SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 13.43 | -0.30 | HOLD |
ACAS | Investment Services | LONG | 8.47 | -2.76 | HOLD |
ACHN | Major Drugs | SHORT | 9.02 | -6.43 | HOLD |
AM | Printing and Publishing | LONG | 14.72 | -1.14 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 14.76 | -3.34 | HOLD |
CECO | Schools | LONG | 6.99 | -4.90 | HOLD |
CIEN | Communications Equipment | SHORT | 16.16 | -0.34 | HOLD |
CVG | Computer Services | LONG | 12.86 | -3.09 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 8.85 | -4.84 | HOLD |
DSX | Water Transportation | LONG | 7.76 | -1.27 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 13.45 | 0.30 | HOLD |
EWD | Misc. Financial Services | SHORT | 27.13 | -2.72 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 9.99 | -1.04 | HOLD |
HNR | Oil and Gas Operations | LONG | 6.09 | -2.40 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 7.85 | -3.50 | HOLD |
IGE | Misc. Financial Services | LONG | 37.68 | -1.77 | HOLD |
IXN | Misc. Financial Services | SHORT | 68.90 | -1.63 | HOLD |
KWK | Oil and Gas Operations | LONG | 4.12 | -5.50 | HOLD |
MIL | Business Services | LONG | 7.54 | -0.92 | HOLD |
TPC | LONG | 14.96 | -4.41 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 26.06 | -1.29 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 19.58 | -3.36 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 122.60 | -0.33 | HOLD |
RIMM | Communications Equipment | LONG | 12.89 | -3.41 | HOLD |
RSH | Retail (Technology) | LONG | 5.95 | -2.62 | HOLD |
SYT | Chemical Manufacturing | LONG | 69.16 | -0.62 | HOLD |
TC | Metal Mining | LONG | 6.50 | -1.81 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 36.17 | -4.08 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 22.14 | -0.09 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.46 | ||||
SHORTS | -2.34 | ||||
TOTAL | -0.13 | ||||
S&P 500 | -1.19 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -20.73 | 3.50 | -24.73 | -5.40 | -0.76 |
S&P 500 | 6.23 | 5.54 | -18.61 | 1.01 | 0.30 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, April 13, 2012
13-Apr-2012 Daily performance
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