SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | Business Services | LONG | 23.40 | 0.60 | HOLD |
AHS | LONG | 13.55 | 2.50 | HOLD | |
ATVI | SHORT | 15.54 | 1.64 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.21 | -0.75 | HOLD |
BAS | LONG | 13.67 | -1.73 | SELL | |
BBT | Regional Banks | SHORT | 32.87 | 0.70 | HOLD |
BCO | LONG | 26.98 | 1.35 | HOLD | |
BHP | SHORT | 67.53 | -1.19 | HOLD | |
C | Money Center Banks | SHORT | 50.53 | -0.92 | HOLD |
CEF | SHORT | 15.93 | 2.31 | HOLD | |
CLR | SHORT | 83.98 | -0.56 | HOLD | |
DEST | LONG | 25.08 | -0.59 | HOLD | |
ESI | LONG | 25.03 | -2.04 | HOLD | |
FRED | LONG | 15.24 | 1.33 | BUY | |
GBX | LONG | 23.68 | -0.88 | SELL | |
GLP | LONG | 36.50 | -1.72 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.17 | -0.58 | HOLD |
HBC | SHORT | 56.27 | -1.73 | HOLD | |
HOTT | LONG | 13.97 | 0.29 | HOLD | |
ICFI | LONG | 29.78 | -0.10 | HOLD | |
IMKTA | LONG | 21.85 | 5.20 | HOLD | |
INWK | LONG | 10.80 | 0.65 | HOLD | |
ISBC | SHORT | 20.11 | 0.00 | HOLD | |
JBT | LONG | 21.32 | -0.88 | HOLD | |
KMR | Oil Well Services and Equipment | SHORT | 86.24 | -0.09 | HOLD |
KOP | LONG | 41.57 | -0.43 | HOLD | |
KRNY | SHORT | 10.09 | -1.46 | HOLD | |
LINE | SHORT | 35.23 | 0.86 | HOLD | |
MT | SHORT | 12.92 | -1.15 | HOLD | |
MYE | LONG | 14.84 | 1.50 | HOLD | |
NSH | SHORT | 29.79 | -1.00 | HOLD | |
NVS | SHORT | 73.82 | -1.07 | HOLD | |
O | SHORT | 50.63 | -3.40 | HOLD | |
ONB | SHORT | 13.63 | 1.64 | HOLD | |
OZM | SHORT | 11.18 | -3.54 | SHORT | |
PBR | Oil and Gas - Integrated | SHORT | 18.11 | -1.36 | HOLD |
RJET | LONG | 10.59 | 2.62 | HOLD | |
SAFM | LONG | 65.43 | -0.98 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.87 | 1.67 | HOLD |
SPTN | LONG | 17.73 | 0.28 | HOLD | |
STM | SHORT | 9.45 | -0.53 | HOLD | |
TECD | LONG | 49.43 | 1.37 | HOLD | |
TFSL | SHORT | 11.19 | 0.09 | HOLD | |
TITN | Construction Services | LONG | 22.50 | -0.57 | HOLD |
TKC | Communications Services | SHORT | 15.87 | 1.08 | HOLD |
USB | Regional Banks | SHORT | 35.22 | -0.42 | HOLD |
USNA | LONG | 68.51 | 0.54 | HOLD | |
VALE | SHORT | 15.57 | -2.32 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.29 | ||||
SHORTS | -0.33 | ||||
TOTAL | 0.62 | ||||
S&P 500 | -0.28 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -21.13 | 8.44 | -39.46 | -1.20 | -0.26 |
S&P 500 | 30.43 | 5.02 | -18.61 | 2.52 | 0.68 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, May 23, 2013
23-May-2013 Daily performance
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