SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | Investment Services | SHORT | 19.92 | 0.10 | HOLD |
AIRM | Misc. Transportation | LONG | 42.69 | 0.28 | HOLD |
ALJ | Oil and Gas Operations | LONG | 18.14 | 0.00 | HOLD |
ANDE | Crops | LONG | 45.28 | 0.44 | HOLD |
ATVI | Software and Programming | SHORT | 11.42 | -1.30 | HOLD |
BIG | Retail (Specialty) | LONG | 29.76 | -0.07 | HOLD |
BLX | Regional Banks | SHORT | 22.02 | -0.86 | HOLD |
C | Money Center Banks | SHORT | 42.48 | -0.21 | HOLD |
CEF | Misc. Financial Services | SHORT | 21.76 | -0.09 | HOLD |
CENTA | Personal and Household Prods. | LONG | 9.48 | -1.56 | HOLD |
CET | Misc. Financial Services | SHORT | 20.24 | 0.33 | HOLD |
ESI | Schools | LONG | 14.47 | -1.83 | HOLD |
FHN | Regional Banks | SHORT | 10.13 | 0.70 | HOLD |
FRED | Retail (Department and Discount) | LONG | 12.57 | 0.00 | HOLD |
FTK | Oil Well Services and Equipment | LONG | 12.70 | -0.39 | HOLD |
GBX | Railroads | LONG | 17.61 | -1.01 | HOLD |
HBC | Regional Banks | SHORT | 54.79 | 0.04 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 8.55 | -0.23 | HOLD |
IPAR | Personal and Household Prods. | LONG | 20.20 | -1.17 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 17.99 | -0.06 | HOLD |
KEG | Oil Well Services and Equipment | LONG | 7.44 | 0.54 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 81.07 | 0.43 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.93 | 0.10 | HOLD |
LAD | Retail (Specialty) | LONG | 40.12 | 0.98 | HOLD |
LINE | Oil and Gas Operations | SHORT | 36.95 | -0.30 | HOLD |
NAFC | Retail (Grocery) | LONG | 19.75 | -0.40 | HOLD |
NILE | Retail (Specialty) | LONG | 33.65 | -1.92 | HOLD |
NR | Oil Well Services and Equipment | LONG | 7.88 | -0.76 | HOLD |
NVS | Major Drugs | SHORT | 65.18 | -0.06 | HOLD |
OMX | LONG | 10.87 | 2.94 | HOLD | |
SLV | Misc. Financial Services | SHORT | 30.45 | 0.30 | HOLD |
SONC | Restaurants | LONG | 11.07 | -0.27 | HOLD |
STRA | Schools | LONG | 54.02 | -0.99 | HOLD |
TCB | Regional Banks | SHORT | 12.83 | 0.63 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 10.12 | -0.78 | HOLD |
TKC | Communications Services | SHORT | 17.59 | 2.27 | HOLD |
USTR | Office Supplies | LONG | 32.29 | 0.53 | HOLD |
V | Consumer Financial Services | SHORT | 160.20 | -0.16 | HOLD |
VALE | Metal Mining | SHORT | 19.95 | -1.48 | HOLD |
WGL | Natural Gas Utilities | LONG | 39.28 | 1.00 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 15.45 | -0.64 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.21 | ||||
SHORTS | -0.03 | ||||
TOTAL | -0.17 | ||||
S&P 500 | -0.01 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -36.88 | 5.18 | -39.98 | -4.20 | -0.54 |
S&P 500 | 15.92 | 4.87 | -18.61 | 1.68 | 0.44 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, January 16, 2013
16-Jan-2013 Daily performance
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