SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ANDE | Crops | LONG | 37.62 | -0.11 | HOLD |
BAC | SandLs/Savings Banks | SHORT | 8.96 | 1.47 | HOLD |
BAS | Oil Well Services and Equipment | LONG | 10.79 | -3.83 | HOLD |
BBT | Regional Banks | SHORT | 32.96 | -0.60 | HOLD |
BOKF | Regional Banks | SHORT | 59.24 | 0.24 | HOLD |
BX | Investment Services | SHORT | 14.31 | 0.21 | HOLD |
CEC | Restaurants | LONG | 30.24 | 0.40 | HOLD |
CEF | Misc. Financial Services | SHORT | 24.05 | 1.01 | HOLD |
CET | Misc. Financial Services | SHORT | 20.15 | -0.10 | HOLD |
CORE | Retail (Grocery) | LONG | 48.33 | 0.46 | HOLD |
CPLA | Schools | LONG | 36.21 | 3.28 | HOLD |
CSE | Regional Banks | SHORT | 7.58 | 0.00 | HOLD |
DUK | Electric Utilities | SHORT | 64.38 | -0.63 | HOLD |
ESI | Schools | LONG | 31.80 | -1.33 | HOLD |
EVV | Misc. Financial Services | SHORT | 17.09 | 0.65 | HOLD |
FCNCA | Regional Banks | SHORT | 164.47 | 0.96 | HOLD |
FRED | Retail (Department and Discount) | LONG | 14.29 | 0.35 | HOLD |
GBX | Railroads | LONG | 16.25 | 0.68 | HOLD |
HBC | Regional Banks | SHORT | 47.25 | 1.70 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 7.96 | 0.19 | HOLD |
IAU | Misc. Financial Services | SHORT | 17.29 | 0.12 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 18.33 | 0.49 | HOLD |
JBT | Misc. Capital Goods | LONG | 16.16 | -1.04 | HOLD |
JPM | Money Center Banks | SHORT | 40.97 | 1.21 | HOLD |
KELYA | Business Services | LONG | 12.77 | 1.35 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 77.45 | 1.37 | HOLD |
KOP | Chemical Manufacturing | LONG | 35.20 | 0.77 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.68 | -0.62 | HOLD |
LAD | Retail (Specialty) | LONG | 33.66 | 1.05 | HOLD |
NJR | Natural Gas Utilities | LONG | 45.47 | -0.55 | HOLD |
NLY | Misc. Financial Services | SHORT | 16.77 | -0.42 | HOLD |
NP | Paper and Paper Products | LONG | 28.58 | -0.21 | HOLD |
NR | Oil Well Services and Equipment | LONG | 7.43 | 0.27 | HOLD |
OMX | Office Supplies | LONG | 7.85 | 0.51 | HOLD |
RUSHA | Retail (Specialty) | LONG | 19.64 | 1.97 | HOLD |
SONC | Restaurants | LONG | 10.43 | 1.56 | HOLD |
STI | Regional Banks | SHORT | 28.48 | 0.74 | HOLD |
STRA | Schools | LONG | 66.31 | 3.05 | HOLD |
TEN | Auto and Truck Parts | LONG | 29.27 | 4.54 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 9.02 | -0.55 | HOLD |
TKC | Communications Services | SHORT | 15.23 | 0.59 | HOLD |
USB | Regional Banks | SHORT | 34.09 | -0.61 | HOLD |
USTR | Office Supplies | LONG | 26.41 | 1.31 | HOLD |
VQ | Oil and Gas Operations | LONG | 12.30 | 3.54 | HOLD |
WFC | Regional Banks | SHORT | 34.70 | 0.49 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 14.09 | 0.43 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.80 | ||||
SHORTS | 0.34 | ||||
TOTAL | 0.46 | ||||
S&P 500 | 0.26 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -36.14 | 5.24 | -39.30 | -4.72 | -0.63 |
S&P 500 | 12.98 | 5.10 | -18.60 | 1.58 | 0.43 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, October 1, 2012
01-Oct-2012 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment