SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AHS | Business Services | LONG | 13.78 | 0.15 | HOLD |
ANDE | LONG | 54.25 | 2.80 | HOLD | |
ATVI | Software and Programming | SHORT | 14.39 | -5.70 | HOLD |
BAC | SandLs/Savings Banks | SHORT | 12.91 | -0.84 | HOLD |
BAS | LONG | 14.30 | 0.42 | HOLD | |
BBT | Regional Banks | SHORT | 31.35 | -0.54 | HOLD |
BCO | LONG | 26.89 | -0.66 | HOLD | |
BHP | Metal Mining | SHORT | 69.67 | -1.01 | HOLD |
C | Money Center Banks | SHORT | 48.60 | -1.40 | HOLD |
CALM | Fish/Livestock | LONG | 42.92 | 0.54 | HOLD |
CEC | LONG | 37.86 | 0.11 | HOLD | |
CEF | SHORT | 16.59 | -1.01 | HOLD | |
CLR | SHORT | 83.99 | -1.10 | HOLD | |
DEST | LONG | 24.36 | 0.45 | BUY | |
DUK | SHORT | 72.05 | -1.18 | COVER | |
ESI | LONG | 19.31 | 2.12 | HOLD | |
FOE | LONG | 7.12 | -1.25 | HOLD | |
GBX | Railroads | LONG | 23.30 | 1.17 | HOLD |
HBC | SHORT | 56.52 | -0.95 | HOLD | |
ICFI | LONG | 27.49 | 0.04 | HOLD | |
IMKTA | LONG | 21.43 | 0.66 | HOLD | |
INWK | LONG | 10.25 | -1.35 | HOLD | |
ISBC | SHORT | 19.73 | -1.15 | HOLD | |
JBT | LONG | 20.89 | 1.51 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 85.53 | -0.06 | HOLD |
KOP | LONG | 41.02 | -0.29 | BUY | |
KRNY | SHORT | 9.92 | -0.70 | HOLD | |
LINE | SHORT | 34.50 | -1.37 | HOLD | |
MT | SHORT | 12.76 | 0.08 | HOLD | |
MYE | LONG | 15.32 | -0.26 | HOLD | |
NILE | LONG | 31.51 | -0.03 | HOLD | |
NR | LONG | 11.16 | -0.27 | SELL | |
NSH | SHORT | 31.43 | 1.85 | SHORT | |
NVS | SHORT | 74.22 | -1.00 | HOLD | |
O | SHORT | 52.19 | -0.55 | HOLD | |
OMX | LONG | 11.38 | -0.26 | HOLD | |
ONB | SHORT | 12.64 | -1.48 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 19.17 | -0.67 | HOLD |
RJET | LONG | 10.82 | -2.35 | HOLD | |
SAFM | Food Processing | LONG | 62.33 | -0.03 | SELL |
SLV | Misc. Financial Services | SHORT | 22.87 | -1.08 | HOLD |
SPTN | LONG | 17.25 | 3.98 | HOLD | |
STM | Semiconductors | SHORT | 9.17 | -1.82 | HOLD |
STRA | LONG | 47.10 | 2.41 | HOLD | |
TFSL | SHORT | 10.91 | -1.00 | HOLD | |
TITN | Construction Services | LONG | 23.77 | -0.63 | HOLD |
TKC | Communications Services | SHORT | 15.54 | -1.27 | HOLD |
USB | Regional Banks | SHORT | 33.31 | -0.06 | HOLD |
USNA | LONG | 56.21 | 0.11 | HOLD | |
VALE | SHORT | 17.35 | -0.74 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.39 | ||||
SHORTS | -1.11 | ||||
TOTAL | 1.50 | ||||
S&P 500 | -0.26 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -23.52 | 7.94 | -39.48 | -1.45 | -0.29 |
S&P 500 | 29.00 | 4.94 | -18.61 | 2.50 | 0.66 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, May 9, 2013
09-May-2013 Daily performance
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