SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | Business Services | LONG | 23.29 | 0.00 | HOLD |
AHS | Business Services | LONG | 13.92 | -2.11 | HOLD |
ATVI | SHORT | 15.18 | 1.61 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.51 | 0.60 | HOLD |
BAS | LONG | 14.15 | 1.65 | HOLD | |
BBT | Regional Banks | SHORT | 32.66 | 0.34 | HOLD |
BCO | LONG | 27.04 | 0.22 | HOLD | |
BHP | Metal Mining | SHORT | 68.07 | 0.61 | HOLD |
C | Money Center Banks | SHORT | 51.60 | 0.29 | HOLD |
CEF | SHORT | 16.15 | 6.04 | HOLD | |
CLR | SHORT | 87.32 | 0.74 | HOLD | |
DEST | LONG | 25.28 | 0.00 | HOLD | |
ESI | LONG | 26.78 | 4.00 | HOLD | |
GBX | LONG | 24.48 | 1.24 | HOLD | |
GLP | LONG | 36.51 | -2.12 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.97 | 0.44 | HOLD |
HBC | SHORT | 58.61 | 1.45 | HOLD | |
HOTT | LONG | 13.93 | -0.14 | HOLD | |
ICFI | LONG | 29.24 | 1.28 | HOLD | |
IMKTA | LONG | 21.80 | 1.11 | HOLD | |
INWK | LONG | 10.99 | 1.67 | HOLD | |
ISBC | SHORT | 19.97 | -0.50 | HOLD | |
JBT | LONG | 21.78 | 0.37 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 86.73 | 0.59 | HOLD |
KOP | LONG | 42.35 | -0.68 | HOLD | |
KRNY | SHORT | 10.31 | -0.67 | HOLD | |
LINE | SHORT | 35.44 | 0.88 | HOLD | |
MT | SHORT | 13.14 | 1.86 | HOLD | |
MYE | LONG | 15.18 | -1.62 | HOLD | |
NSH | SHORT | 30.58 | -0.29 | HOLD | |
NVS | SHORT | 74.16 | 0.01 | HOLD | |
O | SHORT | 54.72 | -0.67 | HOLD | |
ONB | SHORT | 13.63 | 2.33 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.91 | 0.96 | HOLD |
RJET | LONG | 10.55 | -3.74 | HOLD | |
SAFM | LONG | 65.13 | 0.74 | HOLD | |
SLV | Misc. Financial Services | SHORT | 22.25 | 3.97 | HOLD |
SPTN | LONG | 17.58 | 2.39 | HOLD | |
STM | SHORT | 9.61 | 1.80 | HOLD | |
TECD | LONG | 49.37 | 1.31 | HOLD | |
TFSL | SHORT | 11.27 | 1.08 | HOLD | |
TITN | Construction Services | LONG | 22.56 | -0.49 | HOLD |
TKC | Communications Services | SHORT | 15.94 | -1.85 | HOLD |
USB | Regional Banks | SHORT | 35.13 | 1.33 | HOLD |
USNA | LONG | 68.03 | 3.93 | HOLD | |
VALE | SHORT | 16.01 | 2.56 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.43 | ||||
SHORTS | 1.04 | ||||
TOTAL | -0.61 | ||||
S&P 500 | 0.02 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -21.63 | 8.34 | -39.49 | -1.25 | -0.26 |
S&P 500 | 32.21 | 5.06 | -18.61 | 2.65 | 0.72 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, May 20, 2013
20-May-2013 Daily performance
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