SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABH | Paper and Paper Products | LONG | 12.09 | -4.20 | HOLD |
ACAS | Investment Services | LONG | 9.84 | 1.60 | HOLD |
ACHN | Major Drugs | SHORT | 6.59 | -0.15 | HOLD |
AM | Printing and Publishing | LONG | 15.83 | -0.31 | HOLD |
CECO | Schools | LONG | 6.75 | -3.02 | HOLD |
CIEN | Communications Equipment | SHORT | 14.30 | -2.85 | HOLD |
CVG | Computer Services | LONG | 13.27 | -1.04 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 11.82 | 1.37 | HOLD |
DSX | Water Transportation | LONG | 7.98 | 0.13 | HOLD |
ELGX | Medical Equipment and Supplies | SHORT | 14.69 | -1.74 | HOLD |
EWD | Misc. Financial Services | SHORT | 28.20 | -0.95 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 10.24 | -0.87 | HOLD |
HNR | Oil and Gas Operations | LONG | 7.07 | 2.32 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 8.83 | 2.79 | HOLD |
IGE | Misc. Financial Services | LONG | 38.56 | -1.76 | HOLD |
IXN | Misc. Financial Services | SHORT | 69.24 | 0.00 | HOLD |
KWK | Oil and Gas Operations | LONG | 4.45 | -8.44 | HOLD |
MIL | Business Services | LONG | 7.43 | 0.95 | HOLD |
TPC | Construction Services | LONG | 15.56 | 1.70 | HOLD |
PCYC | Biotechnology and Drugs | SHORT | 26.91 | -0.85 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.70 | -0.06 | HOLD |
REGN | Biotechnology and Drugs | SHORT | 137.31 | 2.18 | HOLD |
RIMM | Communications Equipment | LONG | 12.80 | -5.04 | HOLD |
RSH | Retail (Technology) | LONG | 5.02 | -2.90 | HOLD |
SYT | Chemical Manufacturing | LONG | 71.17 | 1.02 | HOLD |
TC | Metal Mining | LONG | 5.97 | -0.17 | HOLD |
VRTX | Biotechnology and Drugs | SHORT | 38.36 | -0.23 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 24.40 | 0.93 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.28 | ||||
SHORTS | -0.03 | ||||
TOTAL | -1.24 | ||||
S&P 500 | -0.29 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -26.14 | 4.23 | -27.04 | -5.44 | -0.85 |
S&P 500 | 8.69 | 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.
Wednesday, May 2, 2012
02-May-2012 Daily performance
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