SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | Business Services | LONG | 23.90 | -0.58 | HOLD |
AHS | LONG | 13.75 | -2.76 | HOLD | |
ATVI | SHORT | 15.28 | -2.98 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.48 | 0.97 | HOLD |
BBT | Regional Banks | SHORT | 33.32 | 0.54 | HOLD |
BCO | LONG | 26.92 | -0.74 | SELL | |
BHP | SHORT | 66.16 | 0.24 | HOLD | |
C | SHORT | 52.28 | 0.95 | HOLD | |
CEF | SHORT | 15.81 | 1.28 | HOLD | |
CLR | SHORT | 85.15 | 0.01 | HOLD | |
DEST | LONG | 25.25 | -1.37 | HOLD | |
ESI | LONG | 23.36 | -0.60 | HOLD | |
FRED | LONG | 15.26 | -1.23 | HOLD | |
GLP | LONG | 34.75 | -4.51 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.19 | -0.65 | HOLD |
HBC | SHORT | 55.35 | -0.98 | HOLD | |
HOTT | LONG | 13.96 | -0.29 | HOLD | |
ICFI | LONG | 29.63 | -0.70 | HOLD | |
IMKTA | LONG | 23.12 | -0.82 | HOLD | |
INWK | LONG | 11.16 | -0.45 | HOLD | |
ISBC | SHORT | 20.27 | -1.22 | HOLD | |
JBT | LONG | 21.60 | -0.55 | SELL | |
KMR | SHORT | 84.00 | -2.03 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.75 | -1.44 | BUY |
KOP | LONG | 41.02 | -2.93 | HOLD | |
KRNY | SHORT | 10.13 | -1.65 | HOLD | |
LINE | SHORT | 34.72 | -0.09 | HOLD | |
MT | SHORT | 12.92 | 0.23 | HOLD | |
MYE | LONG | 14.70 | -2.07 | HOLD | |
NSH | SHORT | 28.00 | -3.15 | HOLD | |
NSIT | LONG | 19.14 | -0.10 | BUY | |
NVS | SHORT | 72.72 | -0.99 | HOLD | |
O | SHORT | 47.43 | -2.79 | HOLD | |
ONB | SHORT | 13.61 | -1.45 | HOLD | |
OZM | SHORT | 11.26 | -2.93 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 17.92 | -1.97 | HOLD |
RJET | LONG | 10.18 | -3.32 | HOLD | |
SAFM | LONG | 65.99 | 0.66 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.71 | 0.84 | HOLD |
SPTN | LONG | 17.99 | -2.49 | HOLD | |
STM | SHORT | 9.31 | -1.17 | HOLD | |
TECD | LONG | 49.93 | 0.75 | HOLD | |
TFSL | SHORT | 10.80 | -2.88 | HOLD | |
TITN | Construction Services | LONG | 20.48 | 0.39 | HOLD |
TKC | Communications Services | SHORT | 16.25 | -0.61 | HOLD |
USB | Regional Banks | SHORT | 35.33 | -0.59 | HOLD |
USNA | LONG | 69.45 | 0.17 | HOLD | |
VALE | SHORT | 14.90 | -2.04 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.15 | ||||
SHORTS | -0.98 | ||||
TOTAL | -0.17 | ||||
S&P 500 | -0.62 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -29.28 | 9.79 | -46.03 | -1.46 | -0.31 |
S&P 500 | 30.87 | 5.10 | -18.61 | 2.50 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, May 29, 2013
29-May-2013 Daily performance
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