SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 15.03 | -0.73 | HOLD |
ACAS | Investment Services | LONG | 8.95 | 0.22 | HOLD |
ACHN | Major Drugs | SHORT | 8.71 | -6.65 | HOLD |
AM | Printing and Publishing | LONG | 14.74 | -1.99 | BUY |
ARIA | Biotechnology and Drugs | SHORT | 15.05 | -0.07 | HOLD |
BBW | Retail (Specialty) | LONG | 8.13 | -3.44 | SELL |
CECO | Schools | LONG | 11.21 | 1.45 | HOLD |
CET | Misc. Financial Services | LONG | 21.92 | 0.41 | HOLD |
CIEN | Communications Equipment | SHORT | 16.71 | -1.24 | SHORT |
DNDN | Biotechnology and Drugs | SHORT | 14.71 | 5.15 | HOLD |
DSX | Water Transportation | LONG | 9.39 | -4.86 | HOLD |
DUSA | Biotechnology and Drugs | LONG | 4.65 | -3.53 | SELL |
EWD | Misc. Financial Services | SHORT | 28.25 | 0.32 | SHORT |
EXAS | Biotechnology and Drugs | SHORT | 9.04 | -0.88 | SHORT |
FSLR | Semiconductors | LONG | 39.11 | -0.26 | BUY |
HNR | Oil and Gas Operations | LONG | 6.41 | -4.19 | HOLD |
HOFT | Furniture and Fixtures | LONG | 13.09 | -3.11 | HOLD |
IGE | Misc. Financial Services | LONG | 40.94 | 0.00 | HOLD |
ITT | Misc. Capital Goods | LONG | 22.26 | -0.71 | HOLD |
IXN | Misc. Financial Services | SHORT | 65.46 | 0.03 | HOLD |
JST | Electronic Instr. and Controls | LONG | 8.86 | -1.23 | HOLD |
MIND | Oil Well Services and Equipment | LONG | 22.37 | -3.83 | SELL |
PCYC | Biotechnology and Drugs | SHORT | 24.15 | -4.28 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 108.64 | -1.33 | HOLD |
RIMM | Communications Equipment | LONG | 14.80 | 1.58 | HOLD |
RTEC | Semiconductors | LONG | 10.51 | -4.54 | HOLD |
SENEA | Food Processing | LONG | 25.75 | -0.50 | HOLD |
SPY | Misc. Financial Services | SHORT | 134.56 | -0.47 | HOLD |
SYT | Chemical Manufacturing | LONG | 62.72 | -0.49 | BUY |
VRTX | Biotechnology and Drugs | SHORT | 36.48 | 0.97 | HOLD |
VWO | Misc. Financial Services | SHORT | 43.73 | 0.28 | HOLD |
XRTX | Computer Storage Devices | LONG | 16.55 | -1.31 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.67 | ||||
SHORTS | -0.71 | ||||
TOTAL | -0.96 | ||||
S&P 500 | -0.47 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -6.89 | 3.22 | -17.53 | -2.26 | -0.41 |
S&P 500 | 3.77 | 5.14 | -18.61 | 0.77 | 0.21 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, February 15, 2012
15-Feb-2012 Daily performance
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