SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ANDE | Crops | LONG | 39.90 | 1.84 | HOLD |
BAC | SandLs/Savings Banks | SHORT | 8.19 | 0.49 | HOLD |
BAS | Oil Well Services and Equipment | LONG | 12.19 | 0.91 | HOLD |
BBT | Regional Banks | SHORT | 31.66 | -0.60 | HOLD |
BOKF | Regional Banks | SHORT | 58.18 | -0.51 | HOLD |
BX | Investment Services | SHORT | 13.66 | 0.00 | HOLD |
CEF | Misc. Financial Services | SHORT | 20.52 | 1.43 | HOLD |
CET | Misc. Financial Services | SHORT | 20.26 | 0.25 | HOLD |
CORE | Retail (Grocery) | LONG | 46.51 | -1.71 | HOLD |
CPLA | Schools | LONG | 34.05 | 2.25 | HOLD |
CSE | Regional Banks | SHORT | 6.93 | 1.32 | HOLD |
ESI | Schools | LONG | 33.13 | 2.06 | HOLD |
EVV | Misc. Financial Services | SHORT | 16.58 | -0.30 | HOLD |
FCNCA | Regional Banks | SHORT | 166.80 | 0.35 | HOLD |
FRED | Retail (Department and Discount) | LONG | 15.38 | -2.66 | HOLD |
GBX | Railroads | LONG | 15.86 | 0.19 | HOLD |
GDX | Misc. Financial Services | SHORT | 46.38 | 1.67 | HOLD |
HBC | Regional Banks | SHORT | 44.62 | 0.50 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 16.91 | 0.89 | HOLD |
JBT | Misc. Capital Goods | LONG | 16.45 | -2.03 | HOLD |
JPM | Money Center Banks | SHORT | 38.04 | 1.79 | HOLD |
KELYA | Business Services | LONG | 12.90 | -0.77 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 74.10 | -0.18 | HOLD |
KOP | Chemical Manufacturing | LONG | 31.94 | -1.72 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.72 | 1.36 | HOLD |
LAD | Retail (Specialty) | LONG | 28.69 | -1.68 | HOLD |
NFP | Investment Services | LONG | 15.22 | -1.04 | HOLD |
NJR | Natural Gas Utilities | LONG | 45.90 | -0.28 | HOLD |
NLY | Misc. Financial Services | SHORT | 16.96 | -0.70 | HOLD |
NP | Paper and Paper Products | LONG | 28.48 | 0.49 | HOLD |
NR | Oil Well Services and Equipment | LONG | 7.22 | 2.56 | HOLD |
OMX | Office Supplies | LONG | 5.50 | -1.43 | HOLD |
RIG | Oil Well Services and Equipment | SHORT | 49.13 | -0.18 | HOLD |
RUSHA | Retail (Specialty) | LONG | 18.11 | 0.61 | HOLD |
SONC | Restaurants | LONG | 9.77 | 1.56 | HOLD |
STI | Regional Banks | SHORT | 25.28 | -0.67 | HOLD |
STRA | Schools | LONG | 69.61 | -0.57 | HOLD |
TEN | Auto and Truck Parts | LONG | 31.67 | 0.48 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 8.72 | 0.58 | HOLD |
TKC | Communications Services | SHORT | 14.02 | 0.57 | HOLD |
USB | Regional Banks | SHORT | 33.03 | -0.60 | HOLD |
USTR | Office Supplies | LONG | 24.89 | -0.96 | HOLD |
VQ | Oil and Gas Operations | LONG | 10.61 | 0.66 | HOLD |
WFC | Regional Banks | SHORT | 34.38 | 0.91 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 12.92 | -1.97 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.14 | ||||
SHORTS | 0.38 | ||||
TOTAL | -0.52 | ||||
S&P 500 | -0.30 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -35.27 | 5.34 | -39.30 | -4.80 | -0.65 |
S&P 500 | 10.37 | 5.08 | -18.60 | 1.37 | 0.37 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, August 21, 2012
21-Aug-2012 Daily performance
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