SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AHS | Business Services | LONG | 14.13 | -1.40 | HOLD |
ANDE | LONG | 53.97 | 0.77 | SELL | |
ATVI | SHORT | 14.90 | -1.59 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.44 | 0.75 | HOLD |
BAS | LONG | 14.01 | -0.14 | HOLD | |
BBT | Regional Banks | SHORT | 32.49 | 0.71 | HOLD |
BCO | LONG | 27.01 | 0.86 | HOLD | |
BHP | Metal Mining | SHORT | 67.10 | -1.71 | HOLD |
C | Money Center Banks | SHORT | 51.34 | 2.50 | HOLD |
CEC | LONG | 38.72 | 0.70 | SELL | |
CEF | SHORT | 15.60 | -3.70 | HOLD | |
CLR | SHORT | 84.00 | -0.15 | HOLD | |
DEST | LONG | 25.29 | 2.22 | HOLD | |
ESI | LONG | 24.90 | -0.84 | HOLD | |
GBX | Railroads | LONG | 23.94 | 0.25 | HOLD |
GLP | LONG | 36.74 | -0.05 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.34 | -0.29 | BUY |
HBC | SHORT | 57.39 | 0.58 | HOLD | |
HOTT | LONG | 13.95 | 0.07 | HOLD | |
ICFI | LONG | 27.44 | -0.04 | HOLD | |
IMKTA | LONG | 21.66 | -0.09 | HOLD | |
INWK | LONG | 10.76 | 0.28 | HOLD | |
ISBC | SHORT | 20.12 | 0.45 | HOLD | |
JBT | LONG | 21.36 | 1.28 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 87.02 | 0.72 | HOLD |
KOP | LONG | 42.08 | 1.40 | HOLD | |
KRNY | SHORT | 10.37 | 0.97 | HOLD | |
LINE | SHORT | 35.75 | 0.06 | HOLD | |
MT | SHORT | 12.61 | -1.10 | HOLD | |
MYE | LONG | 15.06 | -2.84 | HOLD | |
NILE | LONG | 31.80 | -1.67 | SELL | |
NSH | SHORT | 31.05 | 0.23 | HOLD | |
NVS | SHORT | 75.50 | 1.22 | HOLD | |
O | SHORT | 54.24 | 1.74 | HOLD | |
OMX | LONG | 12.04 | 2.64 | SELL | |
ONB | SHORT | 13.14 | 0.92 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.55 | 0.00 | HOLD |
RJET | LONG | 11.10 | 2.21 | HOLD | |
SAFM | Food Processing | LONG | 64.98 | 0.32 | BUY |
SLV | Misc. Financial Services | SHORT | 21.76 | -3.59 | HOLD |
SPTN | LONG | 17.46 | -1.08 | HOLD | |
STM | SHORT | 9.22 | 1.43 | HOLD | |
STRA | LONG | 51.60 | 3.10 | HOLD | |
TECD | LONG | 48.97 | 1.81 | BUY | |
TFSL | SHORT | 11.05 | 1.38 | HOLD | |
TITN | Construction Services | LONG | 22.96 | -2.96 | HOLD |
TKC | Communications Services | SHORT | 15.99 | 0.95 | HOLD |
USB | Regional Banks | SHORT | 34.34 | 1.33 | HOLD |
USNA | LONG | 64.38 | 6.20 | HOLD | |
VALE | SHORT | 15.88 | -2.76 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.47 | ||||
SHORTS | 0.06 | ||||
TOTAL | 0.42 | ||||
S&P 500 | 0.53 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -21.62 | 8.33 | -39.48 | -1.26 | -0.27 |
S&P 500 | 31.53 | 5.01 | -18.61 | 2.64 | 0.71 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, May 15, 2013
15-May-2013 Daily performance
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