SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 25.45 | 1.07 | HOLD | |
AHS | LONG | 15.41 | 0.00 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.78 | 2.00 | HOLD |
BHP | SHORT | 60.68 | -1.80 | HOLD | |
BLT | LONG | 12.44 | 0.16 | HOLD | |
BLX | SHORT | 25.04 | -1.49 | HOLD | |
BPOP | Regional Banks | SHORT | 32.02 | 0.95 | HOLD |
C | SHORT | 50.81 | 1.54 | HOLD | |
CEF | SHORT | 14.30 | 0.35 | HOLD | |
CIT | SHORT | 49.00 | -0.31 | HOLD | |
DENN | Restaurants | LONG | 5.94 | 0.51 | HOLD |
DEST | LONG | 28.98 | -0.03 | HOLD | |
ESI | LONG | 26.89 | -0.41 | HOLD | |
FRED | LONG | 16.95 | -0.29 | HOLD | |
GLP | LONG | 40.50 | 3.77 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.09 | -1.76 | HOLD |
HBC | SHORT | 54.87 | -0.33 | HOLD | |
ICFI | LONG | 32.85 | -0.45 | HOLD | |
INWK | LONG | 10.94 | -0.55 | HOLD | |
ISBC | SHORT | 22.15 | 0.82 | HOLD | |
KMR | SHORT | 86.34 | -0.69 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.63 | 0.77 | HOLD |
KOP | LONG | 40.09 | -0.77 | HOLD | |
KRNY | SHORT | 10.52 | -0.57 | HOLD | |
LINE | SHORT | 24.84 | -4.64 | HOLD | |
MT | SHORT | 12.11 | -1.70 | HOLD | |
NP | LONG | 36.34 | 1.03 | HOLD | |
NSH | SHORT | 26.77 | 1.90 | HOLD | |
NSIT | LONG | 20.03 | 0.15 | HOLD | |
NVS | SHORT | 73.65 | 0.23 | HOLD | |
O | SHORT | 44.84 | 0.61 | HOLD | |
ONB | SHORT | 14.51 | 1.75 | HOLD | |
OZM | SHORT | 11.08 | 0.00 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.05 | -1.14 | HOLD |
PBY | LONG | 12.14 | -2.18 | HOLD | |
RJET | LONG | 11.63 | -0.26 | HOLD | |
SAFM | LONG | 72.05 | -0.65 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.21 | -1.44 | HOLD |
STRA | LONG | 51.20 | -0.16 | HOLD | |
TECD | LONG | 49.94 | 0.75 | HOLD | |
TFSL | SHORT | 11.79 | 0.68 | HOLD | |
TKC | Communications Services | SHORT | 14.72 | 1.80 | HOLD |
USB | Regional Banks | SHORT | 37.66 | 1.37 | HOLD |
USNA | LONG | 77.73 | -0.91 | HOLD | |
VALE | SHORT | 13.29 | -1.99 | HOLD | |
VLY | SHORT | 9.68 | -0.05 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.01 | ||||
SHORTS | -0.09 | ||||
TOTAL | 0.08 | ||||
S&P 500 | 0.04 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 28.09 | 25.49 | -39.45 | 0.43 | 0.28 |
S&P 500 | 32.04 | 5.09 | -18.61 | 2.45 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, July 12, 2013
12-Jul-2013 Daily performance
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