SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BGFV | Retail (Specialty) | LONG | 9.88 | -3.61 | HOLD |
CMRG | Retail (Apparel) | LONG | 4.06 | 2.01 | HOLD |
CORE | Retail (Grocery) | LONG | 33.40 | 0.45 | SELL |
CPTS | Medical Equipment and Supplies | LONG | 14.47 | -2.69 | BUY |
DDIC | Electronic Instr. and Controls | LONG | 9.02 | 0.00 | HOLD |
DSPG | Semiconductors | LONG | 7.86 | 0.38 | HOLD |
ELY | Recreational Products | LONG | 6.91 | 1.62 | HOLD |
ENZN | Biotechnology and Drugs | LONG | 11.51 | -0.17 | BUY |
HHGP | Business Services | LONG | 5.21 | -2.80 | HOLD |
IVAC | Computer Storage Devices | LONG | 11.22 | 0.09 | HOLD |
JAKK | Recreational Products | LONG | 20.20 | -0.35 | HOLD |
JOUT | Recreational Products | LONG | 16.29 | 1.62 | SELL |
KNSY | Medical Equipment and Supplies | LONG | 24.44 | 0.78 | HOLD |
LYTS | Furniture and Fixtures | LONG | 8.20 | 3.54 | SELL |
OPLK | Communications Equipment | LONG | 18.28 | 1.44 | BUY |
PACR | Misc. Transportation | LONG | 5.61 | -0.71 | HOLD |
PETS | Retail (Drugs) | LONG | 14.63 | -1.01 | HOLD |
PLAB | Semiconductors | LONG | 8.06 | 0.37 | HOLD |
PRM | Printing and Publishing | LONG | 4.50 | -0.66 | BUY |
PRSC | Personal Services | LONG | 14.12 | -1.26 | HOLD |
RBCN | Semiconductors | LONG | 27.70 | 0.44 | HOLD |
RSYS | Computer Hardware | LONG | 8.81 | -1.34 | HOLD |
SPY | Misc. Financial Services | SHORT | 133.61 | -0.90 | SHORT |
UCTT | Semiconductors | LONG | 10.86 | -1.27 | HOLD |
WGO | Mobile Homes and RVs | LONG | 11.89 | 1.54 | HOLD |
XRTX | Computer Storage Devices | LONG | 9.61 | -1.33 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.04 | ||||
SHORTS | -0.90 | ||||
TOTAL | 0.86 | ||||
S&P 500 | -0.91 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -1.33 | 0.77 | -2.18 | -1.74 | |
S&P 500 | 1.14 | 0.77 | -4.78 | 1.48 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, May 5, 2011
05-May-2011 Daily performance
Wednesday, May 4, 2011
04-May-2011 Daily performance
SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AIR | Aerospace and Defense | LONG | 25.24 | -1.14 | SELL |
BGFV | Retail (Specialty) | LONG | 10.25 | -12.91 | HOLD |
CMRG | Retail (Apparel) | LONG | 3.98 | -2.45 | HOLD |
CORE | Retail (Grocery) | LONG | 33.25 | -1.74 | HOLD |
DDIC | Electronic Instr. and Controls | LONG | 9.02 | -1.10 | HOLD |
DSPG | Semiconductors | LONG | 7.83 | -0.89 | HOLD |
ELY | Recreational Products | LONG | 6.80 | -0.87 | HOLD |
HHGP | Business Services | LONG | 5.36 | -2.55 | HOLD |
IVAC | Computer Storage Devices | LONG | 11.21 | -1.62 | BUY |
JAKK | Recreational Products | LONG | 20.27 | -0.83 | HOLD |
JOUT | Recreational Products | LONG | 16.03 | -1.54 | HOLD |
KNSY | Medical Equipment and Supplies | LONG | 24.25 | -0.66 | HOLD |
LYTS | Furniture and Fixtures | LONG | 7.92 | -5.26 | HOLD |
PACR | Misc. Transportation | LONG | 5.65 | -1.22 | HOLD |
PETS | Retail (Drugs) | LONG | 14.78 | 0.82 | HOLD |
PLAB | Semiconductors | LONG | 8.03 | -1.83 | HOLD |
PRSC | Personal Services | LONG | 14.30 | 0.35 | HOLD |
RBCN | Semiconductors | LONG | 27.58 | 0.88 | HOLD |
RSYS | Computer Hardware | LONG | 8.93 | 2.64 | HOLD |
SPY | Misc. Financial Services | SHORT | 134.83 | -0.66 | HOLD |
UCTT | Semiconductors | LONG | 11.00 | 0.92 | HOLD |
WGO | Mobile Homes and RVs | LONG | 11.71 | -0.85 | HOLD |
XRTX | Computer Storage Devices | LONG | 9.74 | 0.00 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.44 | ||||
SHORTS | -0.66 | ||||
TOTAL | -0.78 | ||||
S&P 500 | -0.69 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -2.18 | 0.76 | -2.18 | -2.86 | |
S&P 500 | 2.07 | 0.76 | -4.78 | 2.70 |
04-May-2011 Daily positions
Pre Opening Longs: AIR, BGFV, CMRG, CORE, DDIC, DSPG, ELY, HHGP, JAKK,
JOUT, KNSY, LYTS, PACR, PETS, PLAB, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
