SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | Software and Programming | SHORT | 11.35 | 0.98 | HOLD |
BAS | Oil Well Services and Equipment | LONG | 10.16 | 1.40 | HOLD |
BBT | Regional Banks | SHORT | 28.38 | -0.25 | HOLD |
BIG | Retail (Specialty) | LONG | 27.61 | 0.22 | HOLD |
BOKF | Regional Banks | SHORT | 55.43 | -1.04 | HOLD |
BX | Investment Services | SHORT | 14.80 | 0.68 | HOLD |
CEC | Restaurants | LONG | 30.37 | 0.43 | HOLD |
CEF | Misc. Financial Services | SHORT | 22.93 | 0.84 | HOLD |
CET | Misc. Financial Services | SHORT | 18.95 | 0.11 | HOLD |
CORE | LONG | 43.65 | 1.18 | HOLD | |
CPLA | Schools | LONG | 27.53 | -0.97 | HOLD |
CSE | Regional Banks | SHORT | 7.76 | -2.14 | HOLD |
DUK | Electric Utilities | SHORT | 60.42 | -0.61 | HOLD |
ESI | Schools | LONG | 16.76 | 1.45 | HOLD |
FHN | Regional Banks | SHORT | 9.60 | -0.72 | HOLD |
FRED | Retail (Department and Discount) | LONG | 13.24 | -0.82 | HOLD |
FTK | Oil Well Services and Equipment | LONG | 10.79 | 2.27 | HOLD |
GBX | Railroads | LONG | 17.74 | 1.60 | HOLD |
GLD | Misc. Financial Services | SHORT | 167.57 | 0.11 | HOLD |
HBC | Regional Banks | SHORT | 49.37 | 0.69 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 8.03 | -0.19 | HOLD |
IAU | Misc. Financial Services | SHORT | 16.83 | 0.06 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 16.66 | 0.00 | HOLD |
JBT | Misc. Capital Goods | LONG | 15.93 | 0.44 | HOLD |
KEG | Oil Well Services and Equipment | LONG | 6.14 | -1.92 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 74.63 | 1.15 | HOLD |
KOP | Chemical Manufacturing | LONG | 33.37 | 0.30 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.00 | 0.33 | HOLD |
LAD | Retail (Specialty) | LONG | 33.60 | 1.82 | HOLD |
LCC | Airline | LONG | 12.46 | -0.24 | HOLD |
NILE | Retail (Specialty) | LONG | 37.39 | 1.25 | HOLD |
NP | Paper and Paper Products | LONG | 25.85 | 2.78 | HOLD |
NR | Oil Well Services and Equipment | LONG | 7.48 | 2.05 | HOLD |
NVS | Major Drugs | SHORT | 59.41 | 0.54 | HOLD |
SLV | Misc. Financial Services | SHORT | 32.29 | 0.58 | HOLD |
STRA | Schools | LONG | 47.31 | -0.57 | HOLD |
TCB | Regional Banks | SHORT | 11.51 | -0.60 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 8.18 | -1.92 | HOLD |
TKC | Communications Services | SHORT | 14.83 | -0.54 | HOLD |
USB | Regional Banks | SHORT | 32.05 | -0.62 | HOLD |
USNA | Conglomerates | LONG | 43.79 | -0.09 | HOLD |
USTR | Office Supplies | LONG | 29.51 | -0.03 | HOLD |
V | Consumer Financial Services | SHORT | 146.66 | 0.22 | HOLD |
VQ | Oil and Gas Operations | LONG | 12.49 | 0.00 | HOLD |
WGL | Natural Gas Utilities | LONG | 37.28 | 0.40 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 12.48 | 0.16 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.57 | ||||
SHORTS | -0.10 | ||||
TOTAL | 0.67 | ||||
S&P 500 | 0.19 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -37.75 | 5.14 | -39.75 | -4.67 | -0.60 |
S&P 500 | 9.15 | 5.42 | -18.60 | 0.96 | 0.28 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, November 21, 2012
21-Nov-2012 Daily performance
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