SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ANDE | Crops | LONG | 38.70 | -2.76 | HOLD |
BAC | SandLs/Savings Banks | SHORT | 9.23 | -0.75 | HOLD |
BAS | Oil Well Services and Equipment | LONG | 12.64 | -3.44 | HOLD |
BBT | Regional Banks | SHORT | 33.46 | -0.33 | HOLD |
BOKF | Regional Banks | SHORT | 59.12 | 0.66 | HOLD |
BX | Investment Services | SHORT | 15.23 | 1.87 | HOLD |
CEC | Restaurants | LONG | 30.92 | -0.19 | HOLD |
CEF | Misc. Financial Services | SHORT | 23.65 | 1.07 | HOLD |
CET | Misc. Financial Services | SHORT | 20.52 | 0.00 | HOLD |
CORE | Retail (Grocery) | LONG | 47.17 | 1.11 | HOLD |
CPLA | Schools | LONG | 35.28 | -0.93 | HOLD |
CSE | Regional Banks | SHORT | 7.52 | 0.67 | HOLD |
DUK | Electric Utilities | SHORT | 63.16 | -1.53 | HOLD |
ESI | Schools | LONG | 39.77 | 2.82 | HOLD |
EVV | Misc. Financial Services | SHORT | 16.70 | 0.85 | HOLD |
FCNCA | Regional Banks | SHORT | 167.60 | -0.27 | HOLD |
FRED | Retail (Department and Discount) | LONG | 14.37 | 0.00 | HOLD |
GBX | Railroads | LONG | 17.89 | -1.05 | HOLD |
HBC | Regional Banks | SHORT | 47.07 | -0.51 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 7.86 | -0.25 | HOLD |
IAU | Misc. Financial Services | SHORT | 17.25 | 0.82 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 17.59 | -0.45 | HOLD |
JBT | Misc. Capital Goods | LONG | 17.18 | 0.53 | HOLD |
JPM | Money Center Banks | SHORT | 41.26 | 0.17 | HOLD |
KELYA | Business Services | LONG | 12.94 | -4.71 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 75.01 | -0.52 | HOLD |
KOP | Chemical Manufacturing | LONG | 36.92 | 0.22 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.93 | 0.00 | HOLD |
LAD | Retail (Specialty) | LONG | 31.56 | -2.71 | HOLD |
NJR | Natural Gas Utilities | LONG | 46.37 | 0.91 | HOLD |
NLY | Misc. Financial Services | SHORT | 17.28 | 0.58 | HOLD |
NP | Paper and Paper Products | LONG | 29.99 | -1.28 | HOLD |
NR | Oil Well Services and Equipment | LONG | 7.79 | -2.26 | HOLD |
OMX | Office Supplies | LONG | 7.57 | -1.94 | HOLD |
RUSHA | Retail (Specialty) | LONG | 18.03 | -1.15 | HOLD |
SONC | Restaurants | LONG | 10.24 | 0.29 | HOLD |
STI | Regional Banks | SHORT | 28.69 | -1.54 | HOLD |
STRA | Schools | LONG | 70.82 | 4.19 | HOLD |
TEN | Auto and Truck Parts | LONG | 30.11 | 0.37 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 9.06 | 0.00 | HOLD |
TKC | Communications Services | SHORT | 15.37 | 0.07 | HOLD |
USB | Regional Banks | SHORT | 34.19 | 0.00 | HOLD |
USTR | Office Supplies | LONG | 27.34 | -0.07 | HOLD |
VQ | Oil and Gas Operations | LONG | 11.70 | -1.18 | HOLD |
WFC | Regional Banks | SHORT | 35.44 | 0.31 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 13.62 | 2.33 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.47 | ||||
SHORTS | 0.04 | ||||
TOTAL | -0.51 | ||||
S&P 500 | -0.08 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -34.92 | 5.30 | -39.30 | -4.59 | -0.62 |
S&P 500 | 14.15 | 5.07 | -18.60 | 1.77 | 0.48 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, September 18, 2012
18-Sep-2012 Daily performance
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