SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 13.41 | -1.40 | HOLD |
ACAS | Investment Services | LONG | 8.16 | -4.11 | HOLD |
ACHN | Major Drugs | SHORT | 10.36 | -1.99 | HOLD |
AM | Printing and Publishing | LONG | 14.76 | -2.70 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 14.95 | -4.78 | HOLD |
CECO | Schools | LONG | 6.98 | -1.27 | HOLD |
CIEN | Communications Equipment | SHORT | 15.20 | -1.75 | HOLD |
CVG | Computer Services | LONG | 12.96 | -0.54 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 9.25 | -5.52 | HOLD |
DSX | Water Transportation | LONG | 7.52 | -4.69 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 13.23 | -3.85 | HOLD |
EWD | Misc. Financial Services | SHORT | 26.44 | -3.40 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 9.55 | -5.26 | HOLD |
HNR | Oil and Gas Operations | LONG | 5.85 | -3.94 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 8.39 | -7.09 | HOLD |
IGE | Misc. Financial Services | LONG | 37.38 | -1.63 | HOLD |
IXN | Misc. Financial Services | SHORT | 68.85 | -1.59 | HOLD |
KWK | Oil and Gas Operations | LONG | 4.41 | -5.36 | HOLD |
MIL | Business Services | LONG | 7.46 | -1.56 | HOLD |
TPC | LONG | 14.65 | -1.21 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 25.86 | -6.58 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 19.86 | -6.28 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 117.02 | -3.39 | HOLD |
RIMM | Communications Equipment | LONG | 12.93 | -0.69 | HOLD |
RSH | Retail (Technology) | LONG | 5.84 | -3.63 | HOLD |
SYT | Chemical Manufacturing | LONG | 66.97 | -1.22 | HOLD |
TC | Metal Mining | LONG | 6.41 | 3.22 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 36.56 | -4.07 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 21.56 | -5.93 | HOLD |
VWO | Misc. Financial Services | SHORT | 41.72 | -1.95 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.05 | ||||
SHORTS | -4.23 | ||||
TOTAL | 2.18 | ||||
S&P 500 | -1.68 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -21.78 | 3.71 | -24.73 | -5.41 | -0.81 |
S&P 500 | 5.27 | 5.54 | -18.61 | 0.87 | 0.26 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, April 10, 2012
10-Apr-2012 Daily performance
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