SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.29 | -2.02 | HOLD | |
AHS | LONG | 14.05 | -3.17 | HOLD | |
ATVI | SHORT | 14.22 | -2.52 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.19 | -0.60 | HOLD |
BHP | SHORT | 60.86 | -2.78 | HOLD | |
BPOP | Regional Banks | SHORT | 28.83 | 0.49 | HOLD |
C | SHORT | 49.53 | -0.96 | HOLD | |
CEF | SHORT | 15.14 | -0.98 | HOLD | |
CIT | SHORT | 47.55 | -0.02 | HOLD | |
DENN | Restaurants | LONG | 5.82 | -1.61 | HOLD |
DEST | LONG | 25.56 | -0.54 | HOLD | |
ESI | LONG | 24.73 | -3.02 | HOLD | |
FRED | LONG | 15.99 | -1.60 | HOLD | |
GLP | LONG | 38.49 | -0.90 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.45 | 0.65 | HOLD |
HBC | SHORT | 53.29 | -2.27 | HOLD | |
ICFI | LONG | 30.90 | -0.77 | HOLD | |
IMKTA | LONG | 24.00 | 1.78 | SELL | |
INWK | LONG | 11.46 | -0.09 | HOLD | |
ISBC | SHORT | 20.48 | 0.49 | HOLD | |
KMR | SHORT | 79.40 | -1.16 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.07 | -2.76 | HOLD |
KOP | LONG | 40.89 | -1.47 | HOLD | |
KRNY | SHORT | 10.11 | -0.39 | HOLD | |
LINE | SHORT | 33.03 | 4.56 | HOLD | |
MT | SHORT | 11.92 | -2.53 | HOLD | |
NSH | SHORT | 25.37 | -0.94 | HOLD | |
NSIT | LONG | 18.36 | -3.01 | HOLD | |
NVS | SHORT | 71.99 | -1.55 | HOLD | |
O | SHORT | 43.45 | -2.75 | HOLD | |
ONB | SHORT | 13.44 | 0.30 | HOLD | |
OZM | SHORT | 10.75 | -2.18 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 14.76 | -4.06 | HOLD |
PBY | LONG | 11.93 | -1.49 | HOLD | |
RJET | LONG | 11.44 | -0.17 | HOLD | |
SAFM | LONG | 67.65 | 0.18 | HOLD | |
SLV | Misc. Financial Services | SHORT | 20.62 | -1.25 | HOLD |
SPTN | LONG | 18.52 | -3.09 | HOLD | |
STM | SHORT | 9.74 | -1.52 | HOLD | |
STRA | LONG | 50.94 | -1.85 | BUY | |
TECD | LONG | 48.72 | -1.04 | HOLD | |
TFSL | SHORT | 11.00 | -0.90 | HOLD | |
TITN | Construction Services | LONG | 19.58 | -1.51 | HOLD |
TKC | Communications Services | SHORT | 14.72 | -0.14 | HOLD |
USB | Regional Banks | SHORT | 35.19 | -0.45 | HOLD |
USNA | LONG | 72.96 | -2.17 | HOLD | |
VALE | SHORT | 13.98 | -2.31 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.32 | ||||
SHORTS | -1.06 | ||||
TOTAL | -0.27 | ||||
S&P 500 | -1.33 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 3651691025095.82 | 1422112633577.28 | -17.98 | 0.00 | 217550.11 |
S&P 500 | 28.90 | 5.21 | -18.61 | 2.24 | 0.63 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 19, 2013
19-Jun-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment