SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 25.58 | 0.51 | HOLD | |
AHS | LONG | 15.48 | 0.45 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.88 | 0.73 | HOLD |
BHP | SHORT | 60.88 | 0.33 | HOLD | |
BLT | LONG | 12.52 | 0.64 | HOLD | |
BLX | SHORT | 25.30 | 1.04 | HOLD | |
BPOP | Regional Banks | SHORT | 32.19 | 0.53 | HOLD |
C | SHORT | 51.81 | 1.97 | HOLD | |
CEF | SHORT | 14.31 | 0.07 | HOLD | |
CIT | SHORT | 48.98 | -0.04 | HOLD | |
DENN | Restaurants | LONG | 5.92 | -0.34 | HOLD |
DEST | LONG | 29.42 | 1.52 | HOLD | |
ESI | LONG | 27.44 | 2.05 | HOLD | |
FRED | LONG | 16.94 | -0.06 | HOLD | |
GLP | LONG | 40.20 | -0.74 | HOLD | |
GPI | Retail (Specialty) | LONG | 68.56 | 2.19 | HOLD |
HBC | SHORT | 55.26 | 0.71 | HOLD | |
ICFI | LONG | 32.89 | 0.12 | HOLD | |
INWK | LONG | 10.92 | -0.18 | HOLD | |
ISBC | SHORT | 22.21 | 0.27 | HOLD | |
KMR | SHORT | 86.23 | -0.13 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.62 | -0.06 | HOLD |
KOP | LONG | 39.63 | -1.15 | HOLD | |
KRNY | SHORT | 10.48 | -0.38 | HOLD | |
LINE | SHORT | 25.20 | 1.45 | HOLD | |
MT | SHORT | 12.08 | -0.25 | HOLD | |
NP | LONG | 36.84 | 1.38 | HOLD | |
NSH | SHORT | 27.22 | 1.68 | HOLD | |
NSIT | LONG | 20.19 | 0.80 | HOLD | |
NVS | SHORT | 73.71 | 0.08 | HOLD | |
O | SHORT | 45.19 | 0.78 | HOLD | |
ONB | SHORT | 14.67 | 1.10 | HOLD | |
OZM | SHORT | 11.09 | 0.09 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.39 | 2.61 | HOLD |
PBY | LONG | 12.31 | 1.40 | HOLD | |
RJET | LONG | 11.95 | 2.75 | HOLD | |
SAFM | LONG | 71.56 | -0.68 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.28 | 0.36 | HOLD |
STRA | LONG | 51.29 | 0.18 | HOLD | |
TECD | LONG | 49.25 | -1.38 | HOLD | |
TFSL | SHORT | 11.87 | 0.68 | HOLD | |
TKC | Communications Services | SHORT | 15.00 | 1.90 | HOLD |
USB | Regional Banks | SHORT | 37.50 | -0.42 | HOLD |
USNA | LONG | 78.93 | 1.54 | HOLD | |
VALE | SHORT | 13.55 | 1.96 | HOLD | |
VLY | SHORT | 9.76 | 0.83 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.52 | ||||
SHORTS | 0.72 | ||||
TOTAL | -0.20 | ||||
S&P 500 | 0.41 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -13.10 | 10.18 | -39.45 | -0.57 | -0.15 |
S&P 500 | 32.58 | 5.08 | -18.61 | 2.49 | 0.68 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, July 15, 2013
15-Jul-2013 Daily performance
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