SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ANDE | Crops | LONG | 37.58 | 4.01 | HOLD |
ARIA | Biotechnology and Drugs | SHORT | 18.82 | -0.58 | HOLD |
BAC | SandLs/Savings Banks | SHORT | 7.68 | 0.13 | HOLD |
BAS | Oil Well Services and Equipment | LONG | 12.03 | -2.04 | HOLD |
BBT | Regional Banks | SHORT | 31.58 | -0.28 | HOLD |
BOKF | Regional Banks | SHORT | 58.72 | -0.34 | HOLD |
CEF | Misc. Financial Services | SHORT | 20.25 | 0.25 | HOLD |
CET | Misc. Financial Services | SHORT | 20.10 | -0.45 | HOLD |
CORE | Retail (Grocery) | LONG | 47.84 | -2.55 | HOLD |
ASNA | Retail (Apparel) | LONG | 18.37 | 0.99 | HOLD |
ESI | Schools | LONG | 33.96 | 1.10 | HOLD |
FCNCA | Regional Banks | SHORT | 166.32 | 0.20 | HOLD |
FRED | Retail (Department and Discount) | LONG | 15.64 | 0.06 | HOLD |
GBX | Railroads | LONG | 15.64 | -3.75 | HOLD |
GDX | Misc. Financial Services | SHORT | 43.96 | -0.61 | HOLD |
HBC | Regional Banks | SHORT | 44.10 | 0.85 | HOLD |
HGSI | Biotechnology and Drugs | SHORT | 14.24 | 0.00 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 16.26 | -0.49 | HOLD |
JBT | Misc. Capital Goods | LONG | 15.92 | -0.13 | HOLD |
JPM | Money Center Banks | SHORT | 37.13 | 0.34 | HOLD |
KELYA | Business Services | LONG | 14.21 | 16.48 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 73.00 | -0.68 | HOLD |
KOP | Chemical Manufacturing | LONG | 34.45 | 1.12 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.65 | -1.63 | HOLD |
LAD | Retail (Specialty) | LONG | 29.30 | 1.24 | HOLD |
NFP | Investment Services | LONG | 15.15 | 0.60 | HOLD |
NJR | Natural Gas Utilities | LONG | 45.65 | 0.13 | HOLD |
NR | Oil Well Services and Equipment | LONG | 6.87 | -0.43 | HOLD |
OMX | Office Supplies | LONG | 5.26 | 1.74 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 48.25 | -1.53 | HOLD |
RIGL | Biotechnology and Drugs | SHORT | 10.05 | -2.52 | HOLD |
RUSHA | Retail (Specialty) | LONG | 16.49 | 0.43 | HOLD |
SONC | Restaurants | LONG | 9.37 | 0.86 | HOLD |
SQNM | Medical Equipment and Supplies | SHORT | 3.27 | -0.30 | HOLD |
STI | Regional Banks | SHORT | 24.38 | 0.33 | HOLD |
STRA | Schools | LONG | 73.25 | 0.52 | HOLD |
TEN | Auto and Truck Parts | LONG | 28.54 | -2.36 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 9.03 | -0.77 | HOLD |
USB | Regional Banks | SHORT | 33.03 | -0.20 | HOLD |
USTR | Office Supplies | LONG | 25.18 | 0.80 | HOLD |
VQ | Oil and Gas Operations | LONG | 9.13 | -3.08 | HOLD |
WFC | Regional Banks | SHORT | 33.84 | 0.30 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 12.97 | -4.28 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.52 | ||||
SHORTS | -0.38 | ||||
TOTAL | 0.90 | ||||
S&P 500 | 0.09 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -35.24 | 5.38 | -39.30 | -4.86 | -0.67 |
S&P 500 | 9.35 | 5.09 | -18.60 | 1.26 | 0.35 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, August 8, 2012
08-Aug-2012 Daily performance
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