JOUT, KNSY, LYTS, PACR, PETS, PLAB, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
Tuesday, May 3, 2011
03-May-2011 Daily performance
SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AIR | Aerospace and Defense | LONG | 25.53 | -1.43 | HOLD |
BGFV | Retail (Specialty) | LONG | 11.77 | -0.08 | HOLD |
CMRG | Retail (Apparel) | LONG | 4.08 | -1.45 | HOLD |
CORE | Retail (Grocery) | LONG | 33.84 | 0.00 | HOLD |
DDIC | Electronic Instr. and Controls | LONG | 9.12 | -1.83 | HOLD |
DSPG | Semiconductors | LONG | 7.90 | 0.25 | HOLD |
ELY | Recreational Products | LONG | 6.86 | -1.86 | HOLD |
HHGP | Business Services | LONG | 5.50 | -1.43 | HOLD |
JAKK | Recreational Products | LONG | 20.44 | 0.59 | HOLD |
JOUT | Recreational Products | LONG | 16.28 | -1.21 | HOLD |
KNSY | Medical Equipment and Supplies | LONG | 24.41 | -1.29 | HOLD |
LYTS | Furniture and Fixtures | LONG | 8.36 | 0.25 | HOLD |
PACR | Misc. Transportation | LONG | 5.72 | -2.14 | HOLD |
PETS | Retail (Drugs) | LONG | 14.66 | -0.54 | HOLD |
PLAB | Semiconductors | LONG | 8.18 | -1.56 | HOLD |
PRSC | Personal Services | LONG | 14.25 | -0.28 | HOLD |
RBCN | Semiconductors | LONG | 27.34 | -2.74 | HOLD |
RSYS | Computer Hardware | LONG | 8.70 | 0.12 | HOLD |
SPY | Misc. Financial Services | SHORT | 135.73 | -0.36 | HOLD |
UCTT | Semiconductors | LONG | 10.90 | -2.24 | HOLD |
WGO | Mobile Homes and RVs | LONG | 11.81 | -1.34 | HOLD |
XRTX | Computer Storage Devices | LONG | 9.74 | -3.08 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.11 | ||||
SHORTS | -0.36 | ||||
TOTAL | -0.75 | ||||
S&P 500 | -0.34 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -1.27 | 0.76 | -2.01 | -1.67 | |
S&P 500 | 2.77 | 21781.37 | -99.92 | 0.00 |
03-May-2011 Daily positions
Pre Opening Longs: AIR, BGFV, CMRG, CORE, DDIC, DSPG, ELY, HHGP, JAKK,
JOUT, KNSY, LYTS, PACR, PETS, PLAB, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
JOUT, KNSY, LYTS, PACR, PETS, PLAB, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
Monday, May 2, 2011
02-May-2011 Daily performance
SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AIR | Aerospace and Defense | LONG | 25.97 | -0.27 | HOLD |
AM | Printing and Publishing | LONG | 23.70 | -3.66 | SELL |
BGFV | Retail (Specialty) | LONG | 11.78 | -1.42 | BUY |
BTH | Personal and Household Prods. | LONG | 45.50 | -3.48 | SELL |
CMRG | Retail (Apparel) | LONG | 4.14 | -1.90 | HOLD |
CORE | Retail (Grocery) | LONG | 33.84 | 0.98 | HOLD |
DDIC | Electronic Instr. and Controls | LONG | 9.29 | -3.33 | HOLD |
DSPG | Semiconductors | LONG | 7.88 | -2.48 | BUY |
ELY | Recreational Products | LONG | 6.99 | -1.20 | HOLD |
HHGP | Business Services | LONG | 5.58 | -7.46 | HOLD |
JAKK | Recreational Products | LONG | 20.32 | -3.42 | HOLD |
JOUT | Recreational Products | LONG | 16.48 | -0.66 | HOLD |
KNSY | Medical Equipment and Supplies | LONG | 24.73 | 0.00 | HOLD |
LYTS | Furniture and Fixtures | LONG | 8.34 | 0.59 | HOLD |
MED | Biotechnology and Drugs | LONG | 19.81 | 0.30 | SELL |
PACR | Misc. Transportation | LONG | 5.84 | -2.42 | HOLD |
PETS | Retail (Drugs) | LONG | 14.74 | -2.32 | HOLD |
PLAB | Semiconductors | LONG | 8.31 | -4.81 | HOLD |
PRSC | Personal Services | LONG | 14.29 | -3.05 | BUY |
RBCN | Semiconductors | LONG | 28.11 | -1.40 | HOLD |
RSYS | Computer Hardware | LONG | 8.69 | -1.36 | HOLD |
SPY | Misc. Financial Services | SHORT | 136.06 | -0.27 | HOLD |
UCTT | Semiconductors | LONG | 11.15 | -2.96 | HOLD |
WGO | Mobile Homes and RVs | LONG | 12.01 | -2.99 | HOLD |
XRTX | Computer Storage Devices | LONG | 10.05 | -1.57 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.06 | ||||
SHORTS | -0.27 | ||||
TOTAL | -1.79 | ||||
S&P 500 | -0.18 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -0.32 | 0.76 | -2.01 | -0.42 | |
S&P 500 | 3.12 | 0.77 | -4.78 | 4.04 |
Subscribe to:
Posts (Atom)