SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACAT | Auto and Truck Manufacturers | LONG | 12.80 | -6.36 | HOLD |
AXTI | Semiconductors | LONG | 8.00 | -1.48 | HOLD |
BGFV | Retail (Specialty) | LONG | 7.05 | -6.99 | HOLD |
CRY | Medical Equipment and Supplies | LONG | 4.96 | -8.82 | HOLD |
DIOD | Semiconductors | LONG | 19.56 | -1.11 | HOLD |
GIL | Apparel/Accessories | LONG | 25.78 | -2.35 | HOLD |
HURC | Scientific and Technical Instr. | LONG | 24.64 | -7.02 | HOLD |
KTEC | Misc. Capital Goods | LONG | 15.40 | -3.27 | HOLD |
LDL | Misc. Capital Goods | LONG | 9.29 | -12.28 | HOLD |
MASC | Misc. Fabricated Products | LONG | 6.61 | -1.78 | HOLD |
PACR | Misc. Transportation | LONG | 4.17 | -10.13 | HOLD |
RCKY | Footwear | LONG | 11.03 | 0.27 | HOLD |
RIMG | Computer Peripherals | LONG | 12.86 | -6.88 | HOLD |
RSYS | Computer Hardware | LONG | 7.62 | -4.15 | HOLD |
SFE | Business Services | LONG | 13.35 | -9.37 | HOLD |
SGK | Printing Services | LONG | 10.83 | -10.94 | HOLD |
SOL | Semiconductors | LONG | 3.23 | 2.54 | HOLD |
SPY | Misc. Financial Services | SHORT | 112.29 | -4.42 | HOLD |
SWIR | Communications Equipment | LONG | 7.47 | -2.61 | HOLD |
SYX | Retail (Catalog and Mail Order) | LONG | 12.96 | -8.92 | HOLD |
TESS | Communications Equipment | LONG | 14.89 | 0.95 | HOLD |
TICC | Misc. Financial Services | LONG | 8.25 | -6.78 | HOLD |
TSEM | Semiconductors | LONG | 0.80 | -8.05 | HOLD |
UFI | Textiles - Non Apparel | LONG | 10.63 | -11.34 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -5.52 | ||||
SHORTS | -4.42 | ||||
TOTAL | -1.10 | ||||
S&P 500 | -4.42 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -0.38 | 1.63 | -6.76 | -0.54 | -0.13 |
S&P 500 | -14.39 | 4.49 | -17.31 | -6.79 | -1.76 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, August 10, 2011
10-Aug-2011 Daily performance
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