SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.50 | -0.49 | HOLD | |
AHS | LONG | 14.80 | 1.86 | HOLD | |
ATVI | SHORT | 14.51 | 2.33 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.21 | 1.15 | HOLD |
BHP | SHORT | 63.60 | 2.60 | HOLD | |
BPOP | Regional Banks | SHORT | 29.12 | 2.07 | SHORT |
C | SHORT | 50.29 | 1.72 | HOLD | |
CEF | SHORT | 15.56 | -0.58 | HOLD | |
CIT | SHORT | 46.28 | 1.96 | HOLD | |
CLR | SHORT | 87.56 | 2.31 | COVER | |
DEST | LONG | 24.83 | 0.73 | HOLD | |
ESI | LONG | 27.43 | -0.83 | HOLD | |
FRED | LONG | 15.92 | 0.95 | HOLD | |
GLP | LONG | 37.80 | 1.59 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.36 | 1.64 | HOLD |
HBC | SHORT | 54.52 | 1.08 | HOLD | |
HOTT | LONG | 14.00 | 0.00 | HOLD | |
ICFI | LONG | 30.77 | 1.32 | HOLD | |
IMKTA | LONG | 23.29 | 2.55 | HOLD | |
INWK | LONG | 10.91 | 2.92 | HOLD | |
ISBC | SHORT | 20.15 | 1.46 | HOLD | |
KMR | SHORT | 81.34 | 1.59 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.66 | 1.95 | HOLD |
KOP | LONG | 41.42 | 0.15 | HOLD | |
KRNY | SHORT | 10.19 | 2.31 | HOLD | |
LINE | SHORT | 31.77 | -2.81 | HOLD | |
MT | SHORT | 12.28 | 3.45 | HOLD | |
MYE | LONG | 15.54 | 1.83 | SELL | |
NSH | SHORT | 25.45 | 1.68 | HOLD | |
NSIT | LONG | 19.37 | 2.11 | HOLD | |
NVS | SHORT | 72.77 | 0.25 | HOLD | |
O | SHORT | 44.10 | 2.34 | HOLD | |
ONB | SHORT | 13.45 | 1.82 | HOLD | |
OZM | SHORT | 10.90 | 3.02 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 16.36 | 4.34 | HOLD |
PBY | LONG | 12.00 | -0.41 | BUY | |
RJET | LONG | 10.49 | 1.84 | HOLD | |
SAFM | LONG | 70.02 | -0.62 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.04 | 0.10 | HOLD |
SPTN | LONG | 19.44 | 4.35 | HOLD | |
STM | SHORT | 9.62 | 2.89 | HOLD | |
TECD | LONG | 49.69 | 1.04 | HOLD | |
TFSL | SHORT | 11.05 | -0.27 | HOLD | |
TITN | Construction Services | LONG | 20.63 | 2.84 | HOLD |
TKC | Communications Services | SHORT | 14.84 | -0.27 | HOLD |
USB | Regional Banks | SHORT | 35.46 | 0.17 | HOLD |
USNA | LONG | 72.79 | 4.75 | HOLD | |
VALE | SHORT | 14.47 | 5.54 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.55 | ||||
SHORTS | 1.61 | ||||
TOTAL | -0.06 | ||||
S&P 500 | 1.52 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 11.97 | 26.40 | -45.18 | 0.19 | 0.11 |
S&P 500 | 29.44 | 5.14 | -18.61 | 2.33 | 0.64 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, June 13, 2013
13-Jun-2013 Daily performance
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