SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | Business Services | LONG | 23.25 | -0.19 | HOLD |
AHS | LONG | 13.60 | -2.30 | HOLD | |
ATVI | SHORT | 15.55 | 2.44 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.45 | -0.45 | HOLD |
BAS | LONG | 14.50 | 2.47 | HOLD | |
BBT | Regional Banks | SHORT | 32.75 | 0.28 | HOLD |
BCO | LONG | 27.05 | 0.04 | HOLD | |
BHP | Metal Mining | SHORT | 69.13 | 1.55 | HOLD |
C | Money Center Banks | SHORT | 51.68 | 0.16 | HOLD |
CEF | SHORT | 15.70 | -2.76 | HOLD | |
CLR | SHORT | 86.06 | -1.44 | HOLD | |
DEST | LONG | 25.21 | -0.28 | HOLD | |
ESI | LONG | 27.90 | 4.18 | HOLD | |
GBX | LONG | 24.63 | 0.61 | HOLD | |
GLP | LONG | 36.85 | 0.93 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.02 | 0.08 | HOLD |
HBC | SHORT | 58.22 | -0.67 | HOLD | |
HOTT | LONG | 13.94 | 0.11 | HOLD | |
ICFI | LONG | 29.45 | 0.72 | HOLD | |
IMKTA | LONG | 21.52 | -1.28 | HOLD | |
INWK | LONG | 10.90 | -0.82 | HOLD | |
ISBC | SHORT | 20.14 | 0.85 | HOLD | |
JBT | LONG | 21.87 | 0.41 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 87.23 | 0.58 | HOLD |
KOP | LONG | 42.34 | -0.02 | HOLD | |
KRNY | SHORT | 10.39 | 0.78 | HOLD | |
LINE | SHORT | 35.24 | -0.56 | HOLD | |
MT | SHORT | 13.23 | 0.67 | HOLD | |
MYE | LONG | 15.01 | -1.12 | HOLD | |
NSH | SHORT | 30.03 | -1.80 | HOLD | |
NVS | SHORT | 74.61 | 0.61 | HOLD | |
O | SHORT | 55.04 | 0.58 | HOLD | |
ONB | SHORT | 13.65 | 0.14 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.96 | 0.26 | HOLD |
RJET | LONG | 10.30 | -2.37 | HOLD | |
SAFM | LONG | 66.32 | 1.83 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.63 | -2.92 | HOLD |
SPTN | LONG | 17.67 | 0.51 | HOLD | |
STM | SHORT | 9.84 | 2.34 | HOLD | |
TECD | LONG | 49.80 | 0.87 | HOLD | |
TFSL | SHORT | 11.26 | -0.09 | HOLD | |
TITN | Construction Services | LONG | 22.75 | 0.84 | HOLD |
TKC | Communications Services | SHORT | 16.30 | 2.26 | HOLD |
USB | Regional Banks | SHORT | 35.30 | 0.48 | HOLD |
USNA | LONG | 67.99 | -0.06 | HOLD | |
VALE | SHORT | 16.22 | 1.31 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.23 | ||||
SHORTS | 0.19 | ||||
TOTAL | 0.04 | ||||
S&P 500 | 0.16 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -21.60 | 8.35 | -39.49 | -1.24 | -0.26 |
S&P 500 | 32.39 | 5.08 | -18.61 | 2.65 | 0.72 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, May 21, 2013
21-May-2013 Daily performance
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