SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 13.09 | 0.31 | HOLD |
ACAS | Investment Services | LONG | 9.07 | 1.45 | HOLD |
ACHN | Major Drugs | SHORT | 6.97 | 3.34 | HOLD |
AM | Printing and Publishing | LONG | 14.39 | -4.45 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 15.28 | 1.06 | HOLD |
CECO | Schools | LONG | 6.89 | 0.00 | HOLD |
CIEN | Communications Equipment | SHORT | 15.68 | 2.15 | HOLD |
CVG | Computer Services | LONG | 13.08 | 0.08 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 11.31 | 3.19 | HOLD |
DSX | Water Transportation | LONG | 7.88 | 0.25 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 13.92 | 1.02 | HOLD |
EWD | Misc. Financial Services | SHORT | 27.10 | 0.97 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 10.56 | 3.83 | HOLD |
HNR | Oil and Gas Operations | LONG | 6.43 | 0.47 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 8.38 | -3.57 | HOLD |
IGE | Misc. Financial Services | LONG | 37.67 | 0.53 | HOLD |
IXN | Misc. Financial Services | SHORT | 67.15 | -0.34 | HOLD |
KWK | Oil and Gas Operations | LONG | 3.81 | -1.55 | HOLD |
MIL | Business Services | LONG | 7.59 | 0.40 | HOLD |
TPC | LONG | 14.84 | 1.64 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 26.29 | -0.98 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.65 | 0.09 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 122.50 | -3.01 | HOLD |
RIMM | Communications Equipment | LONG | 13.25 | 1.30 | HOLD |
RSH | Retail (Technology) | LONG | 5.34 | -10.55 | HOLD |
SYT | Chemical Manufacturing | LONG | 69.21 | 0.63 | HOLD |
TC | Metal Mining | LONG | 5.96 | -0.67 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 36.59 | -0.22 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 22.43 | -1.19 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.68 | ||||
SHORTS | 0.45 | ||||
TOTAL | -1.13 | ||||
S&P 500 | 0.38 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -25.81 | 4.27 | -26.39 | -5.42 | -0.88 |
S&P 500 | 6.36 | 5.53 | -18.61 | 1.01 | 0.30 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, April 24, 2012
24-Apr-2012 Daily performance
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