SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | Business Services | LONG | 23.26 | 0.04 | HOLD |
AHS | LONG | 13.22 | -2.94 | HOLD | |
ATVI | SHORT | 15.29 | -1.80 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.31 | -0.97 | HOLD |
BAS | LONG | 13.91 | -4.14 | HOLD | |
BBT | Regional Banks | SHORT | 32.64 | -0.24 | HOLD |
BCO | LONG | 26.62 | -1.55 | HOLD | |
BHP | SHORT | 68.34 | -1.20 | HOLD | |
C | Money Center Banks | SHORT | 51.00 | -1.28 | HOLD |
CEF | SHORT | 15.57 | -0.95 | HOLD | |
CLR | SHORT | 84.45 | -1.87 | HOLD | |
DEST | LONG | 25.23 | -0.04 | HOLD | |
ESI | LONG | 25.55 | -8.09 | HOLD | |
GBX | LONG | 23.89 | -3.04 | HOLD | |
GLP | LONG | 37.14 | 0.70 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.54 | -0.80 | HOLD |
HBC | SHORT | 57.28 | -0.68 | HOLD | |
HOTT | LONG | 13.93 | -0.21 | HOLD | |
ICFI | LONG | 29.81 | 1.26 | HOLD | |
IMKTA | LONG | 20.77 | -3.57 | HOLD | |
INWK | LONG | 10.73 | -1.92 | HOLD | |
ISBC | SHORT | 20.11 | -0.10 | HOLD | |
JBT | LONG | 21.60 | -1.23 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 86.28 | -1.03 | HOLD |
KOP | LONG | 41.73 | -1.37 | HOLD | |
KRNY | SHORT | 10.24 | -0.97 | HOLD | |
LINE | SHORT | 34.93 | -0.91 | HOLD | |
MT | SHORT | 13.07 | -1.13 | HOLD | |
MYE | LONG | 14.64 | -2.47 | HOLD | |
NSH | SHORT | 30.09 | 0.30 | HOLD | |
NVS | SHORT | 74.62 | -0.01 | HOLD | |
O | SHORT | 52.41 | -4.76 | HOLD | |
ONB | SHORT | 13.41 | -1.76 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.36 | -3.22 | HOLD |
RJET | LONG | 10.32 | 0.29 | HOLD | |
SAFM | LONG | 66.08 | -0.50 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.51 | -0.51 | HOLD |
SPTN | LONG | 17.68 | 0.00 | HOLD | |
STM | SHORT | 9.50 | -3.55 | HOLD | |
TECD | LONG | 48.76 | -2.05 | HOLD | |
TFSL | SHORT | 11.18 | -0.80 | HOLD | |
TITN | Construction Services | LONG | 22.63 | -0.70 | HOLD |
TKC | Communications Services | SHORT | 15.70 | -3.68 | HOLD |
USB | Regional Banks | SHORT | 35.37 | 0.23 | HOLD |
USNA | LONG | 68.18 | 0.34 | HOLD | |
VALE | SHORT | 15.94 | -1.85 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.45 | ||||
SHORTS | -1.36 | ||||
TOTAL | -0.09 | ||||
S&P 500 | -0.74 | ||||
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 | 31.40 | 5.06 | -18.61 | 2.58 | 0.70 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, May 22, 2013
22-May-2013 Daily performance
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