SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACHN | Major Drugs | SHORT | 6.08 | -3.49 | HOLD |
AFFY | Biotechnology and Drugs | SHORT | 13.31 | 1.68 | HOLD |
ALNY | Biotechnology and Drugs | SHORT | 11.66 | -0.60 | HOLD |
APOL | Schools | LONG | 33.96 | -0.38 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 17.45 | -0.06 | HOLD |
ARLP | Coal | LONG | 55.27 | 0.78 | HOLD |
AZN | Biotechnology and Drugs | LONG | 43.48 | 0.07 | HOLD |
BBOX | Computer Networks | SHORT | 27.24 | -0.62 | HOLD |
BRKS | Semiconductors | LONG | 9.85 | -0.51 | HOLD |
CEF | Misc. Financial Services | LONG | 20.21 | -0.79 | HOLD |
CSC | Computer Services | SHORT | 24.71 | 0.12 | HOLD |
ASNA | Retail (Apparel) | LONG | 19.78 | 1.54 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 7.49 | 4.03 | HOLD |
DXCM | Medical Equipment and Supplies | SHORT | 13.03 | -0.31 | HOLD |
ESI | Schools | LONG | 56.83 | 0.91 | HOLD |
GDX | Misc. Financial Services | SHORT | 47.27 | -0.86 | HOLD |
HGSI | Biotechnology and Drugs | SHORT | 13.30 | 0.15 | HOLD |
IAG | Gold and Silver | LONG | 12.55 | -2.33 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 10.71 | 14.30 | HOLD |
ITMN | Biotechnology and Drugs | SHORT | 11.92 | -2.45 | HOLD |
ITRI | Electronic Instr. and Controls | SHORT | 40.27 | 0.45 | HOLD |
KKD | Retail (Grocery) | LONG | 6.28 | -0.32 | HOLD |
KLIC | Semiconductors | LONG | 9.46 | -1.46 | HOLD |
KRO | Chemical Manufacturing | LONG | 17.12 | -0.12 | HOLD |
MNTA | Biotechnology and Drugs | LONG | 15.95 | 0.06 | HOLD |
PAAS | Gold and Silver | LONG | 18.98 | 1.23 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.96 | 0.00 | HOLD |
RES | Oil Well Services and Equipment | LONG | 10.85 | 0.65 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 45.33 | 0.15 | HOLD |
RIGL | Biotechnology and Drugs | SHORT | 8.77 | -1.46 | HOLD |
SHS | Misc. Capital Goods | LONG | 36.99 | -2.01 | HOLD |
SJT | Misc. Financial Services | LONG | 14.10 | 1.88 | HOLD |
SLV | Misc. Financial Services | LONG | 27.27 | -1.34 | HOLD |
SQNM | Medical Equipment and Supplies | SHORT | 3.93 | -1.50 | HOLD |
STRA | Schools | LONG | 92.69 | -1.08 | HOLD |
STX | Computer Storage Devices | LONG | 24.32 | -0.65 | HOLD |
TNH | Chemical Manufacturing | LONG | 197.71 | -0.21 | HOLD |
TPX | Furniture and Fixtures | LONG | 23.34 | -0.85 | HOLD |
VALE | Metal Mining | LONG | 20.16 | 0.35 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 26.87 | -0.15 | HOLD |
VWO | Misc. Financial Services | SHORT | 39.93 | -0.16 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.21 | ||||
SHORTS | 0.49 | ||||
TOTAL | -0.69 | ||||
S&P 500 | -0.16 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -33.88 | 5.31 | -35.06 | -5.14 | -0.78 |
S&P 500 | 4.94 | 5.39 | -18.61 | 0.70 | 0.20 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 20, 2012
20-Jun-2012 Daily performance
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