SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 25.16 | -1.10 | HOLD | |
AHS | LONG | 13.91 | 1.83 | HOLD | |
ATVI | SHORT | 14.30 | -0.63 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.09 | -1.95 | HOLD |
BHP | SHORT | 64.42 | -2.76 | HOLD | |
C | SHORT | 50.03 | -2.34 | HOLD | |
CEF | SHORT | 16.08 | 0.06 | HOLD | |
CIT | SHORT | 45.69 | -0.22 | HOLD | |
CLR | SHORT | 81.01 | -2.27 | HOLD | |
DEST | LONG | 25.01 | -0.61 | HOLD | |
ESI | LONG | 25.06 | 8.11 | HOLD | |
FRED | LONG | 15.96 | -0.25 | HOLD | |
GLP | LONG | 34.12 | -2.21 | HOLD | |
GPI | Retail (Specialty) | LONG | 62.67 | -2.26 | HOLD |
HBC | SHORT | 54.81 | -1.72 | HOLD | |
HOTT | LONG | 13.98 | -0.07 | HOLD | |
ICFI | LONG | 29.79 | -1.16 | HOLD | |
IMKTA | LONG | 21.92 | -0.50 | HOLD | |
INWK | LONG | 10.30 | -3.29 | HOLD | |
ISBC | SHORT | 19.57 | -0.76 | HOLD | |
KMR | SHORT | 80.81 | -1.79 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.77 | -2.12 | HOLD |
KOP | LONG | 40.59 | -0.88 | HOLD | |
KRNY | SHORT | 10.05 | 0.40 | HOLD | |
LINE | SHORT | 33.04 | -0.57 | HOLD | |
MT | SHORT | 12.49 | -2.50 | HOLD | |
MYE | LONG | 14.70 | -2.46 | HOLD | |
NSH | SHORT | 26.32 | -1.31 | HOLD | |
NSIT | LONG | 19.33 | -0.92 | HOLD | |
NVS | SHORT | 71.07 | -1.09 | HOLD | |
O | SHORT | 43.79 | 0.85 | HOLD | |
ONB | SHORT | 13.21 | -0.90 | HOLD | |
OZM | SHORT | 10.70 | -3.08 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 17.08 | -3.88 | HOLD |
RJET | LONG | 9.82 | -4.38 | HOLD | |
SAFM | LONG | 68.92 | -0.55 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.77 | 0.02 | HOLD |
SPTN | LONG | 18.82 | -0.26 | HOLD | |
STM | SHORT | 9.67 | -1.43 | HOLD | |
TECD | LONG | 49.20 | -0.85 | HOLD | |
TFSL | SHORT | 10.89 | -0.64 | HOLD | |
TITN | Construction Services | LONG | 20.25 | -1.60 | HOLD |
TKC | Communications Services | SHORT | 14.57 | -2.54 | HOLD |
USB | Regional Banks | SHORT | 35.01 | -0.71 | HOLD |
USNA | LONG | 64.92 | -2.35 | HOLD | |
VALE | SHORT | 14.55 | -3.13 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.85 | ||||
SHORTS | -1.40 | ||||
TOTAL | 0.54 | ||||
S&P 500 | -1.44 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 3449808920102.04 | 1387630199922.27 | -19.73 | 0.00 | 233114.84 |
S&P 500 | 27.07 | 5.23 | -18.61 | 2.14 | 0.60 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 5, 2013
05-Jun-2013 Daily performance
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