SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AHS | Business Services | LONG | 13.69 | -1.86 | HOLD |
ANDE | LONG | 54.71 | -0.38 | HOLD | |
ATVI | Software and Programming | SHORT | 14.88 | -1.98 | HOLD |
BAC | SandLs/Savings Banks | SHORT | 12.89 | 5.31 | HOLD |
BAS | LONG | 13.94 | 1.46 | HOLD | |
BBT | Regional Banks | SHORT | 31.16 | 0.71 | HOLD |
BCO | LONG | 26.59 | 0.57 | HOLD | |
BHP | Metal Mining | SHORT | 68.10 | 0.75 | HOLD |
C | Money Center Banks | SHORT | 47.48 | 1.09 | HOLD |
CALM | Fish/Livestock | LONG | 41.51 | 0.07 | HOLD |
CEC | LONG | 37.22 | 0.65 | HOLD | |
CEF | SHORT | 16.86 | -0.77 | HOLD | |
CLR | SHORT | 81.28 | 0.87 | HOLD | |
DUK | SHORT | 72.90 | -2.11 | HOLD | |
ESI | LONG | 17.73 | 0.00 | HOLD | |
FOE | LONG | 7.25 | 0.83 | HOLD | |
GBX | Railroads | LONG | 22.70 | 1.93 | HOLD |
HBC | SHORT | 55.78 | 0.11 | HOLD | |
ICFI | LONG | 27.55 | 1.03 | HOLD | |
IMKTA | LONG | 21.00 | -0.99 | HOLD | |
INWK | LONG | 10.05 | 2.24 | HOLD | |
ISBC | SHORT | 19.81 | 0.25 | HOLD | |
JBT | LONG | 20.87 | -0.38 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 85.66 | -0.21 | HOLD |
KRNY | SHORT | 9.78 | 0.82 | HOLD | |
LINE | SHORT | 35.75 | -5.21 | HOLD | |
MT | SHORT | 12.79 | 0.95 | HOLD | |
MYE | LONG | 15.13 | 0.46 | HOLD | |
NILE | LONG | 31.64 | -0.72 | HOLD | |
NR | LONG | 11.07 | 1.84 | HOLD | |
NVS | SHORT | 72.95 | -0.73 | HOLD | |
O | SHORT | 51.64 | -0.27 | HOLD | |
OMX | LONG | 11.74 | 1.29 | HOLD | |
ONB | SHORT | 12.53 | 2.04 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 19.18 | 1.00 | HOLD |
RJET | LONG | 11.62 | 2.47 | HOLD | |
SAFM | Food Processing | LONG | 61.76 | -1.17 | HOLD |
SLV | Misc. Financial Services | SHORT | 23.18 | -0.45 | HOLD |
SPTN | Retail (Grocery) | LONG | 16.88 | -0.88 | HOLD |
STM | Semiconductors | SHORT | 8.77 | 0.29 | HOLD |
STRA | LONG | 45.44 | -0.42 | HOLD | |
TFSL | SHORT | 10.93 | 0.09 | HOLD | |
TITN | Construction Services | LONG | 23.26 | 2.87 | HOLD |
TKC | Communications Services | SHORT | 15.68 | 0.13 | HOLD |
USB | Regional Banks | SHORT | 32.90 | 0.40 | HOLD |
USNA | LONG | 56.76 | 0.05 | HOLD | |
VALE | SHORT | 16.81 | -0.24 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.48 | ||||
SHORTS | 0.12 | ||||
TOTAL | 0.36 | ||||
S&P 500 | 0.26 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -23.89 | 7.87 | -39.50 | -1.50 | -0.30 |
S&P 500 | 28.11 | 4.91 | -18.61 | 2.45 | 0.65 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, May 6, 2013
06-May-2013 Daily performance
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