SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AHS | Business Services | LONG | 13.90 | -1.07 | HOLD |
ANDE | LONG | 53.26 | -1.53 | HOLD | |
ATVI | SHORT | 14.68 | -1.81 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 12.98 | -0.31 | HOLD |
BAS | LONG | 14.04 | -2.09 | HOLD | |
BBT | Regional Banks | SHORT | 31.74 | 1.05 | HOLD |
BCO | LONG | 26.56 | -0.52 | HOLD | |
BHP | Metal Mining | SHORT | 68.35 | -1.31 | HOLD |
C | Money Center Banks | SHORT | 48.92 | 0.35 | HOLD |
CEC | LONG | 38.00 | 0.11 | HOLD | |
CEF | SHORT | 16.39 | -0.79 | HOLD | |
CLR | SHORT | 82.49 | 0.04 | HOLD | |
DEST | LONG | 24.46 | -1.21 | HOLD | |
ESI | LONG | 21.31 | 2.85 | HOLD | |
GBX | Railroads | LONG | 23.24 | 0.30 | HOLD |
GLP | LONG | 36.71 | 0.93 | HOLD | |
HBC | SHORT | 56.64 | -1.00 | HOLD | |
HOTT | LONG | 13.93 | 0.07 | HOLD | |
ICFI | LONG | 27.39 | -0.22 | HOLD | |
IMKTA | LONG | 21.57 | 0.19 | HOLD | |
INWK | LONG | 10.16 | -2.96 | HOLD | |
ISBC | SHORT | 19.82 | 1.02 | HOLD | |
JBT | LONG | 20.80 | -0.24 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 86.48 | 0.06 | HOLD |
KOP | LONG | 40.93 | -1.11 | HOLD | |
KRNY | SHORT | 10.17 | 1.29 | HOLD | |
LINE | SHORT | 34.98 | -0.26 | HOLD | |
MT | SHORT | 12.91 | -1.68 | HOLD | |
MYE | LONG | 15.25 | -2.31 | HOLD | |
NILE | LONG | 32.03 | -0.31 | HOLD | |
NSH | SHORT | 31.12 | 0.03 | HOLD | |
NVS | SHORT | 74.65 | -0.39 | HOLD | |
O | SHORT | 53.30 | 2.09 | HOLD | |
OMX | LONG | 11.49 | -0.95 | HOLD | |
ONB | SHORT | 12.71 | -0.31 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.84 | -0.16 | HOLD |
RJET | LONG | 10.78 | -2.00 | HOLD | |
SLV | Misc. Financial Services | SHORT | 22.83 | -0.67 | HOLD |
SPTN | LONG | 17.37 | 1.28 | HOLD | |
STM | SHORT | 9.13 | -2.04 | HOLD | |
STRA | LONG | 48.78 | -0.14 | HOLD | |
TFSL | SHORT | 10.83 | -1.01 | HOLD | |
TITN | Construction Services | LONG | 23.43 | -0.97 | HOLD |
TKC | Communications Services | SHORT | 15.45 | 0.65 | HOLD |
USB | Regional Banks | SHORT | 33.50 | 0.03 | HOLD |
USNA | LONG | 58.19 | 1.54 | HOLD | |
VALE | SHORT | 16.82 | -0.83 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.45 | ||||
SHORTS | -0.25 | ||||
TOTAL | -0.20 | ||||
S&P 500 | 0.08 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -23.20 | 8.01 | -39.49 | -1.41 | -0.29 |
S&P 500 | 29.50 | 4.96 | -18.61 | 2.52 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, May 13, 2013
13-May-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment