SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 14.23 | -0.35 | HOLD |
ACAS | Investment Services | LONG | 8.76 | 0.92 | HOLD |
ACHN | Major Drugs | SHORT | 10.17 | 6.16 | HOLD |
AM | Printing and Publishing | LONG | 15.70 | 2.35 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 16.23 | 1.56 | HOLD |
BBOX | Computer Networks | LONG | 25.99 | 1.88 | HOLD |
CECO | Schools | LONG | 8.15 | 1.12 | HOLD |
CIEN | Communications Equipment | SHORT | 16.37 | 1.11 | HOLD |
CVG | Computer Services | LONG | 13.50 | 1.12 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 10.23 | -3.99 | HOLD |
DSX | Water Transportation | LONG | 8.90 | -0.56 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 13.88 | -5.29 | HOLD |
EWD | Misc. Financial Services | SHORT | 29.42 | 1.41 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 10.76 | -3.58 | HOLD |
FSLR | Semiconductors | LONG | 24.53 | -2.08 | SELL |
HNR | Oil and Gas Operations | LONG | 6.63 | -6.36 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 10.03 | 2.45 | HOLD |
IGE | Misc. Financial Services | LONG | 39.88 | 1.17 | HOLD |
IXN | Misc. Financial Services | SHORT | 71.59 | 1.13 | HOLD |
KWK | Oil and Gas Operations | LONG | 5.01 | -0.60 | HOLD |
MIL | Business Services | LONG | 7.63 | -0.78 | HOLD |
TPC | LONG | 16.01 | 2.76 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 28.47 | 2.56 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 21.50 | -1.19 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 120.20 | 3.07 | HOLD |
RIMM | Communications Equipment | LONG | 14.37 | -2.24 | HOLD |
RSH | Retail (Technology) | LONG | 6.30 | 1.29 | HOLD |
SYT | Chemical Manufacturing | LONG | 70.45 | 2.35 | HOLD |
TC | Metal Mining | LONG | 6.93 | 2.51 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 40.48 | -1.29 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 21.72 | -2.86 | HOLD |
VWO | Misc. Financial Services | SHORT | 43.96 | 1.13 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.27 | ||||
SHORTS | 0.16 | ||||
TOTAL | 0.11 | ||||
S&P 500 | 0.73 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -20.45 | 3.54 | -21.15 | -5.41 | -0.91 |
S&P 500 | 9.87 | 5.74 | -18.61 | 1.59 | 0.49 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, April 2, 2012
02-Apr-2012 Daily performance
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