SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 25.44 | 3.41 | HOLD | |
AHS | LONG | 13.66 | 3.72 | HOLD | |
ATVI | SHORT | 14.39 | -1.64 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.36 | -1.40 | HOLD |
BHP | SHORT | 66.25 | -0.84 | HOLD | |
C | SHORT | 51.23 | -1.40 | HOLD | |
CEF | SHORT | 16.07 | -1.35 | HOLD | |
CIT | SHORT | 45.79 | -1.65 | HOLD | |
CLR | SHORT | 82.89 | -0.26 | HOLD | |
DEST | LONG | 25.35 | 0.04 | HOLD | |
ESI | LONG | 23.18 | -0.13 | HOLD | |
FRED | LONG | 16.00 | -0.31 | HOLD | |
GLP | LONG | 34.89 | 3.16 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.12 | 0.69 | HOLD |
HBC | SHORT | 55.77 | 0.13 | HOLD | |
HOTT | LONG | 13.99 | 0.00 | HOLD | |
ICFI | LONG | 30.14 | -1.25 | HOLD | |
IMKTA | LONG | 22.03 | 1.38 | HOLD | |
INWK | LONG | 10.65 | -3.18 | HOLD | |
ISBC | SHORT | 19.72 | -1.00 | HOLD | |
KMR | SHORT | 82.28 | 0.17 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.09 | -0.33 | HOLD |
KOP | LONG | 40.95 | 1.56 | HOLD | |
KRNY | SHORT | 10.01 | -2.34 | HOLD | |
LINE | SHORT | 33.23 | 0.48 | HOLD | |
MT | SHORT | 12.81 | -1.08 | HOLD | |
MYE | LONG | 15.07 | -0.59 | HOLD | |
NSH | SHORT | 26.67 | -1.95 | HOLD | |
NSIT | LONG | 19.51 | -1.46 | HOLD | |
NVS | SHORT | 71.86 | 0.38 | HOLD | |
O | SHORT | 43.42 | -2.69 | HOLD | |
ONB | SHORT | 13.33 | -0.60 | HOLD | |
OZM | SHORT | 11.04 | -0.99 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 17.77 | -1.39 | HOLD |
RJET | LONG | 10.27 | -1.15 | HOLD | |
SAFM | LONG | 69.30 | -0.49 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.77 | -0.95 | HOLD |
SPTN | LONG | 18.96 | -0.94 | HOLD | |
STM | SHORT | 9.81 | 4.70 | HOLD | |
TECD | LONG | 49.62 | -0.86 | HOLD | |
TFSL | SHORT | 10.96 | 0.09 | HOLD | |
TITN | Construction Services | LONG | 20.58 | -1.72 | HOLD |
TKC | Communications Services | SHORT | 14.95 | 3.53 | HOLD |
USB | Regional Banks | SHORT | 35.26 | -0.03 | HOLD |
USNA | LONG | 66.48 | -1.22 | HOLD | |
VALE | SHORT | 15.02 | 1.42 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.02 | ||||
SHORTS | -0.43 | ||||
TOTAL | 0.44 | ||||
S&P 500 | -0.48 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -26.80 | 9.95 | -45.31 | -1.30 | -0.29 |
S&P 500 | 29.51 | 5.16 | -18.61 | 2.35 | 0.65 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, June 4, 2013
04-Jun-2013 Daily performance
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