SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.60 | 1.74 | HOLD | |
AHS | LONG | 13.17 | -1.64 | HOLD | |
ATVI | SHORT | 14.63 | 1.39 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.55 | -0.81 | HOLD |
BBT | Regional Banks | SHORT | 33.09 | 0.52 | COVER |
BHP | SHORT | 66.81 | 2.28 | HOLD | |
C | SHORT | 51.96 | -0.06 | HOLD | |
CEF | SHORT | 16.29 | 2.07 | HOLD | |
CIT | SHORT | 46.56 | 1.04 | SHORT | |
CLR | SHORT | 83.11 | 2.44 | HOLD | |
DEST | LONG | 25.34 | 1.73 | HOLD | |
ESI | LONG | 23.21 | -3.17 | HOLD | |
FRED | LONG | 16.05 | 1.20 | HOLD | |
GLP | LONG | 33.82 | 2.77 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.68 | 0.20 | HOLD |
HBC | SHORT | 55.70 | 1.53 | HOLD | |
HOTT | LONG | 13.99 | -0.07 | HOLD | |
ICFI | LONG | 30.52 | 1.23 | HOLD | |
IMKTA | LONG | 21.73 | -1.32 | HOLD | |
INWK | LONG | 11.00 | 1.48 | HOLD | |
ISBC | SHORT | 19.92 | 0.71 | HOLD | |
KMR | SHORT | 82.14 | 1.13 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.14 | -3.32 | HOLD |
KOP | LONG | 40.41 | -1.85 | HOLD | |
KRNY | SHORT | 10.25 | 3.54 | HOLD | |
LINE | SHORT | 33.07 | 0.52 | HOLD | |
MT | SHORT | 12.95 | 2.29 | HOLD | |
MYE | LONG | 15.16 | 3.06 | HOLD | |
NSH | SHORT | 27.20 | -1.16 | HOLD | |
NSIT | LONG | 19.80 | 2.86 | HOLD | |
NVS | SHORT | 71.59 | -0.24 | HOLD | |
O | SHORT | 44.62 | -1.83 | HOLD | |
ONB | SHORT | 13.41 | 0.37 | HOLD | |
OZM | SHORT | 11.15 | -0.36 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 18.02 | 1.43 | HOLD |
RJET | LONG | 10.39 | -3.17 | HOLD | |
SAFM | LONG | 69.64 | 0.90 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.97 | 2.50 | HOLD |
SPTN | LONG | 19.14 | 7.71 | HOLD | |
STM | SHORT | 9.37 | 0.75 | HOLD | |
TECD | LONG | 50.05 | -0.14 | HOLD | |
TFSL | SHORT | 10.95 | -0.27 | HOLD | |
TITN | Construction Services | LONG | 20.94 | 2.10 | HOLD |
TKC | Communications Services | SHORT | 14.44 | -6.05 | HOLD |
USB | Regional Banks | SHORT | 35.27 | 0.60 | HOLD |
USNA | LONG | 67.30 | -3.98 | HOLD | |
VALE | SHORT | 14.81 | 2.85 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.40 | ||||
SHORTS | 0.65 | ||||
TOTAL | -0.25 | ||||
S&P 500 | 0.56 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -27.13 | 9.89 | -45.31 | -1.33 | -0.29 |
S&P 500 | 30.14 | 5.14 | -18.61 | 2.42 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, June 3, 2013
03-Jun-2013 Daily performance
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