SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.05 | 0.63 | HOLD | |
AHS | LONG | 13.58 | -1.24 | HOLD | |
ATVI | SHORT | 14.99 | -1.90 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.83 | 2.60 | HOLD |
BBT | Regional Banks | SHORT | 33.46 | 0.42 | HOLD |
BHP | SHORT | 67.32 | 1.75 | HOLD | |
C | SHORT | 53.27 | 1.89 | HOLD | |
CEF | SHORT | 16.21 | 2.53 | HOLD | |
CLR | SHORT | 84.86 | -0.34 | HOLD | |
DEST | LONG | 25.12 | -0.51 | HOLD | |
ESI | LONG | 24.45 | 4.67 | HOLD | |
FRED | LONG | 16.03 | 5.46 | HOLD | |
GLP | LONG | 33.01 | -5.01 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.12 | -1.42 | HOLD |
HBC | SHORT | 56.10 | 1.36 | HOLD | |
HOTT | LONG | 14.01 | 0.36 | HOLD | |
ICFI | LONG | 29.99 | 1.21 | HOLD | |
IMKTA | LONG | 23.31 | 0.82 | HOLD | |
INWK | LONG | 11.01 | -1.34 | HOLD | |
ISBC | SHORT | 20.30 | 0.15 | HOLD | |
KMR | SHORT | 82.62 | -1.64 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.86 | 0.70 | HOLD |
KOP | LONG | 41.19 | 0.41 | HOLD | |
KRNY | SHORT | 10.21 | 0.79 | HOLD | |
LINE | SHORT | 33.87 | -2.45 | HOLD | |
MT | SHORT | 13.06 | 1.08 | HOLD | |
MYE | LONG | 14.78 | 0.54 | HOLD | |
NSH | SHORT | 27.60 | -1.43 | HOLD | |
NSIT | LONG | 19.49 | 1.83 | HOLD | |
NVS | SHORT | 73.13 | 0.56 | HOLD | |
O | SHORT | 46.65 | -1.27 | HOLD | |
ONB | SHORT | 13.63 | 0.89 | HOLD | |
OZM | SHORT | 11.34 | 0.71 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.20 | 1.56 | HOLD |
RJET | LONG | 10.44 | 2.55 | HOLD | |
SAFM | LONG | 68.60 | 3.96 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.97 | 1.20 | HOLD |
SPTN | LONG | 17.94 | -0.28 | HOLD | |
STM | SHORT | 9.50 | 2.04 | HOLD | |
TECD | LONG | 50.17 | 0.48 | HOLD | |
TFSL | SHORT | 11.05 | 2.31 | HOLD | |
TITN | Construction Services | LONG | 20.48 | 0.00 | HOLD |
TKC | Communications Services | SHORT | 15.85 | -2.46 | HOLD |
USB | Regional Banks | SHORT | 35.53 | 0.57 | HOLD |
USNA | LONG | 69.91 | 0.66 | HOLD | |
VALE | SHORT | 15.10 | 1.34 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.69 | ||||
SHORTS | 0.49 | ||||
TOTAL | 0.20 | ||||
S&P 500 | 0.37 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -28.15 | 9.67 | -45.28 | -1.42 | -0.30 |
S&P 500 | 31.31 | 5.11 | -18.61 | 2.53 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, May 30, 2013
30-May-2013 Daily performance
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