SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | Investment Services | SHORT | 20.49 | -0.10 | HOLD |
AIRM | Misc. Transportation | LONG | 43.61 | 0.60 | HOLD |
ALJ | Oil and Gas Operations | LONG | 18.25 | 1.05 | HOLD |
ANDE | Crops | LONG | 46.25 | 0.85 | HOLD |
BBT | Regional Banks | SHORT | 30.91 | 0.49 | HOLD |
BIG | Retail (Specialty) | LONG | 31.14 | 0.81 | HOLD |
BLX | Regional Banks | SHORT | 22.94 | 0.39 | HOLD |
C | Money Center Banks | SHORT | 42.80 | 1.86 | HOLD |
CEF | Misc. Financial Services | SHORT | 21.63 | -2.04 | HOLD |
CENTA | Personal and Household Prods. | LONG | 9.50 | 0.53 | HOLD |
ESI | Schools | LONG | 16.86 | 17.74 | HOLD |
FHN | Regional Banks | SHORT | 10.14 | 1.20 | HOLD |
FRED | Retail (Department and Discount) | LONG | 12.87 | 2.39 | HOLD |
FTK | Oil Well Services and Equipment | LONG | 13.44 | -0.59 | HOLD |
GBX | Railroads | LONG | 18.96 | 7.18 | HOLD |
HBC | Regional Banks | SHORT | 55.48 | 0.43 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 8.65 | 0.00 | HOLD |
IPAR | Personal and Household Prods. | LONG | 21.02 | 2.99 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 17.92 | -0.33 | HOLD |
KEG | Oil Well Services and Equipment | LONG | 8.20 | 2.24 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 82.95 | -0.22 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 9.91 | 0.51 | HOLD |
LAD | Retail (Specialty) | LONG | 41.16 | -2.21 | HOLD |
LINE | Oil and Gas Operations | SHORT | 38.45 | 0.95 | HOLD |
NAFC | Retail (Grocery) | LONG | 19.60 | -0.36 | HOLD |
NILE | Retail (Specialty) | LONG | 32.06 | -0.80 | HOLD |
NR | Oil Well Services and Equipment | LONG | 8.35 | 0.24 | HOLD |
NVS | Major Drugs | SHORT | 67.44 | 0.16 | HOLD |
OMX | Office Supplies | LONG | 10.75 | -2.63 | HOLD |
SLV | Misc. Financial Services | SHORT | 30.65 | -1.73 | HOLD |
SONC | Restaurants | LONG | 11.38 | -0.87 | HOLD |
STRA | Schools | LONG | 55.95 | 3.02 | HOLD |
TCB | Regional Banks | SHORT | 13.04 | 0.38 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 10.08 | -0.49 | HOLD |
TKC | Communications Services | SHORT | 17.27 | -0.52 | HOLD |
USB | Regional Banks | SHORT | 33.11 | 0.06 | HOLD |
USTR | Office Supplies | LONG | 32.75 | 1.83 | HOLD |
V | Consumer Financial Services | SHORT | 159.56 | 0.32 | HOLD |
VALE | Metal Mining | SHORT | 19.75 | -0.95 | HOLD |
WGL | Natural Gas Utilities | LONG | 41.31 | 1.03 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 16.09 | -0.43 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.65 | ||||
SHORTS | 0.02 | ||||
TOTAL | 1.63 | ||||
S&P 500 | 0.03 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -35.22 | 5.37 | -39.98 | -3.81 | -0.51 |
S&P 500 | 17.78 | 4.80 | -18.61 | 1.88 | 0.48 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, January 24, 2013
24-Jan-2013 Daily performance
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