SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.61 | 0.55 | HOLD |
BHP | SHORT | 65.96 | 4.62 | HOLD | |
BLT | LONG | 12.04 | 3.26 | HOLD | |
BLX | SHORT | 24.89 | 0.69 | HOLD | |
BPOP | Regional Banks | SHORT | 33.40 | 0.48 | HOLD |
BZ | LONG | 9.14 | -0.11 | HOLD | |
C | SHORT | 51.78 | 0.54 | HOLD | |
CEF | SHORT | 14.40 | 4.05 | HOLD | |
CIT | SHORT | 50.28 | 1.17 | HOLD | |
DENN | Restaurants | LONG | 5.73 | 3.06 | HOLD |
DEST | LONG | 29.47 | -0.67 | SELL | |
DF | Food Processing | LONG | 10.20 | -7.44 | HOLD |
DRL | SHORT | 24.09 | 0.12 | HOLD | |
ESI | LONG | 31.02 | -0.58 | HOLD | |
FOE | LONG | 6.84 | 2.09 | HOLD | |
GLD | SHORT | 126.85 | 2.17 | HOLD | |
GLP | LONG | 31.96 | -11.93 | HOLD | |
GPI | Retail (Specialty) | LONG | 77.00 | 0.42 | HOLD |
HAYN | LONG | 49.33 | 1.38 | HOLD | |
HBC | SHORT | 54.55 | 0.59 | HOLD | |
ISBC | SHORT | 22.41 | -0.09 | HOLD | |
JBT | LONG | 22.68 | -0.57 | BUY | |
KMR | SHORT | 79.90 | 1.14 | HOLD | |
KOP | LONG | 38.70 | 0.81 | HOLD | |
KRNY | SHORT | 10.10 | -1.46 | HOLD | |
LINE | SHORT | 25.30 | -6.78 | HOLD | |
MT | SHORT | 12.93 | 5.21 | HOLD | |
NP | LONG | 38.29 | -1.54 | HOLD | |
NSH | SHORT | 24.26 | -0.98 | HOLD | |
NSIT | LONG | 21.87 | -0.82 | HOLD | |
NVS | SHORT | 73.72 | -0.01 | HOLD | |
OMX | Office Supplies | LONG | 11.06 | 0.55 | HOLD |
OZM | SHORT | 10.88 | -1.00 | HOLD | |
PBY | LONG | 12.63 | 1.53 | HOLD | |
RJET | LONG | 13.42 | 0.90 | HOLD | |
SAFM | LONG | 74.37 | 0.64 | HOLD | |
SAIA | LONG | 29.57 | 1.06 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.59 | 4.04 | HOLD |
STRA | LONG | 45.95 | -2.32 | HOLD | |
TECD | LONG | 52.50 | 0.63 | HOLD | |
TFSL | SHORT | 11.83 | -0.17 | HOLD | |
TKC | Communications Services | SHORT | 15.23 | 1.67 | HOLD |
USB | Regional Banks | SHORT | 37.35 | 0.38 | HOLD |
VALE | SHORT | 14.69 | 4.70 | HOLD | |
VLY | SHORT | 10.50 | 0.10 | HOLD | |
WNR | LONG | 30.69 | 0.03 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.43 | ||||
SHORTS | 0.90 | ||||
TOTAL | -1.34 | ||||
S&P 500 | 0.37 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6010617318603.05 | 2313704195361.24 | -17.58 | 0.00 | 148760.79 |
S&P 500 | 35.16 | 5.29 | -18.61 | 2.49 | 0.71 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, August 8, 2013
08-Aug-2013 Daily performance
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