SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.74 | 2.49 | HOLD | |
AHS | LONG | 13.91 | -3.00 | HOLD | |
ATVI | SHORT | 14.73 | 1.17 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.21 | 1.07 | HOLD |
BHP | SHORT | 63.27 | 0.78 | HOLD | |
BPOP | Regional Banks | SHORT | 28.80 | 0.17 | HOLD |
C | SHORT | 49.36 | 0.28 | HOLD | |
CEF | SHORT | 15.54 | -1.15 | HOLD | |
CIT | SHORT | 46.65 | 1.92 | HOLD | |
DENN | Restaurants | LONG | 5.86 | -1.35 | HOLD |
DEST | LONG | 25.48 | 3.03 | HOLD | |
ESI | LONG | 26.12 | -1.66 | HOLD | |
FRED | LONG | 16.12 | 2.61 | HOLD | |
GLP | LONG | 38.22 | 0.42 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.63 | 0.14 | HOLD |
HBC | SHORT | 53.79 | 0.90 | HOLD | |
ICFI | LONG | 30.58 | -0.03 | HOLD | |
IMKTA | LONG | 22.49 | -1.49 | HOLD | |
INWK | LONG | 11.28 | 2.08 | HOLD | |
ISBC | SHORT | 19.91 | 0.71 | HOLD | |
KMR | SHORT | 80.34 | 0.44 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.42 | 0.07 | HOLD |
KOP | LONG | 41.08 | 0.24 | HOLD | |
KRNY | SHORT | 10.14 | 2.01 | HOLD | |
LINE | SHORT | 30.52 | -1.77 | HOLD | |
MT | SHORT | 12.13 | -0.49 | HOLD | |
NSH | SHORT | 25.37 | 0.75 | HOLD | |
NSIT | LONG | 18.65 | -1.43 | HOLD | |
NVS | SHORT | 73.29 | 0.89 | HOLD | |
O | SHORT | 44.27 | -1.47 | HOLD | |
ONB | SHORT | 13.16 | 0.46 | HOLD | |
OZM | SHORT | 10.99 | 0.18 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 15.64 | 0.00 | HOLD |
PBY | LONG | 11.95 | -0.08 | HOLD | |
RJET | LONG | 11.03 | 4.35 | HOLD | |
SAFM | LONG | 68.85 | -0.04 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.09 | -1.13 | HOLD |
SPTN | LONG | 18.80 | 0.32 | HOLD | |
STM | SHORT | 9.71 | 2.21 | HOLD | |
TECD | LONG | 49.08 | -0.10 | HOLD | |
TFSL | SHORT | 11.14 | 0.54 | HOLD | |
TITN | Construction Services | LONG | 19.84 | -2.75 | HOLD |
TKC | Communications Services | SHORT | 14.80 | -0.94 | HOLD |
USB | Regional Banks | SHORT | 35.23 | 0.63 | HOLD |
USNA | LONG | 73.28 | -0.84 | HOLD | |
VALE | SHORT | 14.16 | 0.21 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.14 | ||||
SHORTS | 0.34 | ||||
TOTAL | -0.19 | ||||
S&P 500 | 0.81 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 5341823141865.72 | 2092409125095.67 | -17.98 | 0.00 | 266461.60 |
S&P 500 | 29.66 | 5.15 | -18.61 | 2.33 | 0.64 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, June 17, 2013
17-Jun-2013 Daily performance
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