SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.23 | 0.54 | HOLD | |
AHS | LONG | 14.08 | -1.05 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 12.76 | 0.71 | HOLD |
BHP | SHORT | 57.96 | -0.24 | HOLD | |
BLT | LONG | 11.89 | -0.83 | HOLD | |
BLX | SHORT | 22.30 | -0.58 | HOLD | |
BPOP | Regional Banks | SHORT | 29.64 | 0.27 | HOLD |
C | SHORT | 47.61 | 1.30 | HOLD | |
CEF | SHORT | 13.16 | -4.43 | HOLD | |
CIT | SHORT | 45.87 | 1.28 | HOLD | |
DENN | Restaurants | LONG | 5.47 | 0.92 | HOLD |
DEST | LONG | 23.90 | -1.73 | HOLD | |
ESI | LONG | 23.98 | -0.75 | HOLD | |
FRED | LONG | 15.61 | 2.01 | HOLD | |
GLP | LONG | 37.26 | -4.02 | HOLD | |
GPI | Retail (Specialty) | LONG | 62.05 | 1.34 | HOLD |
HBC | SHORT | 52.18 | 0.27 | HOLD | |
ICFI | LONG | 30.72 | -0.13 | HOLD | |
INWK | LONG | 11.01 | -1.17 | HOLD | |
ISBC | SHORT | 20.92 | 1.55 | HOLD | |
KMR | SHORT | 82.66 | 2.61 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.10 | -1.47 | HOLD |
KOP | LONG | 38.12 | -0.21 | HOLD | |
KRNY | SHORT | 10.19 | 1.19 | HOLD | |
LINE | SHORT | 34.50 | 0.85 | HOLD | |
MT | SHORT | 11.30 | -0.96 | HOLD | |
NSH | SHORT | 27.17 | 4.34 | HOLD | |
NSIT | LONG | 17.03 | -0.47 | HOLD | |
NVS | SHORT | 69.61 | 1.02 | HOLD | |
O | SHORT | 41.83 | 1.33 | HOLD | |
ONB | SHORT | 13.62 | -0.58 | HOLD | |
OZM | SHORT | 10.33 | -0.58 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.67 | 1.79 | HOLD |
PBY | LONG | 11.34 | 1.80 | HOLD | |
RJET | LONG | 11.00 | -2.65 | HOLD | |
SAFM | LONG | 65.56 | 0.17 | HOLD | |
SLV | Misc. Financial Services | SHORT | 17.89 | -5.39 | HOLD |
SPTN | LONG | 18.39 | 1.10 | HOLD | |
STRA | LONG | 47.75 | -3.32 | HOLD | |
TECD | LONG | 46.49 | -0.04 | HOLD | |
TFSL | SHORT | 11.17 | 2.20 | HOLD | |
TKC | Communications Services | SHORT | 14.22 | 2.60 | HOLD |
USB | Regional Banks | SHORT | 35.93 | 0.62 | HOLD |
USNA | LONG | 71.52 | 0.51 | HOLD | |
VALE | SHORT | 13.14 | -1.50 | HOLD | |
VLY | SHORT | 9.26 | -2.01 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.45 | ||||
SHORTS | 0.31 | ||||
TOTAL | -0.76 | ||||
S&P 500 | 0.96 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 5717408986324.69 | 2259572092040.14 | -17.59 | 0.00 | 246296.19 |
S&P 500 | 26.20 | 5.45 | -18.61 | 1.93 | 0.57 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 26, 2013
26-Jun-2013 Daily performance
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