SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.10 | 1.05 | HOLD | |
AHS | LONG | 14.23 | 1.21 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 12.67 | 3.01 | HOLD |
BHP | SHORT | 58.10 | 1.25 | HOLD | |
BLT | LONG | 11.99 | -2.12 | HOLD | |
BLX | SHORT | 22.43 | 2.33 | HOLD | |
BPOP | Regional Banks | SHORT | 29.56 | 2.04 | HOLD |
C | SHORT | 47.00 | 3.43 | HOLD | |
CEF | SHORT | 13.77 | -0.86 | HOLD | |
CIT | SHORT | 45.29 | 2.21 | HOLD | |
DENN | Restaurants | LONG | 5.42 | 1.31 | HOLD |
DEST | LONG | 24.32 | -2.33 | HOLD | |
ESI | LONG | 24.16 | 5.69 | HOLD | |
FRED | LONG | 15.30 | 0.41 | HOLD | |
GLP | LONG | 38.82 | 3.38 | HOLD | |
GPI | Retail (Specialty) | LONG | 61.23 | 0.54 | HOLD |
HBC | SHORT | 52.04 | 2.68 | HOLD | |
ICFI | LONG | 30.76 | -0.26 | HOLD | |
INWK | LONG | 11.14 | -1.15 | HOLD | |
ISBC | SHORT | 20.60 | 1.58 | HOLD | |
KMR | SHORT | 80.56 | 3.41 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.31 | 0.92 | HOLD |
KOP | LONG | 38.20 | 1.41 | HOLD | |
KRNY | SHORT | 10.07 | 0.40 | HOLD | |
LINE | SHORT | 34.21 | 2.09 | HOLD | |
MT | SHORT | 11.41 | 2.15 | HOLD | |
NSH | SHORT | 26.04 | 6.98 | HOLD | |
NSIT | LONG | 17.11 | 0.12 | HOLD | |
NVS | SHORT | 68.91 | 0.72 | HOLD | |
O | SHORT | 41.28 | 1.20 | HOLD | |
ONB | SHORT | 13.70 | 2.32 | HOLD | |
OZM | SHORT | 10.39 | 3.90 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.43 | 0.83 | HOLD |
PBY | LONG | 11.14 | -0.09 | HOLD | |
RJET | LONG | 11.30 | 1.35 | HOLD | |
SAFM | LONG | 65.45 | 0.96 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.92 | -0.26 | HOLD |
SPTN | LONG | 18.19 | -0.55 | HOLD | |
STRA | LONG | 49.39 | 1.31 | HOLD | |
TECD | LONG | 46.51 | 0.91 | HOLD | |
TFSL | SHORT | 10.93 | 2.25 | HOLD | |
TKC | Communications Services | SHORT | 13.86 | 1.17 | HOLD |
USB | Regional Banks | SHORT | 35.94 | 1.55 | HOLD |
USNA | LONG | 71.16 | -0.08 | HOLD | |
VALE | SHORT | 13.34 | 3.09 | HOLD | |
VLY | SHORT | 9.45 | 2.94 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.66 | ||||
SHORTS | 2.10 | ||||
TOTAL | -1.43 | ||||
S&P 500 | 0.96 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 5759581437011.61 | 2257732868502.31 | -17.59 | 0.00 | 251677.37 |
S&P 500 | 25.00 | 5.58 | -18.61 | 1.81 | 0.54 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, June 25, 2013
25-Jun-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment