SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.62 | -0.97 | HOLD | |
AHS | LONG | 14.53 | -1.36 | HOLD | |
ATVI | SHORT | 14.18 | -0.14 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.06 | -0.46 | HOLD |
BHP | SHORT | 61.99 | -0.74 | HOLD | |
C | SHORT | 49.44 | -1.02 | HOLD | |
CEF | SHORT | 15.65 | 0.77 | HOLD | |
CIT | SHORT | 45.39 | -0.85 | HOLD | |
CLR | SHORT | 85.58 | 1.24 | HOLD | |
DEST | LONG | 24.65 | -0.28 | HOLD | |
ESI | LONG | 27.66 | 1.69 | HOLD | |
FRED | LONG | 15.77 | -2.05 | HOLD | |
GLP | LONG | 37.21 | 1.81 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.32 | -2.25 | HOLD |
HBC | SHORT | 53.94 | 0.04 | HOLD | |
HOTT | LONG | 14.00 | 0.07 | HOLD | |
ICFI | LONG | 30.37 | 0.46 | HOLD | |
IMKTA | LONG | 22.71 | -2.11 | HOLD | |
INWK | LONG | 10.60 | 2.81 | HOLD | |
ISBC | SHORT | 19.86 | -1.88 | HOLD | |
KMR | SHORT | 80.07 | -0.74 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.38 | -0.07 | HOLD |
KOP | LONG | 41.36 | -0.19 | HOLD | |
KRNY | SHORT | 9.96 | 0.61 | HOLD | |
LINE | SHORT | 32.69 | -1.03 | HOLD | |
MT | SHORT | 11.87 | -1.82 | HOLD | |
MYE | LONG | 15.26 | -0.20 | HOLD | |
NSH | SHORT | 25.03 | -1.53 | HOLD | |
NSIT | LONG | 18.97 | -1.30 | HOLD | |
NVS | SHORT | 72.59 | 0.82 | HOLD | |
O | SHORT | 43.09 | -1.37 | HOLD | |
ONB | SHORT | 13.21 | -0.90 | HOLD | |
OZM | SHORT | 10.58 | -1.12 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 15.68 | -3.15 | HOLD |
RJET | LONG | 10.30 | -0.58 | HOLD | |
SAFM | LONG | 70.46 | -0.94 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.01 | 0.48 | HOLD |
SPTN | LONG | 18.63 | -2.87 | HOLD | |
STM | SHORT | 9.35 | -1.99 | HOLD | |
TECD | LONG | 49.18 | -0.14 | HOLD | |
TFSL | SHORT | 11.08 | 0.54 | HOLD | |
TITN | Construction Services | LONG | 20.06 | -1.23 | HOLD |
TKC | Communications Services | SHORT | 14.88 | 8.93 | HOLD |
USB | Regional Banks | SHORT | 35.40 | -0.03 | HOLD |
USNA | LONG | 69.49 | -1.40 | HOLD | |
VALE | SHORT | 13.71 | -1.93 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.53 | ||||
SHORTS | -0.29 | ||||
TOTAL | -0.24 | ||||
S&P 500 | -0.80 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -23.87 | 10.50 | -45.18 | -1.07 | -0.25 |
S&P 500 | 27.53 | 5.25 | -18.61 | 2.14 | 0.61 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 12, 2013
12-Jun-2013 Daily performance
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