SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.53 | -0.75 | HOLD |
BHP | SHORT | 63.05 | -0.36 | HOLD | |
BLT | LONG | 11.66 | -8.84 | HOLD | |
BLX | SHORT | 24.72 | -1.16 | HOLD | |
BPOP | Regional Banks | SHORT | 33.24 | 0.12 | HOLD |
BZ | LONG | 9.15 | -0.33 | HOLD | |
C | SHORT | 51.50 | 0.04 | HOLD | |
CEF | SHORT | 13.84 | -0.50 | HOLD | |
CIT | SHORT | 49.70 | -0.78 | HOLD | |
DENN | Restaurants | LONG | 5.56 | -1.59 | HOLD |
DEST | LONG | 29.67 | -0.90 | HOLD | |
DF | Food Processing | LONG | 11.02 | -2.13 | HOLD |
DRL | SHORT | 24.06 | 0.38 | HOLD | |
ESI | LONG | 31.20 | 3.11 | HOLD | |
FOE | LONG | 6.70 | -1.90 | HOLD | |
GLD | SHORT | 124.11 | 0.11 | HOLD | |
GLP | LONG | 36.29 | -2.39 | HOLD | |
GPI | Retail (Specialty) | LONG | 76.68 | -0.63 | HOLD |
HAYN | LONG | 48.66 | 0.45 | HOLD | |
HBC | SHORT | 54.23 | -1.49 | HOLD | |
ISBC | SHORT | 22.43 | -0.44 | HOLD | |
KMR | SHORT | 79.00 | -2.61 | HOLD | |
KOP | LONG | 38.39 | -0.49 | HOLD | |
KRNY | SHORT | 10.25 | 0.39 | HOLD | |
LINE | SHORT | 27.14 | 1.27 | HOLD | |
MT | SHORT | 12.29 | 1.07 | HOLD | |
NP | LONG | 38.89 | -0.49 | HOLD | |
NSH | SHORT | 24.50 | -1.37 | HOLD | |
NSIT | LONG | 22.05 | -0.27 | HOLD | |
NVS | SHORT | 73.73 | 0.61 | HOLD | |
OMX | Office Supplies | LONG | 11.00 | -1.96 | HOLD |
OZM | SHORT | 11.13 | -1.07 | HOLD | |
PBY | LONG | 12.44 | -0.96 | HOLD | |
RJET | LONG | 13.30 | -0.75 | HOLD | |
SAFM | LONG | 73.90 | -0.36 | HOLD | |
SAIA | LONG | 29.26 | -1.58 | HOLD | |
SLV | Misc. Financial Services | SHORT | 18.84 | 0.05 | HOLD |
STRA | LONG | 47.04 | 1.88 | HOLD | |
TECD | LONG | 52.17 | -0.50 | HOLD | |
TFSL | SHORT | 11.85 | -2.15 | HOLD | |
TKC | Communications Services | SHORT | 14.98 | -0.13 | HOLD |
USB | Regional Banks | SHORT | 37.21 | -1.06 | HOLD |
VALE | SHORT | 14.03 | 2.04 | HOLD | |
VLY | SHORT | 10.49 | -0.76 | HOLD | |
WNR | LONG | 30.68 | -0.16 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.99 | ||||
SHORTS | -0.36 | ||||
TOTAL | -0.63 | ||||
S&P 500 | -0.30 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -11.77 | 10.47 | -39.45 | -0.48 | -0.13 |
S&P 500 | 34.70 | 5.30 | -18.61 | 2.45 | 0.70 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, August 7, 2013
07-Aug-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment