SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.95 | 2.40 | HOLD |
BHP | SHORT | 63.61 | 1.40 | HOLD | |
BLT | LONG | 13.34 | 1.21 | HOLD | |
BLX | SHORT | 25.61 | 1.67 | HOLD | |
BPOP | Regional Banks | SHORT | 33.20 | 0.91 | HOLD |
BZ | LONG | 9.26 | 1.76 | HOLD | |
C | SHORT | 52.86 | 1.40 | HOLD | |
CEF | SHORT | 14.25 | -0.56 | HOLD | |
CIT | SHORT | 51.25 | 2.27 | HOLD | |
DENN | Restaurants | LONG | 5.71 | 0.35 | HOLD |
DEST | LONG | 30.29 | 0.77 | HOLD | |
DF | Food Processing | LONG | 11.07 | 1.56 | HOLD |
DRL | SHORT | 24.18 | 0.71 | HOLD | |
ESI | LONG | 26.83 | 2.29 | HOLD | |
FOE | LONG | 6.73 | 3.06 | HOLD | |
GLD | SHORT | 126.60 | -1.06 | HOLD | |
GLP | LONG | 38.20 | 1.37 | HOLD | |
GPI | Retail (Specialty) | LONG | 75.68 | 3.97 | HOLD |
HAYN | LONG | 48.43 | 0.69 | HOLD | |
HBC | SHORT | 57.30 | 0.97 | HOLD | |
ISBC | SHORT | 22.25 | 0.23 | HOLD | |
KMR | SHORT | 81.24 | 0.32 | HOLD | |
KOP | LONG | 39.11 | 1.19 | HOLD | |
KRNY | SHORT | 10.79 | 4.15 | HOLD | |
LINE | SHORT | 26.99 | -0.22 | HOLD | |
MT | SHORT | 12.53 | -3.39 | HOLD | |
NP | LONG | 39.64 | 0.18 | HOLD | |
NSH | SHORT | 25.24 | -1.04 | HOLD | |
NSIT | LONG | 21.90 | 2.09 | HOLD | |
NVS | SHORT | 71.98 | 0.52 | HOLD | |
OMX | Office Supplies | LONG | 11.50 | 0.97 | HOLD |
OZM | SHORT | 11.49 | 1.68 | HOLD | |
PBY | LONG | 12.69 | 1.93 | HOLD | |
RJET | LONG | 13.67 | -0.44 | HOLD | |
SAFM | LONG | 71.92 | 1.81 | HOLD | |
SAIA | LONG | 31.26 | 4.41 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.97 | -0.91 | HOLD |
STRA | LONG | 45.37 | 2.51 | HOLD | |
TECD | LONG | 52.85 | 2.82 | HOLD | |
TFSL | SHORT | 12.00 | 2.83 | HOLD | |
TKC | Communications Services | SHORT | 14.60 | 0.07 | HOLD |
USB | Regional Banks | SHORT | 37.66 | 0.91 | HOLD |
VALE | SHORT | 13.68 | -0.29 | HOLD | |
VLY | SHORT | 10.65 | 2.90 | HOLD | |
WNR | LONG | 31.20 | 3.55 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.81 | ||||
SHORTS | 0.74 | ||||
TOTAL | 1.07 | ||||
S&P 500 | 1.14 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6061001398134.70 | 2304563669258.14 | -17.58 | 0.00 | 162366.92 |
S&P 500 | 35.82 | 5.21 | -18.61 | 2.59 | 0.72 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, August 1, 2013
01-Aug-2013 Daily performance
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