SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BKR | Construction Services | LONG | 20.74 | 1.52 | HOLD |
CPE | Oil and Gas Operations | LONG | 5.09 | 1.60 | HOLD |
CRTX | Biotechnology and Drugs | LONG | 7.48 | 12.65 | HOLD |
CRY | Medical Equipment and Supplies | LONG | 4.89 | -1.01 | HOLD |
HOFT | Furniture and Fixtures | LONG | 9.37 | 0.97 | HOLD |
JST | Electronic Instr. and Controls | LONG | 9.40 | -1.16 | HOLD |
KELYA | Business Services | LONG | 13.30 | 2.47 | HOLD |
LCUT | Personal and Household Prods. | LONG | 10.14 | 4.86 | HOLD |
MASC | Misc. Fabricated Products | LONG | 6.75 | -0.44 | HOLD |
MLR | Auto and Truck Manufacturers | LONG | 18.74 | 3.71 | HOLD |
MOV | Jewelry and Silverware | LONG | 14.76 | 4.38 | HOLD |
PERY | Apparel/Accessories | LONG | 20.32 | -0.29 | HOLD |
RCKY | Footwear | LONG | 10.94 | 1.30 | HOLD |
RELL | Electronic Instr. and Controls | LONG | 13.91 | 0.58 | HOLD |
RSYS | Computer Hardware | LONG | 6.16 | -1.75 | HOLD |
SFE | Business Services | LONG | 14.53 | 1.47 | HOLD |
SIGA | Biotechnology and Drugs | LONG | 4.96 | -0.20 | HOLD |
SPY | Misc. Financial Services | SHORT | 117.74 | 0.92 | HOLD |
STRT | Auto and Truck Parts | LONG | 24.97 | 1.59 | HOLD |
SUP | Auto and Truck Parts | LONG | 15.90 | 1.34 | HOLD |
TSEM | Semiconductors | LONG | 0.65 | 0.49 | HOLD |
UFI | Textiles - Non Apparel | LONG | 9.75 | 1.99 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.72 | ||||
SHORTS | 0.92 | ||||
TOTAL | 0.80 | ||||
S&P 500 | 0.92 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -4.95 | 2.33 | -10.74 | -3.99 | -0.87 |
S&P 500 | -10.24 | 3.64 | -17.31 | -5.16 | -1.08 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, September 13, 2011
13-Sep-2011 Daily performance
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