SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.86 | -0.20 | HOLD | |
AHS | LONG | 14.73 | -1.27 | HOLD | |
ATVI | SHORT | 14.20 | -2.41 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.12 | -1.35 | HOLD |
BHP | SHORT | 62.45 | -1.85 | HOLD | |
C | SHORT | 49.95 | -3.81 | HOLD | |
CEF | SHORT | 15.53 | -1.40 | HOLD | |
CIT | SHORT | 45.78 | -2.03 | HOLD | |
CLR | SHORT | 84.53 | -1.31 | HOLD | |
DEST | LONG | 24.72 | -1.32 | HOLD | |
ESI | LONG | 27.20 | -2.09 | HOLD | |
FRED | LONG | 16.10 | -1.11 | HOLD | |
GLP | LONG | 36.55 | 0.99 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.78 | -1.10 | HOLD |
HBC | SHORT | 53.92 | -1.17 | HOLD | |
HOTT | LONG | 13.99 | 0.00 | HOLD | |
ICFI | LONG | 30.23 | -1.14 | HOLD | |
IMKTA | LONG | 23.20 | -0.34 | HOLD | |
INWK | LONG | 10.31 | -1.62 | HOLD | |
ISBC | SHORT | 20.24 | -0.83 | HOLD | |
KMR | SHORT | 80.67 | -1.42 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.51 | -2.75 | HOLD |
KOP | LONG | 41.44 | -2.01 | HOLD | |
KRNY | SHORT | 9.90 | -1.00 | HOLD | |
LINE | SHORT | 33.03 | -2.13 | HOLD | |
MT | SHORT | 12.09 | -2.89 | HOLD | |
MYE | LONG | 15.38 | -1.66 | HOLD | |
NSH | SHORT | 25.42 | -2.83 | HOLD | |
NSIT | LONG | 19.22 | -1.84 | HOLD | |
NVS | SHORT | 72.00 | -0.79 | HOLD | |
O | SHORT | 43.69 | -1.53 | HOLD | |
ONB | SHORT | 13.33 | -1.48 | HOLD | |
OZM | SHORT | 10.70 | -2.28 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 16.19 | -2.76 | HOLD |
RJET | LONG | 10.36 | 0.78 | HOLD | |
SAFM | LONG | 71.13 | -0.07 | HOLD | |
SLV | Misc. Financial Services | SHORT | 20.91 | -1.18 | HOLD |
SPTN | LONG | 19.18 | -2.59 | HOLD | |
STM | SHORT | 9.54 | -0.93 | HOLD | |
TECD | LONG | 49.25 | -0.85 | HOLD | |
TFSL | SHORT | 11.02 | -0.27 | HOLD | |
TITN | Construction Services | LONG | 20.31 | -0.44 | HOLD |
TKC | Communications Services | SHORT | 13.66 | -1.87 | HOLD |
USB | Regional Banks | SHORT | 35.41 | -0.51 | HOLD |
USNA | LONG | 70.48 | 1.08 | HOLD | |
VALE | SHORT | 13.98 | -2.13 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.93 | ||||
SHORTS | -1.69 | ||||
TOTAL | 0.76 | ||||
S&P 500 | -1.03 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -23.64 | 10.55 | -45.18 | -1.06 | -0.25 |
S&P 500 | 28.57 | 5.18 | -18.61 | 2.25 | 0.63 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, June 11, 2013
11-Jun-2013 Daily performance
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