SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AHS | LONG | 14.96 | 0.47 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.83 | 0.82 | HOLD |
BHP | SHORT | 63.80 | 0.79 | HOLD | |
BLT | LONG | 13.06 | 1.24 | HOLD | |
BLX | SHORT | 25.30 | 1.61 | HOLD | |
BPOP | Regional Banks | SHORT | 32.96 | -0.99 | HOLD |
BZ | LONG | 9.07 | -0.66 | HOLD | |
C | SHORT | 52.66 | 0.90 | HOLD | |
CEF | SHORT | 14.71 | 0.82 | HOLD | |
CIT | SHORT | 49.90 | -0.58 | HOLD | |
DENN | Restaurants | LONG | 5.76 | 1.59 | HOLD |
DEST | LONG | 31.29 | 8.08 | HOLD | |
DRL | SHORT | 24.58 | 3.19 | HOLD | |
ESI | LONG | 27.92 | 3.14 | HOLD | |
FOE | LONG | 6.94 | 3.58 | HOLD | |
GLP | LONG | 37.75 | -1.31 | HOLD | |
GPI | Retail (Specialty) | LONG | 69.68 | 3.43 | HOLD |
HBC | SHORT | 56.72 | 0.75 | HOLD | |
INWK | LONG | 11.50 | 1.32 | HOLD | |
ISBC | SHORT | 22.58 | -0.04 | HOLD | |
KMR | SHORT | 83.79 | 0.89 | HOLD | |
KOP | LONG | 37.63 | -0.92 | HOLD | |
KRNY | SHORT | 10.79 | 0.37 | HOLD | |
LINE | SHORT | 27.09 | 2.07 | HOLD | |
MT | SHORT | 12.99 | 0.78 | HOLD | |
NP | LONG | 39.57 | 0.64 | HOLD | |
NSH | SHORT | 25.75 | 0.12 | HOLD | |
NSIT | LONG | 21.70 | 3.04 | HOLD | |
NVS | SHORT | 72.23 | -0.66 | HOLD | |
OMX | Office Supplies | LONG | 11.77 | 2.79 | HOLD |
OZM | SHORT | 11.26 | 0.63 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 14.52 | 1.47 | HOLD |
PBY | LONG | 12.23 | -0.49 | HOLD | |
RJET | LONG | 13.03 | 1.56 | HOLD | |
SAFM | LONG | 70.30 | 0.40 | HOLD | |
SAIA | LONG | 31.38 | 0.93 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.51 | 0.22 | HOLD |
STRA | LONG | 43.84 | -10.80 | HOLD | |
TECD | LONG | 51.86 | 1.81 | HOLD | |
TFSL | SHORT | 11.74 | -0.59 | HOLD | |
TKC | Communications Services | SHORT | 15.01 | 0.40 | HOLD |
USB | Regional Banks | SHORT | 37.46 | -0.21 | HOLD |
VALE | SHORT | 14.45 | 1.55 | HOLD | |
VLY | SHORT | 10.18 | 3.67 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.99 | ||||
SHORTS | 0.75 | ||||
TOTAL | 0.24 | ||||
S&P 500 | 0.23 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 26.73 | 24.89 | -39.43 | 0.42 | 0.26 |
S&P 500 | 34.44 | 5.21 | -18.61 | 2.52 | 0.71 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, July 25, 2013
25-Jul-2013 Daily performance
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