SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.44 | -1.16 | HOLD |
BHP | SHORT | 67.68 | 2.61 | HOLD | |
BLT | LONG | 12.01 | -0.25 | HOLD | |
BLX | SHORT | 24.88 | -0.04 | HOLD | |
BPOP | Regional Banks | SHORT | 33.41 | 0.03 | HOLD |
BZ | LONG | 9.14 | 0.00 | HOLD | |
C | SHORT | 51.32 | -0.89 | HOLD | |
CEF | SHORT | 14.47 | 0.49 | HOLD | |
CIT | SHORT | 50.06 | -0.44 | HOLD | |
DENN | Restaurants | LONG | 5.70 | -0.52 | HOLD |
DF | Food Processing | LONG | 10.46 | 2.55 | HOLD |
DRL | SHORT | 23.81 | -1.57 | HOLD | |
ESI | LONG | 29.75 | -4.09 | HOLD | |
FOE | LONG | 7.34 | 7.31 | HOLD | |
GLD | SHORT | 126.86 | 0.00 | HOLD | |
GLP | LONG | 31.39 | -1.78 | HOLD | |
GPI | Retail (Specialty) | LONG | 76.46 | -0.70 | HOLD |
HAYN | LONG | 47.63 | -3.45 | HOLD | |
HBC | SHORT | 55.25 | 1.28 | HOLD | |
ISBC | SHORT | 22.34 | -0.31 | HOLD | |
JBT | LONG | 22.86 | 0.79 | HOLD | |
KMR | SHORT | 80.48 | 0.73 | HOLD | |
KOP | LONG | 37.89 | -2.09 | HOLD | |
KRNY | SHORT | 10.08 | -0.20 | HOLD | |
LINE | SHORT | 24.99 | -1.23 | HOLD | |
MT | SHORT | 13.71 | 6.03 | HOLD | |
NP | LONG | 37.72 | -1.49 | HOLD | |
NSH | SHORT | 24.45 | 0.78 | HOLD | |
NSIT | LONG | 20.90 | -4.44 | HOLD | |
NVS | SHORT | 73.42 | -0.41 | HOLD | |
OMX | Office Supplies | LONG | 10.99 | -0.63 | HOLD |
OZM | SHORT | 11.12 | 2.21 | HOLD | |
PBY | LONG | 12.71 | 0.63 | HOLD | |
RJET | LONG | 12.57 | -6.33 | HOLD | |
SAFM | LONG | 74.25 | -0.16 | HOLD | |
SAIA | LONG | 28.58 | -3.35 | HOLD | |
SLV | Misc. Financial Services | SHORT | 19.76 | 0.82 | HOLD |
STRA | LONG | 44.63 | -2.87 | HOLD | |
TECD | LONG | 52.15 | -0.67 | HOLD | |
TFSL | SHORT | 11.76 | -0.59 | HOLD | |
TKC | Communications Services | SHORT | 15.23 | 0.00 | HOLD |
USB | Regional Banks | SHORT | 37.17 | -0.48 | HOLD |
VALE | SHORT | 15.51 | 5.58 | HOLD | |
VLY | SHORT | 10.52 | 0.19 | HOLD | |
WNR | LONG | 31.22 | 1.73 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.94 | ||||
SHORTS | 0.56 | ||||
TOTAL | -1.50 | ||||
S&P 500 | -0.28 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4024242824159.47 | 1572910916815.20 | -17.60 | 0.00 | 124050.30 |
S&P 500 | 34.78 | 5.32 | -18.61 | 2.44 | 0.70 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, August 9, 2013
09-Aug-2013 Daily performance
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