SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AHS | Business Services | LONG | 14.05 | 1.96 | HOLD |
ANDE | LONG | 54.09 | -0.29 | HOLD | |
ATVI | SHORT | 14.95 | 3.89 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.02 | 0.85 | HOLD |
BAS | LONG | 14.34 | 0.28 | HOLD | |
BBT | Regional Banks | SHORT | 31.41 | 0.19 | HOLD |
BCO | LONG | 26.70 | -0.71 | HOLD | |
BHP | Metal Mining | SHORT | 69.26 | -0.59 | HOLD |
C | Money Center Banks | SHORT | 48.75 | 0.31 | HOLD |
CALM | Fish/Livestock | LONG | 43.31 | 0.91 | SELL |
CEC | LONG | 37.96 | 0.26 | HOLD | |
CEF | SHORT | 16.52 | -0.42 | HOLD | |
CLR | SHORT | 82.46 | -1.82 | HOLD | |
DEST | LONG | 24.76 | 1.64 | HOLD | |
ESI | LONG | 20.72 | 7.30 | HOLD | |
FOE | LONG | 7.02 | -1.40 | SELL | |
GBX | Railroads | LONG | 23.17 | -0.56 | HOLD |
GLP | LONG | 36.37 | -0.49 | BUY | |
HBC | SHORT | 57.21 | 1.22 | HOLD | |
HOTT | Retail (Catalog and Mail Order) | LONG | 13.92 | 0.14 | BUY |
ICFI | LONG | 27.45 | -0.15 | HOLD | |
IMKTA | LONG | 21.53 | 0.47 | HOLD | |
INWK | LONG | 10.47 | 2.15 | HOLD | |
ISBC | SHORT | 19.62 | -0.56 | HOLD | |
JBT | LONG | 20.83 | -0.26 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 86.43 | 1.05 | HOLD |
KOP | LONG | 41.40 | 0.91 | HOLD | |
KRNY | SHORT | 10.04 | 1.21 | HOLD | |
LINE | SHORT | 35.07 | 1.65 | HOLD | |
MT | SHORT | 13.13 | 4.54 | HOLD | |
MYE | LONG | 15.61 | 1.89 | HOLD | |
NILE | LONG | 32.13 | 1.97 | HOLD | |
NSH | SHORT | 31.11 | -1.02 | HOLD | |
NVS | SHORT | 74.94 | 0.97 | HOLD | |
O | SHORT | 52.21 | 0.04 | HOLD | |
OMX | LONG | 11.62 | 2.11 | HOLD | |
ONB | SHORT | 12.75 | 0.87 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.88 | -1.51 | HOLD |
RJET | LONG | 11.00 | 1.66 | HOLD | |
SLV | Misc. Financial Services | SHORT | 22.99 | 0.44 | HOLD |
SPTN | LONG | 17.15 | -0.58 | HOLD | |
STM | Semiconductors | SHORT | 9.32 | 1.64 | HOLD |
STRA | LONG | 48.85 | 3.72 | HOLD | |
TFSL | SHORT | 10.94 | 0.27 | HOLD | |
TITN | Construction Services | LONG | 23.66 | -0.46 | HOLD |
TKC | Communications Services | SHORT | 15.35 | -1.22 | HOLD |
USB | Regional Banks | SHORT | 33.49 | 0.54 | HOLD |
USNA | LONG | 57.31 | 1.96 | HOLD | |
VALE | SHORT | 16.94 | -2.28 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.08 | ||||
SHORTS | 0.43 | ||||
TOTAL | 0.65 | ||||
S&P 500 | 0.34 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -22.98 | 8.05 | -39.48 | -1.40 | -0.28 |
S&P 500 | 29.42 | 4.95 | -18.61 | 2.52 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, May 10, 2013
10-May-2013 Daily performance
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