07 | -2.78 | 0.34 | |
S&P 500 | -3.65 | 2.29 | -4.78 | -1.60 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, June 13, 2011
13-Jun-2011 Daily performance
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