SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 13.52 | 0.30 | HOLD |
ACAS | Investment Services | LONG | 9.51 | 2.37 | HOLD |
ACHN | Major Drugs | SHORT | 6.79 | -1.31 | HOLD |
AM | Printing and Publishing | LONG | 14.93 | 2.33 | HOLD |
CECO | Schools | LONG | 7.16 | 2.21 | HOLD |
CIEN | Communications Equipment | SHORT | 15.38 | -1.79 | HOLD |
CVG | Computer Services | LONG | 13.42 | 1.74 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 11.33 | -1.39 | HOLD |
DSX | Water Transportation | LONG | 7.88 | -0.13 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 14.19 | -0.84 | HOLD |
EWD | Misc. Financial Services | SHORT | 27.88 | 0.47 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 10.88 | 1.49 | HOLD |
HNR | Oil and Gas Operations | LONG | 6.94 | 4.99 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 8.41 | 0.48 | HOLD |
IGE | Misc. Financial Services | LONG | 38.54 | 0.84 | HOLD |
IXN | Misc. Financial Services | SHORT | 69.68 | 0.90 | HOLD |
KWK | Oil and Gas Operations | LONG | 4.17 | 3.47 | HOLD |
MIL | Business Services | LONG | 7.52 | -0.13 | HOLD |
TPC | LONG | 15.38 | 0.98 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 27.76 | 0.07 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.80 | 0.38 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 138.60 | 9.04 | HOLD |
RIMM | Communications Equipment | LONG | 14.14 | 3.59 | HOLD |
RSH | Retail (Technology) | LONG | 5.63 | 6.03 | HOLD |
SYT | Chemical Manufacturing | LONG | 70.38 | 1.19 | HOLD |
TC | Metal Mining | LONG | 6.10 | 0.99 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 37.52 | -0.40 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 24.43 | 0.83 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 2.05 | ||||
SHORTS | 0.61 | ||||
TOTAL | 1.44 | ||||
S&P 500 | 0.70 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -25.43 | 4.16 | -27.06 | -5.43 | -0.84 |
S&P 500 | 8.57 | 5.57 | -18.61 | 1.34 | 0.40 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, April 26, 2012
26-Apr-2012 Daily performance
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