SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AHS | LONG | 14.85 | -2.04 | SELL | |
BAC | SandLs/Savings Banks | SHORT | 14.52 | -1.43 | HOLD |
BHP | SHORT | 64.05 | -0.37 | HOLD | |
BLT | LONG | 13.04 | 0.31 | HOLD | |
BLX | SHORT | 25.15 | -1.06 | HOLD | |
BPOP | Regional Banks | SHORT | 32.62 | -0.79 | HOLD |
BZ | LONG | 9.09 | 0.33 | HOLD | |
C | SHORT | 51.64 | -1.09 | HOLD | |
CEF | SHORT | 14.47 | -0.69 | HOLD | |
CIT | SHORT | 50.32 | 0.04 | HOLD | |
DENN | Restaurants | LONG | 5.84 | 0.69 | HOLD |
DEST | LONG | 30.47 | 0.07 | HOLD | |
DRL | SHORT | 24.61 | -0.57 | HOLD | |
ESI | LONG | 27.25 | 1.72 | HOLD | |
FOE | LONG | 6.73 | -3.03 | HOLD | |
GLP | LONG | 38.50 | 0.42 | HOLD | |
GPI | Retail (Specialty) | LONG | 72.39 | 1.77 | HOLD |
HAYN | LONG | 48.32 | -0.78 | BUY | |
HBC | SHORT | 56.10 | -0.95 | HOLD | |
INWK | LONG | 11.62 | -0.43 | SELL | |
ISBC | SHORT | 22.31 | -0.58 | HOLD | |
KMR | SHORT | 80.95 | -1.10 | HOLD | |
KOP | LONG | 38.07 | 0.48 | HOLD | |
KRNY | SHORT | 10.51 | -1.50 | HOLD | |
LINE | SHORT | 27.24 | -0.62 | HOLD | |
MT | SHORT | 13.13 | -0.30 | HOLD | |
NP | LONG | 39.38 | 0.77 | HOLD | |
NSH | SHORT | 26.31 | -0.15 | HOLD | |
NSIT | LONG | 20.98 | -1.08 | HOLD | |
NVS | SHORT | 71.32 | -0.67 | HOLD | |
OMX | Office Supplies | LONG | 11.31 | -4.40 | HOLD |
OZM | SHORT | 11.23 | -0.88 | HOLD | |
PBR | Oil and Gas - Integrated | SHORT | 14.11 | -2.42 | HOLD |
PBY | LONG | 12.29 | 1.15 | HOLD | |
RJET | LONG | 13.35 | -1.62 | HOLD | |
SAFM | LONG | 69.73 | -1.50 | HOLD | |
SAIA | LONG | 29.90 | -4.53 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.15 | -0.88 | HOLD |
STRA | LONG | 43.99 | -0.05 | HOLD | |
TECD | LONG | 49.99 | -1.75 | HOLD | |
TFSL | SHORT | 11.82 | -0.34 | HOLD | |
TKC | Communications Services | SHORT | 14.71 | -0.14 | HOLD |
USB | Regional Banks | SHORT | 37.49 | -0.13 | HOLD |
VALE | SHORT | 14.12 | -1.88 | HOLD | |
VLY | SHORT | 10.14 | -0.49 | HOLD | |
WNR | LONG | 30.21 | 0.37 | BUY | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.64 | ||||
SHORTS | -0.79 | ||||
TOTAL | 0.15 | ||||
S&P 500 | -0.31 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -13.72 | 10.10 | -39.45 | -0.59 | -0.15 |
S&P 500 | 34.20 | 5.24 | -18.61 | 2.48 | 0.70 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, July 29, 2013
29-Jul-2013 Daily performance
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