SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.64 | -2.07 | HOLD | |
AHS | LONG | 14.32 | 2.95 | HOLD | |
ATVI | SHORT | 14.62 | 2.24 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.20 | 0.84 | HOLD |
BHP | SHORT | 64.84 | 0.65 | HOLD | |
C | SHORT | 50.83 | 1.60 | HOLD | |
CEF | SHORT | 16.27 | 1.18 | HOLD | |
CIT | SHORT | 46.21 | 1.14 | HOLD | |
CLR | SHORT | 83.01 | 2.47 | HOLD | |
DEST | LONG | 25.13 | 0.48 | HOLD | |
ESI | LONG | 24.66 | -1.60 | HOLD | |
FRED | LONG | 16.07 | 0.69 | HOLD | |
GLP | LONG | 33.93 | -0.56 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.26 | 0.94 | HOLD |
HBC | SHORT | 54.80 | -0.02 | HOLD | |
HOTT | LONG | 13.99 | 0.07 | HOLD | |
ICFI | LONG | 30.46 | 2.25 | HOLD | |
IMKTA | LONG | 22.19 | 1.23 | HOLD | |
INWK | LONG | 10.42 | 1.17 | HOLD | |
ISBC | SHORT | 20.03 | 2.35 | HOLD | |
KMR | SHORT | 82.68 | 2.24 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.88 | 0.74 | HOLD |
KOP | LONG | 41.35 | 1.90 | HOLD | |
KRNY | SHORT | 10.10 | 0.50 | HOLD | |
LINE | SHORT | 33.18 | 0.42 | HOLD | |
MT | SHORT | 12.51 | 0.16 | HOLD | |
MYE | LONG | 15.01 | 2.11 | HOLD | |
NSH | SHORT | 26.76 | 1.67 | HOLD | |
NSIT | LONG | 19.81 | 2.64 | HOLD | |
NVS | SHORT | 71.47 | 0.55 | HOLD | |
O | SHORT | 45.41 | 3.84 | HOLD | |
ONB | SHORT | 13.40 | 1.52 | HOLD | |
OZM | SHORT | 10.54 | -1.50 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 17.22 | 0.82 | HOLD |
RJET | LONG | 9.78 | -0.41 | HOLD | |
SAFM | LONG | 68.72 | -0.29 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.92 | 0.64 | HOLD |
SPTN | LONG | 18.43 | -2.07 | HOLD | |
STM | SHORT | 9.68 | 0.10 | HOLD | |
TECD | LONG | 49.52 | 0.65 | HOLD | |
TFSL | SHORT | 11.02 | 1.19 | HOLD | |
TITN | Construction Services | LONG | 20.74 | 2.42 | HOLD |
TKC | Communications Services | SHORT | 14.03 | -3.71 | HOLD |
USB | Regional Banks | SHORT | 35.38 | 1.06 | HOLD |
USNA | LONG | 66.96 | 3.14 | HOLD | |
VALE | SHORT | 14.70 | 1.03 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.78 | ||||
SHORTS | 0.92 | ||||
TOTAL | -0.14 | ||||
S&P 500 | 0.87 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 3445660763971.15 | 1388367121408.52 | -19.73 | 0.00 | 228613.29 |
S&P 500 | 28.23 | 5.16 | -18.61 | 2.25 | 0.62 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, June 6, 2013
06-Jun-2013 Daily performance
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