SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | Investment Services | SHORT | 20.47 | 0.69 | HOLD |
AIRM | Misc. Transportation | LONG | 42.85 | -2.17 | HOLD |
ALJ | Oil and Gas Operations | LONG | 19.04 | 3.53 | HOLD |
ANDE | Crops | LONG | 46.76 | 1.12 | HOLD |
BBT | Regional Banks | SHORT | 30.93 | -0.23 | HOLD |
BIG | Retail (Specialty) | LONG | 32.02 | -0.56 | HOLD |
BLX | Regional Banks | SHORT | 23.23 | -0.13 | HOLD |
C | Money Center Banks | SHORT | 42.16 | -0.43 | HOLD |
CEF | Misc. Financial Services | SHORT | 21.30 | 0.80 | HOLD |
CENTA | Personal and Household Prods. | LONG | 9.55 | -1.55 | HOLD |
ESI | Schools | LONG | 16.65 | -1.30 | HOLD |
FHN | Regional Banks | SHORT | 10.17 | 0.10 | HOLD |
FRED | Retail (Department and Discount) | LONG | 13.15 | 0.46 | HOLD |
FTK | Oil Well Services and Equipment | LONG | 13.33 | 0.23 | HOLD |
GBX | Railroads | LONG | 19.30 | 1.63 | HOLD |
HBC | Regional Banks | SHORT | 56.85 | 1.12 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 8.60 | 0.35 | HOLD |
IPAR | Personal and Household Prods. | LONG | 21.40 | 6.31 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 17.91 | 0.90 | HOLD |
KEG | Oil Well Services and Equipment | LONG | 8.57 | 1.54 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 83.12 | 1.28 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 10.10 | 1.00 | HOLD |
LAD | Retail (Specialty) | LONG | 43.17 | 0.79 | HOLD |
LINE | Oil and Gas Operations | SHORT | 39.33 | 1.24 | HOLD |
NAFC | Retail (Grocery) | LONG | 20.27 | 2.37 | HOLD |
NILE | Retail (Specialty) | LONG | 33.77 | 1.05 | HOLD |
NR | Oil Well Services and Equipment | LONG | 8.63 | 1.17 | HOLD |
NVS | Major Drugs | SHORT | 67.77 | 0.28 | HOLD |
OMX | Office Supplies | LONG | 10.76 | -1.47 | HOLD |
SLV | Misc. Financial Services | SHORT | 30.33 | 1.61 | HOLD |
SONC | Restaurants | LONG | 11.17 | -0.18 | HOLD |
STRA | Schools | LONG | 55.52 | -2.63 | HOLD |
TCB | Regional Banks | SHORT | 13.06 | 0.00 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 9.95 | 0.40 | HOLD |
TKC | Communications Services | SHORT | 16.87 | 2.12 | HOLD |
USB | Regional Banks | SHORT | 33.33 | 0.48 | HOLD |
USTR | Office Supplies | LONG | 33.60 | 0.72 | HOLD |
V | Consumer Financial Services | SHORT | 156.66 | 0.20 | HOLD |
VALE | Metal Mining | SHORT | 19.65 | 1.55 | HOLD |
WGL | Natural Gas Utilities | LONG | 41.98 | 0.38 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 17.07 | -0.23 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.53 | ||||
SHORTS | 0.67 | ||||
TOTAL | -0.13 | ||||
S&P 500 | 0.39 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -33.94 | 5.54 | -39.98 | -3.53 | -0.49 |
S&P 500 | 18.76 | 4.79 | -18.61 | 1.97 | 0.51 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, January 29, 2013
29-Jan-2013 Daily performance
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