SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABM | LONG | 26.60 | 1.84 | HOLD | |
AHS | LONG | 15.42 | -1.03 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.75 | -0.07 | HOLD |
BHP | SHORT | 62.60 | -0.89 | HOLD | |
BLT | LONG | 12.88 | 1.18 | HOLD | |
BLX | SHORT | 25.61 | 2.60 | HOLD | |
BPOP | Regional Banks | SHORT | 33.01 | -0.69 | HOLD |
C | SHORT | 52.35 | -0.65 | HOLD | |
CEF | SHORT | 14.22 | 1.57 | HOLD | |
CIT | SHORT | 48.40 | -0.43 | HOLD | |
DENN | Restaurants | LONG | 5.88 | -0.51 | HOLD |
DEST | LONG | 28.93 | -1.53 | HOLD | |
ESI | LONG | 26.62 | -1.92 | HOLD | |
GLP | LONG | 39.18 | -2.51 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.35 | -0.34 | HOLD |
HBC | SHORT | 56.35 | -0.11 | HOLD | |
INWK | LONG | 11.14 | 0.81 | HOLD | |
ISBC | SHORT | 22.34 | -0.13 | HOLD | |
KMR | SHORT | 84.16 | 1.08 | HOLD | |
KNL | Furniture and Fixtures | LONG | 15.96 | 2.37 | HOLD |
KOP | LONG | 37.24 | -1.74 | HOLD | |
KRNY | SHORT | 10.83 | 0.37 | HOLD | |
LINE | SHORT | 27.99 | -0.57 | HOLD | |
MT | SHORT | 12.72 | 0.32 | HOLD | |
NP | LONG | 37.78 | 0.72 | HOLD | |
NSH | SHORT | 26.32 | -1.35 | HOLD | |
NSIT | LONG | 20.53 | 0.10 | HOLD | |
NVS | SHORT | 72.57 | -0.11 | HOLD | |
O | SHORT | 45.33 | -1.31 | HOLD | |
OMX | Office Supplies | LONG | 11.47 | 1.24 | BUY |
OZM | SHORT | 11.15 | -0.58 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 13.96 | -1.41 | HOLD |
PBY | LONG | 12.14 | -1.86 | HOLD | |
RJET | LONG | 12.81 | -0.23 | HOLD | |
SAFM | LONG | 69.32 | -1.20 | HOLD | |
SAIA | LONG | 31.79 | -0.97 | BUY | |
SLV | Misc. Financial Services | SHORT | 18.87 | 0.80 | HOLD |
STRA | LONG | 49.86 | -4.68 | HOLD | |
TECD | LONG | 49.70 | 0.49 | HOLD | |
TFSL | SHORT | 11.91 | -0.17 | HOLD | |
TKC | Communications Services | SHORT | 14.71 | -1.34 | HOLD |
USB | Regional Banks | SHORT | 37.26 | 0.51 | HOLD |
USNA | LONG | 84.05 | 2.31 | SELL | |
VALE | SHORT | 13.82 | -3.42 | HOLD | |
VLY | SHORT | 9.75 | -0.81 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.41 | ||||
SHORTS | -0.28 | ||||
TOTAL | -0.12 | ||||
S&P 500 | 0.19 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 26.72 | 25.00 | -39.44 | 0.42 | 0.26 |
S&P 500 | 33.37 | 5.09 | -18.61 | 2.52 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, July 19, 2013
19-Jul-2013 Daily performance
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