SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.14 | -1.47 | HOLD | |
AHS | LONG | 14.34 | -3.11 | HOLD | |
ATVI | SHORT | 14.56 | 0.34 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.07 | -1.06 | HOLD |
BHP | SHORT | 62.78 | -1.29 | HOLD | |
BPOP | Regional Banks | SHORT | 28.75 | -1.27 | HOLD |
C | SHORT | 49.22 | -2.13 | HOLD | |
CEF | SHORT | 15.72 | 1.03 | HOLD | |
CIT | SHORT | 45.77 | -1.10 | HOLD | |
DENN | Restaurants | LONG | 5.94 | -1.33 | BUY |
DEST | LONG | 24.73 | -0.40 | HOLD | |
ESI | LONG | 26.56 | -3.17 | HOLD | |
FRED | LONG | 15.71 | -1.32 | HOLD | |
GLP | LONG | 38.26 | 1.00 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.54 | -1.27 | HOLD |
HBC | SHORT | 53.31 | -2.22 | HOLD | |
HOTT | LONG | 14.00 | 0.00 | SELL | |
ICFI | LONG | 30.59 | -0.58 | HOLD | |
IMKTA | LONG | 22.83 | -1.98 | HOLD | |
INWK | LONG | 11.05 | 1.28 | HOLD | |
ISBC | SHORT | 19.77 | -1.89 | HOLD | |
KMR | SHORT | 79.99 | -1.66 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.41 | -1.71 | HOLD |
KOP | LONG | 40.98 | -1.06 | HOLD | |
KRNY | SHORT | 9.94 | -2.45 | HOLD | |
LINE | SHORT | 31.07 | -2.20 | HOLD | |
MT | SHORT | 12.19 | -0.73 | HOLD | |
NSH | SHORT | 25.18 | -1.06 | HOLD | |
NSIT | LONG | 18.92 | -2.32 | HOLD | |
NVS | SHORT | 72.64 | -0.18 | HOLD | |
O | SHORT | 44.93 | 1.88 | HOLD | |
ONB | SHORT | 13.10 | -2.60 | HOLD | |
OZM | SHORT | 10.97 | 0.64 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 15.64 | -4.40 | HOLD |
PBY | LONG | 11.96 | -0.33 | HOLD | |
RJET | LONG | 10.57 | 0.76 | HOLD | |
SAFM | LONG | 68.88 | -1.63 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.32 | 1.33 | HOLD |
SPTN | LONG | 18.74 | -3.60 | HOLD | |
STM | SHORT | 9.50 | -1.25 | HOLD | |
TECD | LONG | 49.13 | -1.13 | HOLD | |
TFSL | SHORT | 11.08 | 0.27 | HOLD | |
TITN | Construction Services | LONG | 20.40 | -1.11 | HOLD |
TKC | Communications Services | SHORT | 14.94 | 0.67 | HOLD |
USB | Regional Banks | SHORT | 35.01 | -1.27 | HOLD |
USNA | LONG | 73.90 | 1.52 | HOLD | |
VALE | SHORT | 14.13 | -2.35 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.03 | ||||
SHORTS | -1.00 | ||||
TOTAL | -0.03 | ||||
S&P 500 | -0.64 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -24.46 | 10.56 | -45.54 | -1.09 | -0.25 |
S&P 500 | 28.61 | 5.20 | -18.61 | 2.24 | 0.62 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, June 14, 2013
14-Jun-2013 Daily performance
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