SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.64 | -1.08 | HOLD |
BHP | SHORT | 63.28 | -0.41 | HOLD | |
BLT | LONG | 12.79 | -1.16 | HOLD | |
BLX | SHORT | 25.01 | -0.48 | HOLD | |
BPOP | Regional Banks | SHORT | 33.20 | -0.90 | HOLD |
BZ | LONG | 9.18 | -1.08 | HOLD | |
C | SHORT | 51.48 | -2.63 | HOLD | |
CEF | SHORT | 13.91 | -2.18 | HOLD | |
CIT | SHORT | 50.09 | -1.75 | HOLD | |
DENN | Restaurants | LONG | 5.65 | -1.22 | HOLD |
DEST | LONG | 29.94 | 0.03 | HOLD | |
DF | Food Processing | LONG | 11.26 | -0.79 | HOLD |
DRL | SHORT | 23.97 | -0.58 | HOLD | |
ESI | LONG | 30.26 | 0.87 | HOLD | |
FOE | LONG | 6.83 | -0.87 | HOLD | |
GLD | SHORT | 124.00 | -1.35 | HOLD | |
GLP | LONG | 37.18 | -0.54 | HOLD | |
GPI | Retail (Specialty) | LONG | 77.17 | 1.34 | HOLD |
HAYN | LONG | 48.44 | -0.14 | HOLD | |
HBC | SHORT | 55.05 | -0.58 | HOLD | |
ISBC | SHORT | 22.53 | -0.09 | HOLD | |
KMR | SHORT | 81.12 | 0.47 | HOLD | |
KOP | LONG | 38.58 | -1.66 | HOLD | |
KRNY | SHORT | 10.21 | -1.83 | HOLD | |
LINE | SHORT | 26.80 | 1.82 | HOLD | |
MT | SHORT | 12.16 | -3.57 | HOLD | |
NP | LONG | 39.08 | -0.69 | HOLD | |
NSH | SHORT | 24.84 | -1.23 | HOLD | |
NSIT | LONG | 22.11 | 0.64 | HOLD | |
NVS | SHORT | 73.28 | 1.10 | HOLD | |
OMX | Office Supplies | LONG | 11.22 | -1.92 | HOLD |
OZM | SHORT | 11.25 | -2.17 | HOLD | |
PBY | LONG | 12.56 | -1.49 | HOLD | |
RJET | LONG | 13.40 | -1.98 | HOLD | |
SAFM | LONG | 74.17 | -0.19 | HOLD | |
SAIA | LONG | 29.73 | -4.10 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.82 | -0.99 | HOLD |
STRA | LONG | 46.17 | 0.30 | HOLD | |
TECD | LONG | 52.43 | -1.13 | HOLD | |
TFSL | SHORT | 12.11 | -1.70 | HOLD | |
TKC | Communications Services | SHORT | 15.00 | 0.33 | HOLD |
USB | Regional Banks | SHORT | 37.61 | -0.34 | HOLD |
VALE | SHORT | 13.75 | 0.07 | HOLD | |
VLY | SHORT | 10.57 | -0.75 | HOLD | |
WNR | LONG | 30.73 | -0.84 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.79 | ||||
SHORTS | -0.87 | ||||
TOTAL | 0.08 | ||||
S&P 500 | -0.54 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 163328290.97 | 58114971.26 | -18.05 | 0.00 | 1981.22 |
S&P 500 | 35.14 | 5.27 | -18.61 | 2.50 | 0.71 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, August 6, 2013
06-Aug-2013 Daily performance
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