SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.44 | -0.57 | HOLD | |
AHS | LONG | 15.10 | -0.13 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 12.90 | -0.23 | HOLD |
BHP | SHORT | 57.83 | -0.05 | HOLD | |
BLT | LONG | 11.73 | -0.59 | HOLD | |
BLX | SHORT | 22.52 | -0.22 | HOLD | |
BPOP | Regional Banks | SHORT | 31.02 | 0.13 | HOLD |
C | SHORT | 48.15 | -0.21 | HOLD | |
CEF | SHORT | 13.65 | -0.58 | HOLD | |
CIT | SHORT | 47.82 | 0.50 | HOLD | |
DENN | Restaurants | LONG | 5.62 | -1.75 | HOLD |
DEST | LONG | 25.80 | 1.49 | HOLD | |
ESI | LONG | 24.71 | -1.04 | HOLD | |
FRED | LONG | 15.74 | 0.45 | HOLD | |
GLP | LONG | 39.35 | -3.20 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.00 | 0.17 | HOLD |
HBC | SHORT | 52.58 | -0.32 | HOLD | |
ICFI | LONG | 31.89 | -0.37 | HOLD | |
INWK | LONG | 11.42 | 2.88 | HOLD | |
ISBC | SHORT | 21.63 | 1.22 | HOLD | |
KMR | SHORT | 84.66 | -0.02 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.26 | -2.60 | HOLD |
KOP | LONG | 38.80 | -0.28 | HOLD | |
KRNY | SHORT | 10.35 | 0.00 | HOLD | |
LINE | SHORT | 27.05 | -18.74 | HOLD | |
MT | SHORT | 11.21 | -0.97 | HOLD | |
NSH | SHORT | 26.34 | -3.76 | HOLD | |
NSIT | LONG | 18.36 | -0.70 | HOLD | |
NVS | SHORT | 70.66 | -0.30 | HOLD | |
O | SHORT | 43.23 | 3.30 | HOLD | |
ONB | SHORT | 14.22 | 0.49 | HOLD | |
OZM | SHORT | 10.64 | -0.75 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 12.81 | -3.61 | HOLD |
PBY | LONG | 11.68 | -1.02 | HOLD | |
RJET | LONG | 11.48 | -0.78 | HOLD | |
SAFM | LONG | 66.88 | -1.95 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.67 | -1.37 | HOLD |
SPTN | LONG | 19.11 | 2.82 | HOLD | |
STRA | LONG | 48.97 | -1.63 | HOLD | |
TECD | LONG | 47.52 | 0.00 | HOLD | |
TFSL | SHORT | 11.25 | 0.00 | HOLD | |
TKC | Communications Services | SHORT | 14.59 | -1.08 | HOLD |
USB | Regional Banks | SHORT | 36.30 | -0.03 | HOLD |
USNA | LONG | 71.98 | -1.18 | HOLD | |
VALE | SHORT | 12.87 | -2.72 | HOLD | |
VLY | SHORT | 9.53 | -0.63 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.47 | ||||
SHORTS | -1.20 | ||||
TOTAL | 0.72 | ||||
S&P 500 | -0.18 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -14.73 | 9.85 | -39.52 | -0.67 | -0.17 |
S&P 500 | 26.97 | 5.40 | -18.61 | 1.99 | 0.58 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, July 2, 2013
02-Jul-2013 Daily performance
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