SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BGFV | Retail (Specialty) | LONG | 9.88 | -1.84 | HOLD |
BTH | Personal and Household Prods. | LONG | 44.32 | -2.68 | BUY |
CBR | Software and Programming | LONG | 6.39 | -2.74 | HOLD |
CPTS | Medical Equipment and Supplies | LONG | 12.74 | -0.20 | SELL |
DDIC | Electronic Instr. and Controls | LONG | 8.96 | -0.99 | HOLD |
DSPG | Semiconductors | LONG | 8.16 | 0.25 | HOLD |
ENZN | Biotechnology and Drugs | LONG | 11.49 | -0.82 | SELL |
EPAX | Personal Services | LONG | 9.89 | -1.10 | HOLD |
FSCI | Broadcasting and Cable TV | LONG | 27.78 | -3.84 | HOLD |
HRB | Personal Services | LONG | 15.82 | -0.88 | BUY |
HZO | Retail (Specialty) | LONG | 9.46 | -0.11 | HOLD |
IVAC | Computer Storage Devices | LONG | 11.15 | -4.94 | SELL |
JAKK | Recreational Products | LONG | 20.31 | -0.54 | HOLD |
KNSY | Medical Equipment and Supplies | LONG | 23.69 | -1.29 | HOLD |
LINC | Schools | LONG | 14.73 | -1.04 | HOLD |
OPLK | Communications Equipment | LONG | 17.97 | -2.12 | HOLD |
PACR | Misc. Transportation | LONG | 5.58 | -1.93 | HOLD |
PLAB | Semiconductors | LONG | 8.11 | -1.82 | HOLD |
PMFG | Scientific and Technical Instr. | LONG | 20.05 | -3.88 | HOLD |
PRM | Printing and Publishing | LONG | 4.38 | 0.23 | HOLD |
RBCN | Semiconductors | LONG | 25.02 | -0.60 | HOLD |
RSYS | Computer Hardware | LONG | 8.61 | -4.17 | HOLD |
SPY | Misc. Financial Services | SHORT | 134.04 | -0.77 | HOLD |
UCTT | Semiconductors | LONG | 10.90 | -4.30 | HOLD |
VLO | Oil and Gas Operations | LONG | 26.68 | 0.57 | BUY |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.80 | ||||
SHORTS | -0.77 | ||||
TOTAL | -1.03 | ||||
S&P 500 | -0.81 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -2.82 | 0.88 | -3.50 | -3.22 | |
S&P 500 | 1.34 | 0.75 | -4.78 | 1.80 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, May 13, 2011
13-May-2011 Daily performance
13-May-2011 Daily positions
Pre Opening Longs: BGFV, CBR, CPTS, DDIC, DSPG, ENZN, EPAX, FSCI, HZO,
IVAC, JAKK, KNSY, LINC, OPLK, PACR, PLAB, PMFG, PRM, RBCN, RSYS, UCTT
Pre Opening Shorts: SPY
IVAC, JAKK, KNSY, LINC, OPLK, PACR, PLAB, PMFG, PRM, RBCN, RSYS, UCTT
Pre Opening Shorts: SPY
Thursday, May 12, 2011
12-May-2011 Daily performance
SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BGFV | Retail (Specialty) | LONG | 10.06 | 0.60 | HOLD |
CBR | Software and Programming | LONG | 6.57 | 3.14 | HOLD |
CPTS | Medical Equipment and Supplies | LONG | 12.77 | 0.47 | HOLD |
DDIC | Electronic Instr. and Controls | LONG | 9.05 | 0.56 | HOLD |
DSPG | Semiconductors | LONG | 8.14 | 1.75 | HOLD |
ENZN | Biotechnology and Drugs | LONG | 11.59 | 0.17 | HOLD |
EPAX | Personal Services | LONG | 10.00 | 1.94 | HOLD |
FSCI | Broadcasting and Cable TV | LONG | 28.89 | 0.00 | HOLD |
HZO | Retail (Specialty) | LONG | 9.47 | 1.18 | HOLD |
IVAC | Computer Storage Devices | LONG | 11.73 | 5.96 | HOLD |
