SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | Investment Services | SHORT | 16.95 | 0.36 | HOLD |
ALJ | Oil and Gas Operations | LONG | 15.40 | -0.26 | HOLD |
ATVI | Software and Programming | SHORT | 10.59 | -0.75 | HOLD |
BAS | Oil Well Services and Equipment | LONG | 11.06 | -3.91 | HOLD |
BBT | Regional Banks | SHORT | 29.05 | -0.55 | HOLD |
BIG | Retail (Specialty) | LONG | 27.87 | -0.75 | HOLD |
BLX | Regional Banks | SHORT | 21.24 | 0.14 | HOLD |
BOKF | Regional Banks | SHORT | 54.64 | 0.61 | HOLD |
CEF | Misc. Financial Services | SHORT | 21.13 | 0.52 | HOLD |
CENTA | Personal and Household Prods. | LONG | 10.53 | 2.63 | HOLD |
CET | Misc. Financial Services | SHORT | 19.45 | 0.00 | HOLD |
ESI | Schools | LONG | 17.19 | -0.17 | HOLD |
FHN | Regional Banks | SHORT | 9.82 | -1.01 | HOLD |
FRED | Retail (Department and Discount) | LONG | 13.30 | -0.23 | HOLD |
FTK | Oil Well Services and Equipment | LONG | 11.73 | -0.26 | HOLD |
GBX | Railroads | LONG | 15.72 | -2.66 | HOLD |
GLD | Misc. Financial Services | SHORT | 161.16 | 0.24 | HOLD |
HBC | Regional Banks | SHORT | 52.80 | -0.02 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 8.07 | -0.37 | HOLD |
IAU | Misc. Financial Services | SHORT | 16.19 | 0.28 | HOLD |
IPAR | Personal and Household Prods. | LONG | 19.65 | -0.10 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 17.62 | -0.11 | HOLD |
KEG | Oil Well Services and Equipment | LONG | 6.88 | -0.43 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 73.50 | -0.61 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.75 | 1.25 | HOLD |
LAD | Retail (Specialty) | LONG | 36.30 | 0.97 | HOLD |
LCC | Airline | LONG | 13.10 | -0.98 | HOLD |
LINE | Oil and Gas Operations | SHORT | 35.33 | -1.99 | HOLD |
NAFC | Retail (Grocery) | LONG | 21.40 | 1.23 | HOLD |
NILE | Retail (Specialty) | LONG | 37.63 | 0.13 | HOLD |
NR | Oil Well Services and Equipment | LONG | 7.92 | 1.80 | HOLD |
NVS | Major Drugs | SHORT | 63.33 | 0.41 | HOLD |
OMX | LONG | 9.49 | 0.90 | HOLD | |
SLV | Misc. Financial Services | SHORT | 29.24 | 0.79 | HOLD |
SONC | Restaurants | LONG | 10.17 | 0.05 | HOLD |
STRA | Schools | LONG | 56.90 | -1.22 | HOLD |
TCB | Regional Banks | SHORT | 12.12 | -0.33 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 9.35 | 1.08 | HOLD |
TKC | Communications Services | SHORT | 16.06 | 2.55 | HOLD |
USB | Regional Banks | SHORT | 32.02 | -0.14 | HOLD |
USNA | Conglomerates | LONG | 31.20 | 0.91 | HOLD |
USTR | Office Supplies | LONG | 30.65 | 0.60 | HOLD |
V | Consumer Financial Services | SHORT | 149.40 | -0.24 | HOLD |
VALE | Metal Mining | SHORT | 20.62 | 1.00 | HOLD |
VQ | Oil and Gas Operations | LONG | 12.49 | 0.00 | HOLD |
WGL | Natural Gas Utilities | LONG | 38.87 | -0.51 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 13.88 | -0.79 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.13 | ||||
SHORTS | 0.13 | ||||
TOTAL | -0.26 | ||||
S&P 500 | -0.13 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -36.12 | 5.24 | -39.77 | -4.15 | -0.55 |
S&P 500 | 10.80 | 5.25 | -18.60 | 1.10 | 0.31 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, December 27, 2012
27-Dec-2012 Daily performance
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