SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACHN | Major Drugs | SHORT | 6.17 | 0.16 | HOLD |
AFFY | Biotechnology and Drugs | SHORT | 12.82 | 0.23 | HOLD |
ALNY | Biotechnology and Drugs | SHORT | 11.43 | -0.95 | HOLD |
APOL | Schools | LONG | 32.82 | -1.26 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 16.79 | -0.36 | HOLD |
ARLP | Coal | LONG | 56.24 | -0.64 | HOLD |
AZN | Biotechnology and Drugs | LONG | 41.76 | 0.24 | HOLD |
BBOX | Computer Networks | SHORT | 24.93 | -0.44 | HOLD |
BRKS | Semiconductors | LONG | 9.23 | -1.81 | HOLD |
CEF | Misc. Financial Services | LONG | 20.51 | -0.24 | HOLD |
CSC | Computer Services | SHORT | 24.20 | -2.38 | HOLD |
ASNA | Retail (Apparel) | LONG | 18.96 | -3.41 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 7.11 | 13.76 | HOLD |
DXCM | Medical Equipment and Supplies | SHORT | 12.10 | 2.54 | HOLD |
ESI | Schools | LONG | 53.89 | -1.08 | HOLD |
EXAS | Biotechnology and Drugs | SHORT | 10.00 | 0.20 | HOLD |
GDX | Misc. Financial Services | SHORT | 46.79 | 0.06 | HOLD |
HGSI | Biotechnology and Drugs | SHORT | 13.26 | -0.90 | HOLD |
IAG | Gold and Silver | LONG | 12.53 | 0.80 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 9.17 | 4.20 | HOLD |
ITMN | Biotechnology and Drugs | SHORT | 10.03 | 3.19 | HOLD |
ITRI | Electronic Instr. and Controls | SHORT | 35.96 | -0.44 | HOLD |
KKD | Retail (Grocery) | LONG | 6.01 | -2.44 | HOLD |
KLIC | Semiconductors | LONG | 9.28 | -5.21 | HOLD |
KRO | Chemical Manufacturing | LONG | 15.45 | -3.50 | HOLD |
MNTA | Biotechnology and Drugs | LONG | 14.71 | -1.08 | HOLD |
PAAS | Gold and Silver | LONG | 18.35 | -0.14 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.97 | -0.03 | HOLD |
RES | Oil Well Services and Equipment | LONG | 10.11 | -1.37 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 41.87 | -1.87 | HOLD |
RIGL | Biotechnology and Drugs | SHORT | 7.84 | -0.13 | HOLD |
SHS | Misc. Capital Goods | LONG | 36.21 | -1.87 | HOLD |
SJT | Misc. Financial Services | LONG | 12.45 | -0.88 | HOLD |
SLV | Misc. Financial Services | LONG | 28.01 | -0.39 | HOLD |
SQNM | Medical Equipment and Supplies | SHORT | 3.63 | 2.39 | HOLD |
STRA | Schools | LONG | 86.95 | -0.75 | HOLD |
STX | Computer Storage Devices | LONG | 23.84 | 2.82 | HOLD |
TNH | Chemical Manufacturing | LONG | 197.50 | -1.32 | HOLD |
TPX | Furniture and Fixtures | LONG | 23.00 | -3.64 | HOLD |
VALE | Metal Mining | LONG | 18.63 | -0.16 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 24.89 | -0.28 | HOLD |
VWO | Misc. Financial Services | SHORT | 38.40 | -0.51 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.24 | ||||
SHORTS | 0.92 | ||||
TOTAL | -2.16 | ||||
S&P 500 | -0.64 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -32.28 | 5.13 | -35.03 | -5.13 | -0.75 |
S&P 500 | 2.30 | 5.59 | -18.61 | 0.32 | 0.10 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 13, 2012
13-Jun-2012 Daily performance
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