SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 15.81 | -1.13 | HOLD |
ACAS | Investment Services | LONG | 8.68 | 2.00 | HOLD |
ACHN | Major Drugs | SHORT | 9.67 | -1.02 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 14.96 | -1.71 | HOLD |
BBW | Retail (Specialty) | LONG | 8.69 | 1.28 | HOLD |
CECO | Schools | LONG | 11.40 | 1.60 | BUY |
CET | Misc. Financial Services | LONG | 22.10 | 0.67 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 14.78 | -3.21 | SHORT |
DSX | Water Transportation | LONG | 9.27 | 5.70 | BUY |
DUSA | Biotechnology and Drugs | LONG | 4.84 | -3.59 | HOLD |
HGG | Retail (Technology) | LONG | 12.82 | 13.05 | SELL |
HITK | Biotechnology and Drugs | LONG | 39.98 | -0.03 | SELL |
HNR | Oil and Gas Operations | LONG | 6.92 | -1.28 | HOLD |
HOFT | Furniture and Fixtures | LONG | 13.14 | 1.08 | HOLD |
IGE | Misc. Financial Services | LONG | 41.26 | 0.05 | BUY |
ITT | Misc. Capital Goods | LONG | 22.71 | 0.49 | HOLD |
IXN | Misc. Financial Services | SHORT | 65.52 | 0.80 | SHORT |
JST | Electronic Instr. and Controls | LONG | 9.04 | 1.69 | HOLD |
KIRK | Retail (Specialty) | LONG | 16.32 | -2.86 | SELL |
MIND | Oil Well Services and Equipment | LONG | 23.19 | -1.28 | HOLD |
PCYC | Biotechnology and Drugs | SHORT | 19.80 | 10.05 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 103.60 | 0.88 | SHORT |
RIMM | Communications Equipment | LONG | 15.90 | -3.58 | HOLD |
REX | Chemical Manufacturing | LONG | 28.01 | 1.49 | SELL |
RTEC | Semiconductors | LONG | 10.90 | 1.21 | HOLD |
SENEA | Food Processing | LONG | 26.52 | -4.02 | HOLD |
SPY | Misc. Financial Services | SHORT | 135.36 | 0.13 | COVER |
VRTX | Biotechnology and Drugs | SHORT | 37.04 | 0.71 | SHORT |
VWO | Misc. Financial Services | SHORT | 44.21 | -0.05 | HOLD |
XRTX | Computer Storage Devices | LONG | 16.97 | -0.82 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.24 | ||||
SHORTS | 1.48 | ||||
TOTAL | -1.24 | ||||
S&P 500 | 0.13 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -3.27 | 3.76 | -17.53 | -0.93 | -0.20 |
S&P 500 | 4.39 | 5.23 | -18.61 | 0.90 | 0.25 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, February 9, 2012
09-Feb-2012 Daily performance
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