SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 13.47 | 0.22 | HOLD |
ACAS | Investment Services | LONG | 8.71 | 4.81 | HOLD |
ACHN | Major Drugs | SHORT | 9.64 | -5.02 | HOLD |
AM | Printing and Publishing | LONG | 14.89 | 0.07 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 15.27 | 0.86 | HOLD |
CECO | Schools | LONG | 7.35 | 3.09 | HOLD |
CIEN | Communications Equipment | SHORT | 16.22 | 3.88 | HOLD |
CVG | Computer Services | LONG | 13.27 | 1.69 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 9.30 | -1.38 | HOLD |
DSX | Water Transportation | LONG | 7.86 | 2.08 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 13.41 | -0.52 | HOLD |
EWD | Misc. Financial Services | SHORT | 27.89 | 3.22 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 10.10 | 1.00 | HOLD |
HNR | Oil and Gas Operations | LONG | 6.24 | 5.23 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 8.14 | -2.11 | HOLD |
IGE | Misc. Financial Services | LONG | 38.36 | 2.76 | HOLD |
IXN | Misc. Financial Services | SHORT | 70.05 | 1.21 | HOLD |
KWK | Oil and Gas Operations | LONG | 4.36 | 5.31 | HOLD |
MIL | Business Services | LONG | 7.61 | 0.40 | HOLD |
TPC | LONG | 15.65 | 3.92 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 26.40 | -0.56 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 20.26 | 0.55 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 123.00 | 1.31 | HOLD |
RIMM | Communications Equipment | LONG | 13.35 | 2.26 | HOLD |
RSH | Retail (Technology) | LONG | 6.11 | 1.50 | HOLD |
SYT | Chemical Manufacturing | LONG | 69.59 | 2.73 | HOLD |
TC | Metal Mining | LONG | 6.62 | 2.48 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 37.71 | 1.84 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 22.16 | -0.27 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 2.57 | ||||
SHORTS | 0.29 | ||||
TOTAL | 2.28 | ||||
S&P 500 | 1.31 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -20.63 | 3.50 | -24.73 | -5.39 | -0.76 |
S&P 500 | 7.51 | 5.58 | -18.61 | 1.21 | 0.36 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, April 12, 2012
12-Apr-2012 Daily performance
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