SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.91 | 1.01 | HOLD | |
AHS | LONG | 14.92 | -0.07 | HOLD | |
ATVI | SHORT | 14.55 | -1.22 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.30 | -0.60 | HOLD |
BHP | SHORT | 63.63 | -0.90 | HOLD | |
C | SHORT | 51.93 | 0.64 | HOLD | |
CEF | SHORT | 15.75 | -0.19 | HOLD | |
CIT | SHORT | 46.73 | 0.49 | HOLD | |
CLR | SHORT | 85.65 | 1.25 | HOLD | |
DEST | LONG | 25.05 | 0.72 | HOLD | |
ESI | LONG | 27.78 | 3.58 | HOLD | |
FRED | LONG | 16.28 | 1.06 | HOLD | |
GLP | LONG | 36.19 | 2.96 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.50 | 1.11 | HOLD |
HBC | SHORT | 54.56 | -0.75 | HOLD | |
HOTT | LONG | 13.99 | 0.00 | HOLD | |
ICFI | LONG | 30.58 | 0.66 | HOLD | |
IMKTA | LONG | 23.28 | 3.84 | HOLD | |
INWK | LONG | 10.48 | 2.24 | HOLD | |
ISBC | SHORT | 20.41 | 2.36 | HOLD | |
KMR | SHORT | 81.83 | -1.46 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.92 | 0.74 | HOLD |
KOP | LONG | 42.29 | 1.71 | HOLD | |
KRNY | SHORT | 10.00 | 0.00 | HOLD | |
LINE | SHORT | 33.75 | -0.62 | HOLD | |
MT | SHORT | 12.45 | -0.88 | HOLD | |
MYE | LONG | 15.64 | 1.82 | HOLD | |
NSH | SHORT | 26.16 | -3.79 | HOLD | |
NSIT | LONG | 19.58 | 0.82 | HOLD | |
NVS | SHORT | 72.57 | 0.82 | HOLD | |
O | SHORT | 44.37 | -1.03 | HOLD | |
ONB | SHORT | 13.53 | 0.82 | HOLD | |
OZM | SHORT | 10.95 | 2.62 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 16.65 | 0.00 | HOLD |
RJET | LONG | 10.28 | 1.98 | HOLD | |
SAFM | LONG | 71.18 | 0.17 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.16 | 1.44 | HOLD |
SPTN | LONG | 19.69 | 5.35 | HOLD | |
STM | SHORT | 9.63 | 0.52 | HOLD | |
TECD | LONG | 49.67 | -0.10 | HOLD | |
TFSL | SHORT | 11.05 | 0.27 | HOLD | |
TITN | Construction Services | LONG | 20.40 | 0.00 | HOLD |
TKC | Communications Services | SHORT | 13.92 | -1.07 | HOLD |
USB | Regional Banks | SHORT | 35.59 | -0.78 | HOLD |
USNA | LONG | 69.73 | 2.45 | HOLD | |
VALE | SHORT | 14.29 | -1.52 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.53 | ||||
SHORTS | -0.14 | ||||
TOTAL | 1.67 | ||||
S&P 500 | -0.01 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 3555041011202.10 | 1390814521044.93 | -19.63 | 0.00 | 224370.67 |
S&P 500 | 29.89 | 5.11 | -18.61 | 2.39 | 0.66 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, June 10, 2013
10-Jun-2013 Daily performance
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