SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 25.18 | 1.21 | HOLD | |
AHS | LONG | 15.41 | -0.19 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.51 | 1.05 | HOLD |
BHP | SHORT | 61.79 | 6.06 | HOLD | |
BLT | LONG | 12.42 | 3.41 | HOLD | |
BLX | SHORT | 25.42 | 3.88 | HOLD | |
BPOP | Regional Banks | SHORT | 31.72 | -1.73 | HOLD |
C | SHORT | 50.04 | 0.83 | HOLD | |
CEF | SHORT | 14.25 | 3.94 | HOLD | |
CIT | SHORT | 49.15 | -0.43 | HOLD | |
DENN | Restaurants | LONG | 5.91 | 1.20 | HOLD |
DEST | LONG | 28.99 | 4.47 | HOLD | |
ESI | LONG | 27.00 | 3.85 | HOLD | |
FRED | LONG | 17.00 | 1.01 | HOLD | |
GLP | LONG | 39.03 | 1.22 | HOLD | |
GPI | Retail (Specialty) | LONG | 68.29 | 1.32 | HOLD |
HBC | SHORT | 55.05 | 1.83 | HOLD | |
ICFI | LONG | 33.00 | -0.21 | HOLD | |
INWK | LONG | 11.00 | 0.00 | HOLD | |
ISBC | SHORT | 21.97 | -0.95 | HOLD | |
KMR | SHORT | 86.94 | 1.49 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.51 | 0.52 | HOLD |
KOP | LONG | 40.40 | 1.33 | HOLD | |
KRNY | SHORT | 10.58 | -0.38 | HOLD | |
LINE | SHORT | 26.05 | -2.21 | HOLD | |
MT | SHORT | 12.32 | 5.57 | HOLD | |
NP | LONG | 35.97 | 1.30 | HOLD | |
NSH | SHORT | 26.27 | 1.35 | HOLD | |
NSIT | LONG | 20.00 | 3.04 | HOLD | |
NVS | SHORT | 73.48 | 1.63 | HOLD | |
O | SHORT | 44.57 | 3.20 | HOLD | |
ONB | SHORT | 14.26 | -1.79 | HOLD | |
OZM | SHORT | 11.08 | 2.50 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.20 | 7.40 | HOLD |
PBY | LONG | 12.41 | 0.98 | HOLD | |
RJET | LONG | 11.66 | 1.75 | HOLD | |
SAFM | LONG | 72.52 | -0.37 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.48 | 5.41 | HOLD |
STRA | LONG | 51.28 | 1.02 | HOLD | |
TECD | LONG | 49.57 | 2.16 | HOLD | |
TFSL | SHORT | 11.71 | 0.00 | HOLD | |
TKC | Communications Services | SHORT | 14.46 | -0.34 | HOLD |
USB | Regional Banks | SHORT | 37.15 | 0.22 | HOLD |
USNA | LONG | 78.44 | 2.58 | HOLD | |
VALE | SHORT | 13.56 | 5.53 | HOLD | |
VLY | SHORT | 9.68 | -1.33 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.50 | ||||
SHORTS | 1.71 | ||||
TOTAL | -0.21 | ||||
S&P 500 | 1.40 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4080253002205.84 | 1546812660439.80 | -17.58 | 0.00 | 178256.43 |
S&P 500 | 32.04 | 5.08 | -18.61 | 2.46 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, July 11, 2013
11-Jul-2013 Daily performance
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