SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.79 | 0.20 | HOLD | |
AHS | LONG | 14.51 | 4.31 | HOLD | |
ATVI | SHORT | 14.59 | -0.95 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.27 | 0.45 | HOLD |
BHP | SHORT | 62.60 | -1.06 | HOLD | |
BPOP | Regional Banks | SHORT | 28.69 | -0.38 | HOLD |
C | SHORT | 50.01 | 1.32 | HOLD | |
CEF | SHORT | 15.29 | -1.61 | HOLD | |
CIT | SHORT | 47.56 | 1.95 | HOLD | |
DENN | Restaurants | LONG | 5.91 | 0.85 | HOLD |
DEST | LONG | 25.70 | 0.86 | HOLD | |
ESI | LONG | 25.50 | -2.37 | HOLD | |
FRED | LONG | 16.25 | 0.81 | HOLD | |
GLP | LONG | 38.84 | 1.62 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.03 | 2.20 | HOLD |
HBC | SHORT | 54.53 | 1.38 | HOLD | |
ICFI | LONG | 31.14 | 1.83 | HOLD | |
IMKTA | LONG | 23.58 | 4.85 | HOLD | |
INWK | LONG | 11.47 | 1.68 | HOLD | |
ISBC | SHORT | 20.38 | 2.36 | HOLD | |
KMR | SHORT | 80.33 | -0.01 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.47 | 0.35 | HOLD |
KOP | LONG | 41.50 | 1.02 | HOLD | |
KRNY | SHORT | 10.15 | 0.10 | HOLD | |
LINE | SHORT | 31.59 | 3.51 | HOLD | |
MT | SHORT | 12.23 | 0.82 | HOLD | |
NSH | SHORT | 25.61 | 0.95 | HOLD | |
NSIT | LONG | 18.93 | 1.50 | HOLD | |
NVS | SHORT | 73.12 | -0.23 | HOLD | |
O | SHORT | 44.68 | 0.93 | HOLD | |
ONB | SHORT | 13.40 | 1.82 | HOLD | |
OZM | SHORT | 10.99 | 0.00 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 15.38 | -1.66 | HOLD |
PBY | LONG | 12.11 | 1.34 | HOLD | |
RJET | LONG | 11.46 | 3.90 | HOLD | |
SAFM | LONG | 67.53 | -1.92 | HOLD | |
SLV | Misc. Financial Services | SHORT | 20.88 | -1.04 | HOLD |
SPTN | LONG | 19.11 | 1.65 | HOLD | |
STM | SHORT | 9.89 | 1.85 | HOLD | |
TECD | LONG | 49.23 | 0.31 | HOLD | |
TFSL | SHORT | 11.10 | -0.36 | HOLD | |
TITN | Construction Services | LONG | 19.88 | 0.20 | HOLD |
TKC | Communications Services | SHORT | 14.74 | -0.41 | HOLD |
USB | Regional Banks | SHORT | 35.35 | 0.34 | HOLD |
USNA | LONG | 74.58 | 1.77 | HOLD | |
VALE | SHORT | 14.31 | 1.06 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.28 | ||||
SHORTS | 0.44 | ||||
TOTAL | 0.84 | ||||
S&P 500 | 0.75 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 3661079702339.95 | 1421102596372.37 | -17.98 | 0.00 | 221830.62 |
S&P 500 | 30.59 | 5.12 | -18.61 | 2.41 | 0.66 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, June 18, 2013
18-Jun-2013 Daily performance
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