SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACHN | Major Drugs | SHORT | 6.15 | -3.61 | HOLD |
AFFY | Biotechnology and Drugs | SHORT | 12.99 | -0.92 | HOLD |
ALNY | Biotechnology and Drugs | SHORT | 11.87 | 1.98 | HOLD |
APOL | Schools | LONG | 35.81 | 10.29 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 17.45 | 2.35 | HOLD |
ARLP | Coal | LONG | 54.66 | -0.11 | HOLD |
AZN | Biotechnology and Drugs | LONG | 43.40 | 1.62 | HOLD |
BBOX | Computer Networks | SHORT | 27.27 | -0.26 | HOLD |
BRKS | Semiconductors | LONG | 8.95 | -0.11 | HOLD |
CEF | Misc. Financial Services | LONG | 19.55 | -1.16 | HOLD |
CSC | Computer Services | SHORT | 23.29 | -0.17 | HOLD |
ASNA | Retail (Apparel) | LONG | 18.95 | 1.07 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 7.40 | -1.40 | HOLD |
DXCM | Medical Equipment and Supplies | SHORT | 12.47 | -1.27 | HOLD |
ESI | Schools | LONG | 58.14 | 0.17 | HOLD |
GDX | Misc. Financial Services | SHORT | 44.45 | -1.57 | HOLD |
HGSI | Biotechnology and Drugs | SHORT | 13.08 | -0.83 | HOLD |
IAG | Gold and Silver | LONG | 11.61 | -1.53 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 10.62 | 0.00 | HOLD |
ITMN | Biotechnology and Drugs | SHORT | 11.59 | -0.34 | HOLD |
ITRI | Electronic Instr. and Controls | SHORT | 39.42 | 1.57 | HOLD |
KKD | Retail (Grocery) | LONG | 6.34 | 1.60 | HOLD |
KLIC | Semiconductors | LONG | 8.70 | 0.58 | HOLD |
KRO | Chemical Manufacturing | LONG | 15.77 | 1.15 | HOLD |
MNTA | Biotechnology and Drugs | LONG | 13.26 | 0.47 | HOLD |
PAAS | Gold and Silver | LONG | 16.81 | -2.27 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.96 | 0.00 | HOLD |
RES | Oil Well Services and Equipment | LONG | 10.13 | 0.00 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 42.38 | 0.67 | HOLD |
RIGL | Biotechnology and Drugs | SHORT | 8.89 | 0.34 | HOLD |
SHS | Misc. Capital Goods | LONG | 34.11 | 0.83 | HOLD |
SJT | Misc. Financial Services | LONG | 14.32 | 2.43 | HOLD |
SLV | Misc. Financial Services | LONG | 26.29 | -1.57 | HOLD |
SQNM | Medical Equipment and Supplies | SHORT | 4.14 | 6.15 | HOLD |
STRA | Schools | LONG | 100.94 | 7.83 | HOLD |
STX | Computer Storage Devices | LONG | 24.12 | 3.65 | HOLD |
TNH | Chemical Manufacturing | LONG | 218.95 | 7.10 | HOLD |
TPX | Furniture and Fixtures | LONG | 21.02 | -0.85 | HOLD |
VALE | Metal Mining | LONG | 19.14 | 2.35 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 26.39 | -0.11 | HOLD |
VWO | Misc. Financial Services | SHORT | 38.27 | 0.90 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.52 | ||||
SHORTS | 0.18 | ||||
TOTAL | 1.34 | ||||
S&P 500 | 0.50 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -35.09 | 5.45 | -36.44 | -5.14 | -0.77 |
S&P 500 | 2.23 | 5.55 | -18.61 | 0.31 | 0.09 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, June 26, 2012
26-Jun-2012 Daily performance
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