SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.19 | -0.41 | HOLD | |
AHS | LONG | 13.99 | -0.43 | HOLD | |
ATVI | SHORT | 13.88 | -2.46 | COVER | |
BAC | SandLs/Savings Banks | SHORT | 12.89 | -2.27 | HOLD |
BHP | SHORT | 58.28 | -4.24 | HOLD | |
BLT | LONG | 12.46 | -1.81 | BUY | |
BLX | SHORT | 22.07 | -1.39 | SHORT | |
BPOP | Regional Banks | SHORT | 28.75 | -0.21 | HOLD |
C | SHORT | 47.90 | -3.29 | HOLD | |
CEF | SHORT | 13.92 | -8.06 | HOLD | |
CIT | SHORT | 46.78 | -1.62 | HOLD | |
DENN | Restaurants | LONG | 5.47 | -5.85 | HOLD |
DEST | LONG | 25.19 | -1.33 | HOLD | |
ESI | LONG | 24.93 | 0.73 | HOLD | |
FRED | LONG | 15.46 | -3.19 | HOLD | |
GLP | LONG | 37.80 | -1.79 | HOLD | |
GPI | Retail (Specialty) | LONG | 62.29 | -4.83 | HOLD |
HBC | SHORT | 51.41 | -3.53 | HOLD | |
ICFI | LONG | 30.95 | 0.23 | HOLD | |
INWK | LONG | 11.35 | -0.96 | HOLD | |
ISBC | SHORT | 20.36 | -0.54 | HOLD | |
KMR | SHORT | 77.44 | -2.47 | HOLD | |
KNL | Furniture and Fixtures | LONG | 13.61 | -3.27 | HOLD |
KOP | LONG | 39.57 | -3.23 | HOLD | |
KRNY | SHORT | 9.98 | -1.29 | HOLD | |
LINE | SHORT | 33.31 | 1.00 | HOLD | |
MT | SHORT | 11.59 | -2.77 | HOLD | |
NSH | SHORT | 24.81 | -2.25 | HOLD | |
NSIT | LONG | 17.53 | -4.47 | HOLD | |
NVS | SHORT | 70.01 | -2.63 | HOLD | |
O | SHORT | 41.02 | -5.59 | HOLD | |
ONB | SHORT | 13.23 | -1.56 | HOLD | |
OZM | SHORT | 10.16 | -5.49 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 14.07 | -4.61 | HOLD |
PBY | LONG | 11.59 | -2.85 | HOLD | |
RJET | LONG | 11.26 | -1.75 | HOLD | |
SAFM | LONG | 65.23 | -3.59 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.97 | -7.94 | HOLD |
SPTN | LONG | 18.24 | -1.46 | HOLD | |
STM | SHORT | 9.27 | -4.83 | COVER | |
STRA | LONG | 50.25 | -1.32 | HOLD | |
TECD | LONG | 47.41 | -2.53 | HOLD | |
TFSL | SHORT | 10.89 | -1.00 | HOLD | |
TITN | Construction Services | LONG | 19.69 | 0.64 | SELL |
TKC | Communications Services | SHORT | 14.08 | -4.35 | HOLD |
USB | Regional Banks | SHORT | 35.06 | -0.37 | HOLD |
USNA | LONG | 69.98 | -4.03 | HOLD | |
VALE | SHORT | 13.61 | -2.65 | HOLD | |
VLY | SHORT | 8.91 | 0.22 | SHORT | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.18 | ||||
SHORTS | -3.00 | ||||
TOTAL | 0.82 | ||||
S&P 500 | -2.48 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 155649900.82 | 56812041.20 | -18.37 | 0.00 | 2646.09 |
S&P 500 | 25.65 | 5.50 | -18.61 | 1.89 | 0.56 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, June 20, 2013
20-Jun-2013 Daily performance
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