SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACHN | Major Drugs | SHORT | 6.18 | -0.32 | HOLD |
AFFY | Biotechnology and Drugs | SHORT | 12.61 | -5.33 | HOLD |
ALNY | Biotechnology and Drugs | SHORT | 11.49 | -4.33 | HOLD |
APOL | Schools | LONG | 35.70 | -0.64 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 16.89 | -3.15 | HOLD |
ARLP | Coal | LONG | 55.32 | 0.20 | HOLD |
AZN | Biotechnology and Drugs | LONG | 44.39 | 1.46 | HOLD |
BBOX | Computer Networks | SHORT | 28.18 | 1.40 | HOLD |
BRKS | Semiconductors | LONG | 9.10 | 0.83 | HOLD |
CEF | Misc. Financial Services | LONG | 19.21 | -1.34 | HOLD |
CSC | Computer Services | SHORT | 23.76 | 0.42 | HOLD |
ASNA | Retail (Apparel) | LONG | 18.14 | -1.63 | HOLD |
DNDN | Biotechnology and Drugs | SHORT | 7.27 | -2.02 | HOLD |
DXCM | Medical Equipment and Supplies | SHORT | 12.67 | -1.48 | HOLD |
ESI | Schools | LONG | 59.17 | -0.40 | HOLD |
GDX | Misc. Financial Services | SHORT | 43.33 | -2.15 | HOLD |
HGSI | Biotechnology and Drugs | SHORT | 13.06 | -0.46 | HOLD |
IAG | Gold and Silver | LONG | 11.46 | -3.21 | HOLD |
IDIX | Biotechnology and Drugs | SHORT | 10.04 | -4.65 | COVER |
ITMN | Biotechnology and Drugs | SHORT | 11.62 | -2.52 | HOLD |
ITRI | Electronic Instr. and Controls | SHORT | 39.76 | -0.18 | HOLD |
KKD | Retail (Grocery) | LONG | 6.14 | -1.76 | HOLD |
KLIC | Semiconductors | LONG | 8.55 | -2.06 | HOLD |
KRO | Chemical Manufacturing | LONG | 16.19 | 0.62 | HOLD |
MNTA | Biotechnology and Drugs | LONG | 13.33 | -1.26 | SELL |
PAAS | Gold and Silver | LONG | 16.47 | -2.83 | HOLD |
RDEA | Biotechnology and Drugs | SHORT | 31.96 | 0.00 | COVER |
RES | Oil Well Services and Equipment | LONG | 11.44 | 5.05 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 42.90 | -0.63 | HOLD |
RIGL | Biotechnology and Drugs | SHORT | 8.98 | 0.00 | HOLD |
SHS | Misc. Capital Goods | LONG | 33.83 | -0.65 | HOLD |
SJT | Misc. Financial Services | LONG | 14.74 | -0.07 | HOLD |
SLV | Misc. Financial Services | LONG | 25.63 | -1.91 | HOLD |
SQNM | Medical Equipment and Supplies | SHORT | 3.96 | -2.94 | HOLD |
STRA | Schools | LONG | 103.05 | 2.06 | HOLD |
STX | Computer Storage Devices | LONG | 23.25 | -5.22 | HOLD |
TNH | Chemical Manufacturing | LONG | 216.31 | -2.03 | HOLD |
TPX | Furniture and Fixtures | LONG | 22.22 | 2.16 | HOLD |
VALE | Metal Mining | LONG | 18.78 | -1.26 | HOLD |
VVUS | Biotechnology and Drugs | SHORT | 28.52 | 0.67 | COVER |
VWO | Misc. Financial Services | SHORT | 38.32 | -0.42 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.63 | ||||
SHORTS | -1.48 | ||||
TOTAL | 0.85 | ||||
S&P 500 | -0.29 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -34.67 | 5.38 | -36.44 | -5.12 | -0.76 |
S&P 500 | 2.86 | 5.49 | -18.61 | 0.39 | 0.12 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, June 28, 2012
28-Jun-2012 Daily performance
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