SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 13.29 | -1.70 | HOLD |
ACAS | Investment Services | LONG | 9.64 | 1.37 | HOLD |
ACHN | Major Drugs | SHORT | 6.90 | 1.62 | HOLD |
AM | Printing and Publishing | LONG | 15.55 | 4.15 | HOLD |
CECO | Schools | LONG | 7.36 | 2.79 | HOLD |
CIEN | Communications Equipment | SHORT | 15.09 | -1.89 | HOLD |
CVG | Computer Services | LONG | 13.46 | 0.30 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 11.35 | 0.18 | HOLD |
DSX | Water Transportation | LONG | 7.98 | 1.27 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 14.97 | 5.50 | HOLD |
EWD | Misc. Financial Services | SHORT | 28.27 | 1.40 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 11.03 | 1.38 | HOLD |
HNR | Oil and Gas Operations | LONG | 6.92 | -0.29 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 8.55 | 1.66 | HOLD |
IGE | Misc. Financial Services | LONG | 38.66 | 0.31 | HOLD |
IXN | Misc. Financial Services | SHORT | 69.71 | 0.04 | HOLD |
KWK | Oil and Gas Operations | LONG | 4.43 | 6.24 | HOLD |
MIL | Business Services | LONG | 7.54 | 0.27 | HOLD |
TPC | LONG | 15.58 | 1.30 | HOLD | |
PCYC | Biotechnology and Drugs | SHORT | 28.58 | 2.95 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.85 | 0.16 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 140.01 | 1.02 | HOLD |
RIMM | Communications Equipment | LONG | 14.03 | -0.78 | HOLD |
RSH | Retail (Technology) | LONG | 5.36 | -4.80 | HOLD |
SYT | Chemical Manufacturing | LONG | 70.35 | -0.04 | HOLD |
TC | Metal Mining | LONG | 6.08 | -0.33 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 38.62 | 2.93 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 25.15 | 2.95 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.67 | ||||
SHORTS | 1.53 | ||||
TOTAL | -0.86 | ||||
S&P 500 | 0.16 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -26.07 | 4.27 | -27.06 | -5.42 | -0.86 |
S&P 500 | 8.75 | 5.57 | -18.61 | 1.36 | 0.41 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, April 27, 2012
27-Apr-2012 Daily performance
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