SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACHN | Major Drugs | SHORT | 6.38 | -3.33 | HOLD |
AFFY | Biotechnology and Drugs | SHORT | 13.11 | 0.08 | HOLD |
ALNY | Biotechnology and Drugs | SHORT | 11.64 | -1.02 | HOLD |
APOL | Schools | LONG | 32.47 | -3.22 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 17.05 | -2.24 | HOLD |
ARLP | Coal | LONG | 54.72 | -1.19 | HOLD |
AZN | Biotechnology and Drugs | LONG | 42.71 | -1.41 | HOLD |
BBOX | Computer Networks | SHORT | 27.34 | -0.76 | HOLD |
BRKS | Semiconductors | LONG | 8.96 | -5.58 | HOLD |
CEF | Misc. Financial Services | LONG | 19.78 | 1.38 | HOLD |
CSC | Computer Services | SHORT | 23.33 | -2.38 | HOLD |
ASNA | Retail (Apparel) | LONG | 18.75 | -1.94 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 7.51 | -1.12 | HOLD |
DXCM | Medical Equipment and Supplies | SHORT | 12.63 | -3.07 | HOLD |
ESI | Schools | LONG | 58.04 | 4.52 | HOLD |
GDX | Misc. Financial Services | SHORT | 45.16 | 1.30 | HOLD |
HGSI | Biotechnology and Drugs | SHORT | 13.19 | -1.20 | HOLD |
IAG | Gold and Silver | LONG | 11.79 | 0.68 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 10.62 | -1.89 | HOLD |
ITMN | Biotechnology and Drugs | SHORT | 11.63 | -2.76 | HOLD |
ITRI | Electronic Instr. and Controls | SHORT | 38.86 | 0.41 | HOLD |
KKD | Retail (Grocery) | LONG | 6.24 | 2.13 | HOLD |
KLIC | Semiconductors | LONG | 8.65 | -5.98 | HOLD |
KRO | Chemical Manufacturing | LONG | 15.59 | -3.77 | HOLD |
MNTA | Biotechnology and Drugs | LONG | 13.20 | -22.41 | HOLD |
PAAS | Gold and Silver | LONG | 17.20 | -0.17 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.96 | 0.00 | HOLD |
RES | Oil Well Services and Equipment | LONG | 10.13 | -2.03 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 42.10 | -2.57 | HOLD |
RIGL | Biotechnology and Drugs | SHORT | 8.86 | -1.77 | HOLD |
SHS | Misc. Capital Goods | LONG | 33.83 | -4.00 | HOLD |
SJT | Misc. Financial Services | LONG | 13.98 | -1.13 | HOLD |
SLV | Misc. Financial Services | LONG | 26.71 | 2.14 | HOLD |
SQNM | Medical Equipment and Supplies | SHORT | 3.90 | -5.80 | HOLD |
STRA | Schools | LONG | 93.61 | -0.01 | HOLD |
STX | Computer Storage Devices | LONG | 23.27 | -0.30 | HOLD |
TNH | Chemical Manufacturing | LONG | 204.44 | 3.24 | HOLD |
TPX | Furniture and Fixtures | LONG | 21.20 | -3.77 | HOLD |
VALE | Metal Mining | LONG | 18.70 | -2.40 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 26.42 | -0.34 | HOLD |
VWO | Misc. Financial Services | SHORT | 37.93 | -1.81 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.06 | ||||
SHORTS | -1.59 | ||||
TOTAL | -0.46 | ||||
S&P 500 | -1.60 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -35.95 | 5.59 | -36.45 | -5.16 | -0.79 |
S&P 500 | 1.72 | 5.61 | -18.61 | 0.23 | 0.07 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, June 25, 2012
25-Jun-2012 Daily performance
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