SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 16.12 | 1.13 | BUY |
ACAS | Investment Services | LONG | 8.55 | 0.59 | HOLD |
ACHN | Major Drugs | SHORT | 9.98 | -3.85 | SHORT |
ARIA | Biotechnology and Drugs | SHORT | 15.22 | -3.18 | HOLD |
BBW | Retail (Specialty) | LONG | 8.58 | 3.00 | HOLD |
CASC | Auto and Truck Parts | LONG | 58.63 | 1.45 | SELL |
CET | Misc. Financial Services | LONG | 21.95 | 0.68 | BUY |
CVV | Semiconductors | LONG | 15.37 | -1.79 | SELL |
DUSA | Biotechnology and Drugs | LONG | 5.02 | -1.38 | HOLD |
HGG | Retail (Technology) | LONG | 11.34 | 7.08 | HOLD |
HITK | Biotechnology and Drugs | LONG | 39.99 | 0.45 | HOLD |
HNR | Oil and Gas Operations | LONG | 7.01 | -2.23 | HOLD |
HOFT | Furniture and Fixtures | LONG | 13.00 | 0.78 | HOLD |
ITT | Misc. Capital Goods | LONG | 22.60 | -0.48 | BUY |
JRN | Printing and Publishing | LONG | 5.27 | 0.19 | SELL |
JST | Electronic Instr. and Controls | LONG | 8.89 | 1.25 | HOLD |
KIRK | Retail (Specialty) | LONG | 16.80 | 1.82 | HOLD |
MIND | Oil Well Services and Equipment | LONG | 23.49 | 2.44 | HOLD |
PCYC | Biotechnology and Drugs | SHORT | 17.99 | -3.12 | SHORT |
RIMM | Communications Equipment | LONG | 16.49 | -1.32 | HOLD |
REX | Chemical Manufacturing | LONG | 27.60 | 2.64 | HOLD |
RTEC | Semiconductors | LONG | 10.77 | 1.22 | HOLD |
SENEA | Food Processing | LONG | 27.63 | -1.14 | HOLD |
SPY | Misc. Financial Services | SHORT | 135.19 | 0.30 | COVER |
VDSI | Software and Programming | LONG | 9.21 | 1.32 | SELL |
VWO | Misc. Financial Services | SHORT | 44.23 | 0.77 | HOLD |
XRTX | Computer Storage Devices | LONG | 17.11 | 1.06 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.92 | ||||
SHORTS | -0.70 | ||||
TOTAL | 1.62 | ||||
S&P 500 | 0.30 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -2.62 | 3.88 | -17.53 | -0.73 | -0.16 |
S&P 500 | 4.26 | 5.21 | -18.61 | 0.88 | 0.25 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, February 8, 2012
08-Feb-2012 Daily performance
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