SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.18 | 0.54 | HOLD | |
AHS | LONG | 13.39 | -1.40 | HOLD | |
ATVI | SHORT | 14.43 | -3.74 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.66 | -1.23 | HOLD |
BBT | Regional Banks | SHORT | 32.92 | -1.61 | HOLD |
BHP | SHORT | 65.32 | -2.97 | HOLD | |
C | SHORT | 51.99 | -2.40 | HOLD | |
CEF | SHORT | 15.96 | -1.54 | HOLD | |
CLR | SHORT | 81.13 | -4.40 | HOLD | |
DEST | LONG | 24.91 | -0.84 | HOLD | |
ESI | LONG | 23.97 | -1.96 | HOLD | |
FRED | LONG | 15.86 | -1.06 | HOLD | |
GLP | LONG | 32.91 | -0.30 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.55 | 0.68 | HOLD |
HBC | SHORT | 54.86 | -2.21 | HOLD | |
HOTT | LONG | 14.00 | -0.07 | HOLD | |
ICFI | LONG | 30.15 | 0.53 | HOLD | |
IMKTA | LONG | 22.02 | -5.53 | HOLD | |
INWK | LONG | 10.84 | -1.54 | HOLD | |
ISBC | SHORT | 19.78 | -2.56 | HOLD | |
KMR | SHORT | 81.22 | -1.69 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.66 | -1.26 | HOLD |
KOP | LONG | 41.17 | -0.05 | HOLD | |
KRNY | SHORT | 9.90 | -3.04 | HOLD | |
LINE | SHORT | 32.90 | -2.86 | HOLD | |
MT | SHORT | 12.66 | -3.06 | HOLD | |
MYE | LONG | 14.71 | -0.47 | HOLD | |
NSH | SHORT | 27.52 | -0.29 | HOLD | |
NSIT | LONG | 19.25 | -1.23 | HOLD | |
NVS | SHORT | 71.76 | -1.87 | HOLD | |
O | SHORT | 45.45 | -2.57 | HOLD | |
ONB | SHORT | 13.36 | -1.98 | HOLD | |
OZM | SHORT | 11.19 | -1.32 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 17.77 | -2.36 | HOLD |
RJET | LONG | 10.73 | 2.78 | HOLD | |
SAFM | LONG | 69.02 | 0.61 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.43 | -2.50 | HOLD |
SPTN | LONG | 17.77 | -0.95 | HOLD | |
STM | SHORT | 9.30 | -2.11 | HOLD | |
TECD | LONG | 50.12 | -0.10 | HOLD | |
TFSL | SHORT | 10.98 | -0.63 | HOLD | |
TITN | Construction Services | LONG | 20.51 | 0.15 | HOLD |
TKC | Communications Services | SHORT | 15.37 | -3.03 | HOLD |
USB | Regional Banks | SHORT | 35.06 | -1.32 | HOLD |
USNA | LONG | 70.09 | 0.26 | HOLD | |
VALE | SHORT | 14.40 | -4.64 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.53 | ||||
SHORTS | -2.32 | ||||
TOTAL | 1.78 | ||||
S&P 500 | -1.44 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -26.87 | 9.93 | -45.28 | -1.31 | -0.29 |
S&P 500 | 29.42 | 5.15 | -18.61 | 2.36 | 0.65 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, May 31, 2013
31-May-2013 Daily performance
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