SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACHN | Major Drugs | SHORT | 6.30 | -4.26 | HOLD |
AFFY | Biotechnology and Drugs | SHORT | 13.09 | 0.23 | HOLD |
ALNY | Biotechnology and Drugs | SHORT | 11.73 | -0.17 | HOLD |
APOL | Schools | LONG | 34.09 | 2.65 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 17.46 | -0.74 | HOLD |
ARLP | Coal | LONG | 54.84 | 0.70 | HOLD |
AZN | Biotechnology and Drugs | LONG | 43.45 | 3.06 | HOLD |
BBOX | Computer Networks | SHORT | 27.41 | 3.71 | HOLD |
BRKS | Semiconductors | LONG | 9.90 | 3.23 | HOLD |
CEF | Misc. Financial Services | LONG | 20.37 | -0.54 | HOLD |
CSC | Computer Services | SHORT | 24.68 | 0.24 | HOLD |
ASNA | Retail (Apparel) | LONG | 19.48 | 0.26 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 7.20 | -4.26 | HOLD |
DXCM | Medical Equipment and Supplies | SHORT | 13.07 | 1.79 | HOLD |
ESI | Schools | LONG | 56.32 | 3.13 | HOLD |
GDX | Misc. Financial Services | SHORT | 47.68 | -0.10 | HOLD |
HGSI | Biotechnology and Drugs | SHORT | 13.28 | 0.61 | HOLD |
IAG | Gold and Silver | LONG | 12.85 | 0.08 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 9.37 | -1.47 | HOLD |
ITMN | Biotechnology and Drugs | SHORT | 12.22 | 3.30 | HOLD |
ITRI | Electronic Instr. and Controls | SHORT | 40.09 | 0.50 | HOLD |
KKD | Retail (Grocery) | LONG | 6.30 | 2.11 | HOLD |
KLIC | Semiconductors | LONG | 9.60 | 5.49 | HOLD |
KRO | Chemical Manufacturing | LONG | 17.14 | 5.22 | HOLD |
MNTA | Biotechnology and Drugs | LONG | 15.94 | 1.46 | HOLD |
PAAS | Gold and Silver | LONG | 18.75 | 1.41 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.96 | -0.06 | HOLD |
RES | Oil Well Services and Equipment | LONG | 10.78 | 5.48 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 45.26 | 3.48 | HOLD |
RIGL | Biotechnology and Drugs | SHORT | 8.90 | 3.73 | HOLD |
SHS | Misc. Capital Goods | LONG | 37.75 | 4.43 | HOLD |
SJT | Misc. Financial Services | LONG | 13.84 | 0.58 | HOLD |
SLV | Misc. Financial Services | LONG | 27.62 | -0.90 | HOLD |
SQNM | Medical Equipment and Supplies | SHORT | 3.99 | 7.84 | HOLD |
STRA | Schools | LONG | 93.70 | 5.14 | HOLD |
STX | Computer Storage Devices | LONG | 24.48 | 2.68 | HOLD |
TNH | Chemical Manufacturing | LONG | 198.12 | 7.25 | HOLD |
TPX | Furniture and Fixtures | LONG | 23.54 | 0.38 | HOLD |
VALE | Metal Mining | LONG | 20.09 | 3.77 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 26.91 | 0.64 | HOLD |
VWO | Misc. Financial Services | SHORT | 39.99 | 1.54 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 2.59 | ||||
SHORTS | 0.87 | ||||
TOTAL | 1.72 | ||||
S&P 500 | 0.97 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -33.42 | 5.26 | -35.06 | -5.13 | -0.77 |
S&P 500 | 5.11 | 5.38 | -18.61 | 0.73 | 0.21 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, June 19, 2012
19-Jun-2012 Daily performance
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