SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | Software and Programming | SHORT | 11.00 | -1.17 | HOLD |
BAC | SandLs/Savings Banks | SHORT | 9.39 | 1.73 | HOLD |
BAS | Oil Well Services and Equipment | LONG | 9.31 | -1.69 | HOLD |
BBT | Regional Banks | SHORT | 27.65 | -0.47 | HOLD |
BOKF | Regional Banks | SHORT | 57.70 | -0.50 | HOLD |
BX | Investment Services | SHORT | 14.61 | -1.35 | HOLD |
CEC | Restaurants | LONG | 31.74 | -1.28 | HOLD |
CEF | Misc. Financial Services | SHORT | 22.83 | 1.87 | HOLD |
CET | Misc. Financial Services | SHORT | 19.89 | -0.31 | HOLD |
CORE | LONG | 43.71 | -6.88 | HOLD | |
CPLA | Schools | LONG | 28.72 | -2.51 | HOLD |
CSE | Regional Banks | SHORT | 7.67 | -1.16 | HOLD |
DUK | Electric Utilities | SHORT | 62.56 | -0.60 | HOLD |
ESI | Schools | LONG | 18.21 | -6.62 | HOLD |
EVV | Misc. Financial Services | SHORT | 17.18 | -0.55 | HOLD |
FCNCA | Regional Banks | SHORT | 167.89 | -1.42 | COVER |
FRED | Retail (Department and Discount) | LONG | 13.02 | -3.27 | HOLD |
FTK | Oil Well Services and Equipment | LONG | 10.21 | -4.93 | HOLD |
GBX | Railroads | LONG | 13.85 | 1.47 | HOLD |
GLD | Misc. Financial Services | SHORT | 167.99 | 0.90 | HOLD |
HBC | Regional Banks | SHORT | 48.04 | -1.58 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 8.21 | -0.48 | HOLD |
IAU | Misc. Financial Services | SHORT | 16.87 | 0.95 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 16.67 | -1.01 | HOLD |
JBT | Misc. Capital Goods | LONG | 15.55 | 0.65 | HOLD |
KEG | Oil Well Services and Equipment | LONG | 5.82 | -1.02 | HOLD |
KELYA | Business Services | LONG | 13.48 | -2.32 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 74.01 | -0.88 | HOLD |
KOP | Chemical Manufacturing | LONG | 33.65 | -4.57 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.00 | -0.11 | HOLD |
LAD | Retail (Specialty) | LONG | 33.56 | -1.93 | HOLD |
LCC | Airline | LONG | 13.02 | 3.42 | HOLD |
NJR | Natural Gas Utilities | LONG | 41.47 | -0.91 | SELL |
NLY | Misc. Financial Services | SHORT | 14.87 | -0.27 | HOLD |
NP | Paper and Paper Products | LONG | 25.52 | -0.85 | HOLD |
NR | Oil Well Services and Equipment | LONG | 6.61 | -2.51 | HOLD |
NVS | Major Drugs | SHORT | 60.08 | -0.03 | SHORT |
OMX | LONG | 8.01 | -1.96 | HOLD | |
RUSHA | Retail (Specialty) | LONG | 19.48 | -0.66 | HOLD |
SONC | Restaurants | LONG | 9.70 | -3.77 | HOLD |
STRA | Schools | LONG | 56.17 | -3.95 | HOLD |
TCB | Regional Banks | SHORT | 11.09 | -1.16 | HOLD |
TEN | Auto and Truck Parts | LONG | 29.73 | -3.47 | SELL |
TFSL | SandLs/Savings Banks | SHORT | 8.48 | -1.51 | HOLD |
TKC | Communications Services | SHORT | 15.09 | -0.26 | HOLD |
USB | Regional Banks | SHORT | 32.17 | -0.68 | HOLD |
USNA | Conglomerates | LONG | 42.33 | 0.47 | BUY |
USTR | Office Supplies | LONG | 28.58 | -0.31 | HOLD |
VQ | Oil and Gas Operations | LONG | 12.49 | 0.00 | HOLD |
WFC | Regional Banks | SHORT | 32.35 | -1.70 | HOLD |
WGL | Natural Gas Utilities | LONG | 37.92 | -0.55 | BUY |
XTXI | Oil Well Services and Equipment | LONG | 12.72 | -2.60 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.10 | ||||
SHORTS | -0.49 | ||||
TOTAL | -1.61 | ||||
S&P 500 | -1.20 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -38.83 | 5.11 | -39.30 | -4.93 | -0.64 |
S&P 500 | 8.05 | 5.59 | -18.60 | 0.84 | 0.25 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, November 8, 2012
08-Nov-2012 Daily performance
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