SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 13.31 | -0.52 | HOLD |
ACAS | Investment Services | LONG | 8.74 | 1.63 | HOLD |
ACHN | Major Drugs | SHORT | 9.05 | 3.19 | HOLD |
AM | Printing and Publishing | LONG | 14.89 | 0.54 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 14.64 | -0.14 | HOLD |
CECO | Schools | LONG | 7.07 | 1.87 | HOLD |
CIEN | Communications Equipment | SHORT | 16.63 | 3.81 | HOLD |
CVG | Computer Services | LONG | 13.49 | 3.45 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 9.29 | 5.45 | HOLD |
DSX | Water Transportation | LONG | 7.81 | 0.90 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 13.30 | 0.15 | HOLD |
EWD | Misc. Financial Services | SHORT | 27.89 | 1.57 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 10.49 | 2.64 | HOLD |
HNR | Oil and Gas Operations | LONG | 6.56 | 9.15 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 7.43 | 0.54 | HOLD |
IGE | Misc. Financial Services | LONG | 38.01 | 1.63 | HOLD |
IXN | Misc. Financial Services | SHORT | 69.63 | 1.93 | HOLD |
KWK | Oil and Gas Operations | LONG | 4.09 | 1.24 | HOLD |
MIL | Business Services | LONG | 7.56 | 0.53 | HOLD |
TPC | LONG | 15.25 | 2.01 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 25.94 | 2.41 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 20.64 | 4.45 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 123.45 | 0.74 | HOLD |
RIMM | Communications Equipment | LONG | 13.41 | -0.07 | HOLD |
RSH | Retail (Technology) | LONG | 6.18 | 3.17 | HOLD |
SYT | Chemical Manufacturing | LONG | 70.51 | 0.16 | HOLD |
TC | Metal Mining | LONG | 6.61 | 2.16 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 36.42 | 2.62 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 21.67 | -0.82 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.86 | ||||
SHORTS | 2.04 | ||||
TOTAL | -0.18 | ||||
S&P 500 | 1.48 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -19.85 | 3.35 | -24.73 | -5.36 | -0.73 |
S&P 500 | 7.73 | 5.57 | -18.61 | 1.24 | 0.37 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, April 17, 2012
17-Apr-2012 Daily performance
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