SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | Investment Services | SHORT | 20.50 | 0.15 | HOLD |
AIRM | Misc. Transportation | LONG | 43.21 | 0.84 | HOLD |
ALJ | Oil and Gas Operations | LONG | 18.95 | -0.47 | HOLD |
ANDE | Crops | LONG | 47.03 | 0.58 | HOLD |
BBT | Regional Banks | SHORT | 30.56 | -1.20 | HOLD |
BIG | Retail (Specialty) | LONG | 31.81 | -0.66 | HOLD |
BLX | Regional Banks | SHORT | 23.15 | 0.96 | HOLD |
C | Money Center Banks | SHORT | 41.95 | -0.50 | HOLD |
CEF | Misc. Financial Services | SHORT | 21.70 | 1.88 | HOLD |
CENTA | Personal and Household Prods. | LONG | 9.39 | -1.68 | HOLD |
ESI | Schools | LONG | 15.95 | -4.20 | HOLD |
FHN | Regional Banks | SHORT | 10.23 | 0.59 | HOLD |
FRED | Retail (Department and Discount) | LONG | 13.05 | -0.76 | HOLD |
FTK | Oil Well Services and Equipment | LONG | 13.04 | -2.18 | HOLD |
GBX | Railroads | LONG | 19.49 | 0.98 | HOLD |
HBC | Regional Banks | SHORT | 57.12 | 0.47 | HOLD |
HCBK | SandLs/Savings Banks | SHORT | 8.62 | 0.23 | HOLD |
IPAR | Personal and Household Prods. | LONG | 21.83 | 2.01 | HOLD |
ISBC | SandLs/Savings Banks | SHORT | 17.42 | -2.74 | HOLD |
KEG | Oil Well Services and Equipment | LONG | 8.30 | -3.15 | HOLD |
KMR | Oil Well Services and Equipment | SHORT | 82.09 | -1.24 | HOLD |
KRNY | SandLs/Savings Banks | SHORT | 10.17 | 0.69 | HOLD |
LAD | Retail (Specialty) | LONG | 42.00 | -2.71 | HOLD |
LINE | Oil and Gas Operations | SHORT | 38.51 | -2.08 | HOLD |
NAFC | Retail (Grocery) | LONG | 20.14 | -0.64 | HOLD |
NILE | Retail (Specialty) | LONG | 33.17 | -1.78 | HOLD |
NR | Oil Well Services and Equipment | LONG | 8.51 | -1.39 | HOLD |
NVS | Major Drugs | SHORT | 68.21 | 0.65 | HOLD |
OMX | Office Supplies | LONG | 10.51 | -2.32 | HOLD |
SLV | Misc. Financial Services | SHORT | 30.93 | 2.01 | HOLD |
SONC | Restaurants | LONG | 11.16 | -0.09 | HOLD |
STRA | Schools | LONG | 56.02 | 0.90 | HOLD |
TCB | Regional Banks | SHORT | 13.50 | 3.37 | HOLD |
TFSL | SandLs/Savings Banks | SHORT | 9.92 | -0.30 | HOLD |
TKC | Communications Services | SHORT | 15.64 | -7.29 | HOLD |
USB | Regional Banks | SHORT | 33.14 | -0.57 | HOLD |
USTR | Office Supplies | LONG | 33.27 | -0.98 | HOLD |
V | Consumer Financial Services | SHORT | 155.01 | -1.05 | HOLD |
VALE | Metal Mining | SHORT | 19.47 | -0.92 | HOLD |
WGL | Natural Gas Utilities | LONG | 41.73 | -0.60 | HOLD |
XTXI | Oil Well Services and Equipment | LONG | 16.62 | -1.95 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.96 | ||||
SHORTS | -0.34 | ||||
TOTAL | -0.62 | ||||
S&P 500 | -0.39 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -34.33 | 5.49 | -39.98 | -3.60 | -0.49 |
S&P 500 | 18.30 | 4.80 | -18.61 | 1.91 | 0.49 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, January 30, 2013
30-Jan-2013 Daily performance
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