JAKK | Recreational Products | LONG | 20.42 | 1.39 | HOLD |
KNSY | Medical Equipment and Supplies | LONG | 24.00 | 1.78 | HOLD |
LINC | Schools | LONG | 14.88 | 5.46 | HOLD |
OPLK | Communications Equipment | LONG | 18.36 | -1.29 | HOLD |
PACR | Misc. Transportation | LONG | 5.69 | 0.26 | HOLD |
PLAB | Semiconductors | LONG | 8.26 | 0.36 | HOLD |
PMFG | Scientific and Technical Instr. | LONG | 20.86 | 1.61 | HOLD |
PRM | Printing and Publishing | LONG | 4.37 | 1.63 | HOLD |
RBCN | Semiconductors | LONG | 25.17 | -0.16 | HOLD |
RSYS | Computer Hardware | LONG | 8.99 | -0.77 | HOLD |
SPY | Misc. Financial Services | SHORT | 135.08 | 0.48 | HOLD |
UCTT | Semiconductors | LONG | 11.39 | 1.42 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.31 | ||||
SHORTS | 0.48 | ||||
TOTAL | 0.83 | ||||
S&P 500 | 0.49 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -1.84 | 0.79 | -2.65 | -2.34 | |
S&P 500 | 2.17 | 0.76 | -4.78 | 2.85 |
12-May-2011 Daily positions
Pre Opening Longs: BGFV, CBR, CPTS, DDIC, DSPG, ENZN, EPAX, FSCI, HZO,
IVAC, JAKK, KNSY, LINC, OPLK, PACR, PLAB, PMFG, PRM, RBCN, RSYS, UCTT
Pre Opening Shorts: SPY
IVAC, JAKK, KNSY, LINC, OPLK, PACR, PLAB, PMFG, PRM, RBCN, RSYS, UCTT
Pre Opening Shorts: SPY
Wednesday, May 11, 2011
11-May-2011 Daily performance
SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BGFV | Retail (Specialty) | LONG | 10.00 | 0.00 | HOLD |
CBR | Software and Programming | LONG | 6.37 | -0.78 | BUY |
CPTS | Medical Equipment and Supplies | LONG | 12.71 | -15.77 | HOLD |
DDIC | Electronic Instr. and Controls | LONG | 9.00 | -0.99 | HOLD |
DSPG | Semiconductors | LONG | 8.00 | -4.31 | HOLD |
ENZN | Biotechnology and Drugs | LONG | 11.57 | -2.03 | HOLD |
EPAX | Personal Services | LONG | 9.81 | -0.30 | BUY |
FSCI | Broadcasting and Cable TV | LONG | 28.89 | -2.89 | HOLD |
HZO | Retail (Specialty) | LONG | 9.36 | -2.40 | HOLD |
IVAC | Computer Storage Devices | LONG | 11.07 | -3.99 | HOLD |
JAKK | Recreational Products | LONG | 20.14 | -1.80 | HOLD |
KNSY | Medical Equipment and Supplies | LONG | 23.58 | -2.40 | HOLD |
LINC | Schools | LONG | 14.11 | -2.56 | HOLD |
OPLK | Communications Equipment | LONG | 18.60 | -0.53 | HOLD |
PACR | Misc. Transportation | LONG | 5.68 | -1.13 | HOLD |
PLAB | Semiconductors | LONG | 8.23 | -3.40 | HOLD |
PMFG | Scientific and Technical Instr. | LONG | 20.53 | -12.08 | HOLD |
PRM | Printing and Publishing | LONG | 4.30 | -2.05 | HOLD |
PRSC | Personal Services | LONG | 14.58 | -3.38 | SELL |
RBCN | Semiconductors | LONG | 25.21 | -3.82 | HOLD |
RSYS | Computer Hardware | LONG | 9.06 | -0.44 | HOLD |
SPY | Misc. Financial Services | SHORT | 134.44 | -1.05 | HOLD |
UCTT | Semiconductors | LONG | 11.23 | -3.77 | HOLD |
WGO | Mobile Homes and RVs | LONG | 12.29 | 0.41 | SELL |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -3.30 | ||||
SHORTS | -1.05 | ||||
TOTAL | -2.25 | ||||
