SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.75 | 0.65 | HOLD | |
AHS | LONG | 15.40 | 0.46 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.28 | 1.68 | HOLD |
BHP | SHORT | 56.41 | 0.16 | HOLD | |
BLT | LONG | 11.75 | -1.34 | HOLD | |
BLX | SHORT | 23.15 | 0.70 | HOLD | |
BPOP | Regional Banks | SHORT | 32.26 | 1.45 | HOLD |
C | SHORT | 49.52 | 2.04 | HOLD | |
CEF | SHORT | 13.70 | 2.24 | HOLD | |
CIT | SHORT | 48.81 | 0.43 | HOLD | |
DENN | Restaurants | LONG | 5.77 | -0.69 | HOLD |
DEST | LONG | 27.29 | 2.79 | HOLD | |
ESI | LONG | 24.60 | 1.23 | HOLD | |
FRED | LONG | 16.64 | 3.23 | HOLD | |
GLP | LONG | 39.43 | 1.60 | HOLD | |
GPI | Retail (Specialty) | LONG | 66.95 | 1.26 | HOLD |
HBC | SHORT | 53.68 | 0.09 | HOLD | |
ICFI | LONG | 32.49 | 0.28 | HOLD | |
INWK | LONG | 11.17 | 0.18 | HOLD | |
ISBC | SHORT | 22.33 | -0.40 | HOLD | |
KMR | SHORT | 85.25 | 1.19 | HOLD | |
KNL | Furniture and Fixtures | LONG | 14.80 | 0.34 | HOLD |
KOP | LONG | 39.11 | 0.28 | HOLD | |
KRNY | SHORT | 10.77 | -1.10 | HOLD | |
LINE | SHORT | 25.13 | 8.28 | HOLD | |
MT | SHORT | 11.32 | 1.16 | HOLD | |
NSH | SHORT | 25.40 | -2.01 | HOLD | |
NSIT | LONG | 18.99 | -0.63 | HOLD | |
NVS | SHORT | 71.06 | 0.48 | HOLD | |
O | SHORT | 42.65 | -0.02 | HOLD | |
ONB | SHORT | 14.69 | -0.34 | HOLD | |
OZM | SHORT | 10.74 | 0.75 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 12.13 | -0.98 | HOLD |
PBY | LONG | 12.18 | 2.78 | HOLD | |
RJET | LONG | 11.59 | 2.11 | HOLD | |
SAFM | LONG | 68.93 | 1.41 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.41 | 1.10 | HOLD |
SPTN | LONG | 19.88 | 2.53 | HOLD | |
STRA | LONG | 48.79 | -3.31 | HOLD | |
TECD | LONG | 48.09 | -1.19 | HOLD | |
TFSL | SHORT | 11.61 | 1.66 | HOLD | |
TKC | Communications Services | SHORT | 14.42 | 0.63 | HOLD |
USB | Regional Banks | SHORT | 37.05 | 0.79 | HOLD |
USNA | LONG | 75.30 | 1.77 | HOLD | |
VALE | SHORT | 12.70 | 0.55 | HOLD | |
VLY | SHORT | 9.83 | -0.20 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.75 | ||||
SHORTS | 0.81 | ||||
TOTAL | -0.06 | ||||
S&P 500 | 0.57 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -13.30 | 10.12 | -39.44 | -0.58 | -0.15 |
S&P 500 | 29.23 | 5.22 | -18.61 | 2.21 | 0.62 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, July 8, 2013
08-Jul-2013 Daily performance
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