SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.66 | 0.08 | HOLD | |
AHS | LONG | 14.93 | 4.26 | HOLD | |
ATVI | SHORT | 14.73 | 0.75 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.38 | 1.36 | HOLD |
BHP | SHORT | 64.21 | -0.97 | HOLD | |
C | SHORT | 51.60 | 1.51 | HOLD | |
CEF | SHORT | 15.78 | -3.01 | HOLD | |
CIT | SHORT | 46.50 | 0.63 | HOLD | |
CLR | SHORT | 84.59 | 1.90 | HOLD | |
DEST | LONG | 24.87 | -1.03 | HOLD | |
ESI | LONG | 26.82 | 8.76 | HOLD | |
FRED | LONG | 16.11 | 0.25 | HOLD | |
GLP | LONG | 35.15 | 3.35 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.78 | 2.40 | HOLD |
HBC | SHORT | 54.97 | 0.31 | HOLD | |
HOTT | LONG | 13.99 | 0.00 | HOLD | |
ICFI | LONG | 30.38 | -0.26 | HOLD | |
IMKTA | LONG | 22.42 | 1.04 | HOLD | |
INWK | LONG | 10.25 | -1.63 | HOLD | |
ISBC | SHORT | 19.94 | -0.45 | HOLD | |
KMR | SHORT | 83.04 | 0.44 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.81 | -0.47 | HOLD |
KOP | LONG | 41.58 | 0.56 | HOLD | |
KRNY | SHORT | 10.00 | -0.99 | HOLD | |
LINE | SHORT | 33.96 | 2.35 | HOLD | |
MT | SHORT | 12.56 | 0.40 | HOLD | |
MYE | LONG | 15.36 | 2.33 | HOLD | |
NSH | SHORT | 27.19 | 1.61 | HOLD | |
NSIT | LONG | 19.42 | -1.97 | HOLD | |
NVS | SHORT | 71.98 | 0.71 | HOLD | |
O | SHORT | 44.83 | -1.28 | HOLD | |
ONB | SHORT | 13.42 | 0.15 | HOLD | |
OZM | SHORT | 10.67 | 1.23 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 16.65 | -3.31 | HOLD |
RJET | LONG | 10.08 | 3.07 | HOLD | |
SAFM | LONG | 71.06 | 3.41 | HOLD | |
SLV | Misc. Financial Services | SHORT | 20.85 | -4.92 | HOLD |
SPTN | LONG | 18.69 | 1.41 | HOLD | |
STM | SHORT | 9.58 | -1.03 | HOLD | |
TECD | LONG | 49.72 | 0.40 | HOLD | |
TFSL | SHORT | 11.02 | 0.00 | HOLD | |
TITN | Construction Services | LONG | 20.40 | -1.64 | HOLD |
TKC | Communications Services | SHORT | 14.07 | 0.29 | HOLD |
USB | Regional Banks | SHORT | 35.87 | 1.38 | HOLD |
USNA | LONG | 68.06 | 1.64 | HOLD | |
VALE | SHORT | 14.51 | -1.29 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.24 | ||||
SHORTS | -0.09 | ||||
TOTAL | 1.32 | ||||
S&P 500 | 1.25 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 3491562783001.87 | 1388779507012.85 | -19.73 | 0.00 | 225641.97 |
S&P 500 | 29.88 | 5.10 | -18.61 | 2.40 | 0.66 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, June 7, 2013
07-Jun-2013 Daily performance
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