S&P 500 | -1.11 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -3.29 | 0.81 | -3.29 | -4.08 | |
S&P 500 | 1.67 | 20216.78 | -99.92 | 0.00 |
11-May-2011 Daily positions
Pre Opening Longs: BGFV, CPTS, DDIC, DSPG, ENZN, FSCI, HZO, IVAC, JAKK,
KNSY, LINC, OPLK, PACR, PLAB, PMFG, PRM, PRSC, RBCN, RSYS, UCTT, WGO
Pre Opening Shorts: SPY
KNSY, LINC, OPLK, PACR, PLAB, PMFG, PRM, PRSC, RBCN, RSYS, UCTT, WGO
Pre Opening Shorts: SPY
Tuesday, May 10, 2011
10-May-2011 Daily performance
SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BGFV | Retail (Specialty) | LONG | 10.00 | 2.46 | HOLD |
CMRG | Retail (Apparel) | LONG | 4.25 | 0.95 | SELL |
CPTS | Medical Equipment and Supplies | LONG | 15.09 | 1.21 | HOLD |
DDIC | Electronic Instr. and Controls | LONG | 9.09 | 2.48 | HOLD |
DSPG | Semiconductors | LONG | 8.36 | 4.50 | HOLD |
ELY | Recreational Products | LONG | 7.08 | 6.15 | SELL |
ENZN | Biotechnology and Drugs | LONG | 11.81 | 0.25 | HOLD |
FSCI | Broadcasting and Cable TV | LONG | 29.75 | -0.34 | BUY |
HHGP | Business Services | LONG | 5.16 | -1.53 | SELL |
HZO | Retail (Specialty) | LONG | 9.59 | 2.57 | HOLD |
IVAC | Computer Storage Devices | LONG | 11.53 | 2.49 | HOLD |
JAKK | Recreational Products | LONG | 20.51 | 2.04 | HOLD |
KNSY | Medical Equipment and Supplies | LONG | 24.16 | 0.62 | HOLD |
LINC | Schools | LONG | 14.48 | -4.49 | BUY |
OPLK | Communications Equipment | LONG | 18.70 | 2.58 | HOLD |
PACR | Misc. Transportation | LONG | 5.74 | 1.59 | HOLD |
PLAB | Semiconductors | LONG | 8.52 | 4.41 | HOLD |
PMFG | Scientific and Technical Instr. | LONG | 23.35 | 5.75 | BUY |
PRM | Printing and Publishing | LONG | 4.39 | -1.79 | HOLD |
PRSC | Personal Services | LONG | 15.09 | 7.17 | HOLD |
RBCN | Semiconductors | LONG | 26.21 | 2.78 | HOLD |
RSYS | Computer Hardware | LONG | 9.10 | 1.00 | HOLD |
SPY | Misc. Financial Services | SHORT | 135.87 | 0.85 | HOLD |
UCTT | Semiconductors | LONG | 11.67 | 3.37 | HOLD |
WGO | Mobile Homes and RVs | LONG | 12.24 | 2.86 | HOLD |
XRTX | Computer Storage Devices | LONG | 10.19 | 2.83 | SELL |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 2.32 | ||||
SHORTS | 0.85 | ||||
TOTAL | 1.46 | ||||
S&P 500 | 0.81 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
Portfolio | -0.93 | 0.77 | -2.36 | -1.20 | |
S&P 500 | 2.81 | 4001.12 | -100.39 | 0.00 |
10-May-2011 Daily positions
Pre Opening Longs: BGFV, CMRG, CPTS, DDIC, DSPG, ELY, ENZN, HHGP, HZO,
IVAC, JAKK, KNSY, OPLK, PACR, PLAB, PRM, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
IVAC, JAKK, KNSY, OPLK, PACR, PLAB, PRM, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
Monday, May 9, 2011
09-May-2011 Daily positions
Pre Opening Longs: BGFV, CMRG, CPTS, DDIC, DSPG, ELY, ENZN, HHGP, IVAC,
JAKK, KNSY, OPLK, PACR, PETS, PLAB, PRM, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
JAKK, KNSY, OPLK, PACR, PETS, PLAB, PRM, PRSC, RBCN, RSYS, UCTT, WGO, XRTX
Pre Opening Shorts: SPY
Subscribe to:
Posts (Atom)