SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.10 | -0.37 | HOLD | |
AHS | LONG | 14.40 | 2.93 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 12.69 | -1.51 | HOLD |
BHP | SHORT | 58.92 | 1.10 | HOLD | |
BLT | LONG | 12.53 | 0.56 | HOLD | |
BLX | SHORT | 22.29 | 1.00 | HOLD | |
BPOP | Regional Banks | SHORT | 29.06 | 1.08 | HOLD |
C | SHORT | 46.87 | -2.15 | HOLD | |
CEF | SHORT | 14.11 | 1.36 | HOLD | |
CIT | SHORT | 46.16 | -1.33 | HOLD | |
DENN | Restaurants | LONG | 5.39 | -1.46 | HOLD |
DEST | LONG | 25.20 | 0.04 | HOLD | |
ESI | LONG | 23.54 | -5.58 | HOLD | |
FRED | LONG | 15.28 | -1.16 | HOLD | |
GLP | LONG | 37.87 | 0.19 | HOLD | |
GPI | Retail (Specialty) | LONG | 61.79 | -0.80 | HOLD |
HBC | SHORT | 51.39 | -0.04 | HOLD | |
ICFI | LONG | 31.09 | 0.45 | HOLD | |
INWK | LONG | 11.53 | 1.59 | HOLD | |
ISBC | SHORT | 20.48 | 0.59 | HOLD | |
KMR | SHORT | 77.57 | 0.17 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.15 | 3.97 | HOLD |
KOP | LONG | 39.26 | -0.62 | HOLD | |
KRNY | SHORT | 10.14 | 1.60 | HOLD | |
LINE | SHORT | 33.69 | 1.14 | HOLD | |
MT | SHORT | 11.53 | -0.52 | HOLD | |
NSH | SHORT | 24.42 | -1.57 | HOLD | |
NSIT | LONG | 17.56 | 0.17 | HOLD | |
NVS | SHORT | 69.60 | -0.59 | HOLD | |
O | SHORT | 40.83 | -0.46 | HOLD | |
ONB | SHORT | 13.46 | 1.74 | HOLD | |
OZM | SHORT | 10.17 | 0.10 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.80 | -1.92 | HOLD |
PBY | LONG | 11.30 | -2.50 | HOLD | |
RJET | LONG | 11.41 | 1.33 | HOLD | |
SAFM | LONG | 64.64 | -0.90 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.39 | 2.24 | HOLD |
SPTN | LONG | 18.60 | 1.97 | HOLD | |
STRA | LONG | 49.37 | -1.75 | HOLD | |
TECD | LONG | 46.97 | -0.93 | HOLD | |
TFSL | SHORT | 10.83 | -0.37 | HOLD | |
TKC | Communications Services | SHORT | 14.17 | 0.64 | HOLD |
USB | Regional Banks | SHORT | 35.57 | 1.45 | HOLD |
USNA | LONG | 71.90 | 2.74 | HOLD | |
VALE | SHORT | 13.65 | 0.29 | HOLD | |
VLY | SHORT | 9.05 | 1.57 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.01 | ||||
SHORTS | 0.22 | ||||
TOTAL | -0.23 | ||||
S&P 500 | 0.32 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 68088.81 | 20884.49 | -19.39 | 0.08 | 81.99 |
S&P 500 | 25.39 | 5.53 | -18.61 | 1.86 | 0.55 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, June 21, 2013
21-Jun-2013 Daily performance
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