SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.80 | -0.27 | HOLD |
BHP | SHORT | 63.54 | 0.09 | HOLD | |
BLT | LONG | 12.94 | -0.77 | HOLD | |
BLX | SHORT | 25.13 | -1.45 | HOLD | |
BPOP | Regional Banks | SHORT | 33.50 | 0.57 | HOLD |
BZ | LONG | 9.28 | 0.65 | HOLD | |
C | SHORT | 52.87 | -0.25 | HOLD | |
CEF | SHORT | 14.22 | -0.21 | HOLD | |
CIT | SHORT | 50.98 | -0.68 | HOLD | |
DENN | Restaurants | LONG | 5.72 | -1.04 | HOLD |
DEST | LONG | 29.93 | 0.00 | HOLD | |
DF | Food Processing | LONG | 11.35 | 0.89 | HOLD |
DRL | SHORT | 24.11 | -0.33 | HOLD | |
ESI | LONG | 30.00 | 8.97 | HOLD | |
FOE | LONG | 6.89 | 0.73 | HOLD | |
GLD | SHORT | 125.70 | -0.52 | HOLD | |
GLP | LONG | 37.38 | -2.15 | HOLD | |
GPI | Retail (Specialty) | LONG | 76.15 | -0.76 | HOLD |
HAYN | LONG | 48.51 | 0.56 | HOLD | |
HBC | SHORT | 55.37 | -4.49 | HOLD | |
ISBC | SHORT | 22.55 | 1.58 | HOLD | |
KMR | SHORT | 80.74 | 0.86 | HOLD | |
KOP | LONG | 39.23 | 1.95 | HOLD | |
KRNY | SHORT | 10.40 | -1.52 | HOLD | |
LINE | SHORT | 26.32 | -2.05 | HOLD | |
MT | SHORT | 12.61 | 0.88 | HOLD | |
NP | LONG | 39.35 | -0.10 | HOLD | |
NSH | SHORT | 25.15 | 0.16 | HOLD | |
NSIT | LONG | 21.97 | -0.50 | HOLD | |
NVS | SHORT | 72.48 | -0.34 | HOLD | |
OMX | Office Supplies | LONG | 11.44 | -0.52 | HOLD |
OZM | SHORT | 11.50 | 0.88 | HOLD | |
PBY | LONG | 12.75 | -1.47 | HOLD | |
RJET | LONG | 13.67 | -1.30 | HOLD | |
SAFM | LONG | 74.31 | 3.11 | HOLD | |
SAIA | LONG | 31.00 | -1.90 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.01 | -0.58 | HOLD |
STRA | LONG | 46.03 | 2.75 | HOLD | |
TECD | LONG | 53.03 | 0.32 | HOLD | |
TFSL | SHORT | 12.32 | 0.16 | HOLD | |
TKC | Communications Services | SHORT | 14.95 | 0.13 | HOLD |
USB | Regional Banks | SHORT | 37.74 | -0.08 | HOLD |
VALE | SHORT | 13.74 | -0.07 | HOLD | |
VLY | SHORT | 10.65 | 0.57 | HOLD | |
WNR | LONG | 30.99 | 1.21 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.51 | ||||
SHORTS | -0.29 | ||||
TOTAL | 0.80 | ||||
S&P 500 | -0.10 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4161784117734.39 | 1566564165990.62 | -17.58 | 0.00 | 134453.01 |
S&P 500 | 35.94 | 5.23 | -18.61 | 2.58 | 0.72 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, August 5, 2013
05-Aug-2013 Daily performance
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