SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 26.12 | 1.59 | HOLD | |
AHS | LONG | 15.58 | 0.58 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.76 | 3.14 | HOLD |
BHP | SHORT | 63.16 | -0.46 | HOLD | |
BLT | LONG | 12.73 | 0.39 | HOLD | |
BLX | SHORT | 24.96 | 0.04 | HOLD | |
BPOP | Regional Banks | SHORT | 33.24 | 3.68 | HOLD |
C | SHORT | 52.69 | 1.74 | HOLD | |
CEF | SHORT | 14.00 | 0.50 | HOLD | |
CIT | SHORT | 48.61 | 0.64 | HOLD | |
DENN | Restaurants | LONG | 5.91 | -1.17 | HOLD |
DEST | LONG | 29.38 | 0.17 | HOLD | |
ESI | LONG | 27.14 | 2.57 | HOLD | |
FRED | LONG | 16.74 | -0.59 | SELL | |
GLP | LONG | 40.19 | 0.75 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.58 | -0.54 | HOLD |
HBC | SHORT | 56.41 | 1.37 | HOLD | |
ICFI | LONG | 33.35 | 1.83 | SELL | |
INWK | LONG | 11.05 | 0.55 | HOLD | |
ISBC | SHORT | 22.37 | 0.95 | HOLD | |
KMR | SHORT | 83.26 | -1.13 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.59 | 0.58 | HOLD |
KOP | LONG | 37.90 | 2.18 | HOLD | |
KRNY | SHORT | 10.79 | 0.09 | HOLD | |
LINE | SHORT | 28.15 | 2.40 | HOLD | |
MT | SHORT | 12.68 | 2.18 | HOLD | |
NP | LONG | 37.51 | 1.05 | HOLD | |
NSH | SHORT | 26.68 | -1.33 | HOLD | |
NSIT | LONG | 20.51 | 1.23 | HOLD | |
NVS | SHORT | 72.65 | -0.32 | HOLD | |
O | SHORT | 45.93 | 0.88 | HOLD | |
ONB | SHORT | 14.66 | 2.45 | COVER | |
OZM | SHORT | 11.21 | 0.99 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 14.16 | 1.80 | HOLD |
PBY | LONG | 12.37 | 2.91 | HOLD | |
RJET | LONG | 12.84 | 4.65 | HOLD | |
SAFM | LONG | 70.16 | 0.54 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.70 | 0.21 | HOLD |
STRA | LONG | 52.31 | 2.45 | HOLD | |
TECD | LONG | 49.46 | 1.35 | HOLD | |
TFSL | SHORT | 11.93 | -0.17 | HOLD | |
TKC | Communications Services | SHORT | 14.91 | -0.93 | HOLD |
USB | Regional Banks | SHORT | 37.07 | 0.90 | HOLD |
USNA | LONG | 82.15 | 3.49 | HOLD | |
VALE | SHORT | 14.31 | -0.28 | HOLD | |
VLY | SHORT | 9.83 | 1.44 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.27 | ||||
SHORTS | 0.83 | ||||
TOTAL | 0.43 | ||||
S&P 500 | 0.55 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4044582363537.06 | 1552783055151.85 | -17.58 | 0.00 | 162801.97 |
S&P 500 | 33.12 | 5.09 | -18.61 | 2.51 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, July 18, 2013
18-Jul-2013 Daily performance
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