SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 24.75 | 0.00 | HOLD | |
AHS | LONG | 15.40 | 0.00 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.53 | 1.88 | HOLD |
BHP | SHORT | 58.69 | 4.04 | HOLD | |
BLT | LONG | 11.94 | 1.62 | HOLD | |
BLX | SHORT | 23.41 | 1.12 | HOLD | |
BPOP | Regional Banks | SHORT | 32.63 | 1.15 | HOLD |
C | SHORT | 50.21 | 1.39 | HOLD | |
CEF | SHORT | 13.66 | -0.29 | HOLD | |
CIT | SHORT | 49.17 | 0.74 | HOLD | |
DENN | Restaurants | LONG | 5.89 | 2.08 | HOLD |
DEST | LONG | 27.50 | 0.77 | HOLD | |
ESI | LONG | 25.44 | 3.41 | HOLD | |
FRED | LONG | 16.76 | 0.72 | HOLD | |
GLP | LONG | 40.25 | 2.08 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.38 | 0.64 | HOLD |
HBC | SHORT | 54.07 | 0.73 | HOLD | |
ICFI | LONG | 32.62 | 0.40 | HOLD | |
INWK | LONG | 11.00 | -1.52 | HOLD | |
ISBC | SHORT | 22.43 | 0.45 | HOLD | |
KMR | SHORT | 85.70 | 0.53 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.10 | 2.03 | HOLD |
KOP | LONG | 39.81 | 1.79 | HOLD | |
KRNY | SHORT | 10.70 | -0.65 | HOLD | |
LINE | SHORT | 25.99 | 3.42 | HOLD | |
MT | SHORT | 11.60 | 2.47 | HOLD | |
NSH | SHORT | 25.91 | 2.01 | HOLD | |
NSIT | LONG | 19.24 | 1.32 | HOLD | |
NVS | SHORT | 71.23 | 0.24 | HOLD | |
O | SHORT | 43.32 | 1.57 | HOLD | |
ONB | SHORT | 14.73 | 0.27 | HOLD | |
OZM | SHORT | 10.65 | -0.84 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 12.29 | 1.32 | HOLD |
PBY | LONG | 12.39 | 1.72 | HOLD | |
RJET | LONG | 11.50 | -0.78 | HOLD | |
SAFM | LONG | 70.57 | 2.38 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.57 | 0.81 | HOLD |
SPTN | LONG | 20.28 | 2.01 | HOLD | |
STRA | LONG | 49.76 | 1.99 | HOLD | |
TECD | LONG | 48.28 | 0.39 | HOLD | |
TFSL | SHORT | 11.76 | 1.29 | HOLD | |
TKC | Communications Services | SHORT | 14.83 | 2.84 | HOLD |
USB | Regional Banks | SHORT | 37.29 | 0.65 | HOLD |
USNA | LONG | 77.42 | 2.82 | HOLD | |
VALE | SHORT | 12.91 | 1.65 | HOLD | |
VLY | SHORT | 9.96 | 1.32 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.23 | ||||
SHORTS | 1.21 | ||||
TOTAL | 0.03 | ||||
S&P 500 | 0.70 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -13.28 | 10.13 | -39.44 | -0.58 | -0.15 |
S&P 500 | 30.14 | 5.16 | -18.61 | 2.30 | 0.64 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, July 9, 2013
09-Jul-2013 Daily performance
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