SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AZN | Biotechnology and Drugs | LONG | 51.66 | -0.88 | HOLD |
CBR | Software and Programming | LONG | 5.32 | -3.45 | HOLD |
CQB | Crops | LONG | 12.96 | -1.89 | HOLD |
CROX | Footwear | LONG | 21.40 | -1.97 | HOLD |
CVI | Oil and Gas Operations | LONG | 20.68 | -1.15 | HOLD |
DEST | Retail (Apparel) | LONG | 16.25 | -3.45 | HOLD |
DIOD | Semiconductors | LONG | 27.47 | -2.00 | HOLD |
FRED | Retail (Department and Discount) | LONG | 13.99 | -1.62 | HOLD |
IXYS | Semiconductors | LONG | 13.15 | 0.23 | HOLD |
JJSF | Food Processing | LONG | 48.60 | 0.62 | HOLD |
LTXC | Semiconductors | LONG | 8.55 | -0.47 | HOLD |
LYTS | Furniture and Fixtures | LONG | 7.31 | 0.27 | HOLD |
MDF | Healthcare Facilities | LONG | 4.60 | -0.86 | HOLD |
RSYS | Computer Hardware | LONG | 8.11 | 0.12 | HOLD |
SOLR | Semiconductors | LONG | 12.36 | -3.93 | HOLD |
SPA | LONG | 9.35 | -2.09 | HOLD | |
SPY | Misc. Financial Services | SHORT | 128.42 | -0.42 | HOLD |
STMP | Retail (Catalog and Mail Order) | LONG | 11.88 | -1.66 | HOLD |
SWM | Paper and Paper Products | LONG | 51.85 | 0.68 | HOLD |
TICC | Misc. Financial Services | LONG | 9.93 | -0.90 | HOLD |
WSTL | Communications Equipment | LONG | 3.59 | -0.55 | HOLD |
ZEUS | Misc. Fabricated Products | LONG | 27.50 | -0.76 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.22 | ||||
SHORTS | -0.42 | ||||
TOTAL | -0.80 | ||||
S&P 500 | -0.42 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | 1.15 | 0.86 | -2.35 | 1.34 | |
S&P 500 | -3.07 | 0.76 | -4.78 | -4.04 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 8, 2011
08-Jun-2011 Daily performance
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