SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.26 | -0.74 | HOLD | |
AHS | LONG | 15.00 | -0.66 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 12.83 | -0.54 | HOLD |
BHP | SHORT | 56.58 | -2.16 | HOLD | |
BLT | LONG | 11.70 | -0.26 | HOLD | |
BLX | SHORT | 22.80 | 1.24 | HOLD | |
BPOP | Regional Banks | SHORT | 31.00 | -0.06 | HOLD |
C | SHORT | 47.67 | -1.00 | HOLD | |
CEF | SHORT | 13.83 | 1.32 | HOLD | |
CIT | SHORT | 48.01 | 0.40 | HOLD | |
DENN | Restaurants | LONG | 5.73 | 1.96 | HOLD |
DEST | LONG | 26.19 | 1.51 | HOLD | |
ESI | LONG | 24.21 | -2.02 | HOLD | |
FRED | LONG | 15.81 | 0.44 | HOLD | |
GLP | LONG | 38.45 | -2.29 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.30 | 0.46 | HOLD |
HBC | SHORT | 52.20 | -0.72 | HOLD | |
ICFI | LONG | 32.68 | 2.48 | HOLD | |
INWK | LONG | 11.19 | -2.01 | HOLD | |
ISBC | SHORT | 21.69 | 0.28 | HOLD | |
KMR | SHORT | 84.25 | -0.48 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.38 | 0.84 | HOLD |
KOP | LONG | 38.79 | -0.03 | HOLD | |
KRNY | SHORT | 10.49 | 1.35 | HOLD | |
LINE | SHORT | 22.79 | -15.75 | HOLD | |
MT | SHORT | 11.06 | -1.34 | HOLD | |
NSH | SHORT | 26.01 | -1.25 | HOLD | |
NSIT | LONG | 18.55 | 1.03 | HOLD | |
NVS | SHORT | 70.72 | 0.08 | HOLD | |
O | SHORT | 43.36 | 0.30 | HOLD | |
ONB | SHORT | 14.34 | 0.84 | HOLD | |
OZM | SHORT | 10.56 | -0.75 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.05 | 1.87 | HOLD |
PBY | LONG | 11.65 | -0.26 | HOLD | |
RJET | LONG | 11.31 | -1.48 | HOLD | |
SAFM | LONG | 66.88 | 0.00 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.02 | 1.83 | HOLD |
SPTN | LONG | 19.19 | 0.42 | HOLD | |
STRA | LONG | 49.64 | 1.37 | HOLD | |
TECD | LONG | 47.57 | 0.11 | HOLD | |
TFSL | SHORT | 11.25 | 0.00 | HOLD | |
TKC | Communications Services | SHORT | 14.15 | -3.02 | HOLD |
USB | Regional Banks | SHORT | 36.35 | 0.14 | HOLD |
USNA | LONG | 73.23 | 1.74 | HOLD | |
VALE | SHORT | 12.74 | -1.01 | HOLD | |
VLY | SHORT | 9.55 | 0.21 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.12 | ||||
SHORTS | -0.73 | ||||
TOTAL | 0.85 | ||||
S&P 500 | 0.04 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -14.01 | 10.00 | -39.52 | -0.62 | -0.16 |
S&P 500 | 27.13 | 5.39 | -18.61 | 2.00 | 0.58 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, July 3, 2013
03-Jul-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment