SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.41 | -0.28 | HOLD |
BHP | SHORT | 67.62 | -0.09 | COVER | |
BLT | LONG | 12.00 | -0.08 | HOLD | |
BLX | SHORT | 25.15 | 1.09 | HOLD | |
BPOP | Regional Banks | SHORT | 33.51 | 0.30 | HOLD |
MTRN | LONG | 31.22 | 2.76 | BUY | |
BZ | LONG | 9.31 | 1.86 | HOLD | |
C | SHORT | 50.90 | -0.82 | HOLD | |
CEF | SHORT | 14.97 | 3.46 | HOLD | |
CIT | SHORT | 49.90 | -0.32 | HOLD | |
DENN | Restaurants | LONG | 5.68 | -0.35 | HOLD |
DF | Food Processing | LONG | 10.64 | 1.72 | HOLD |
DRL | SHORT | 22.91 | -3.78 | HOLD | |
ESI | LONG | 30.00 | 0.84 | HOLD | |
FOE | LONG | 7.44 | 1.36 | HOLD | |
GG | SHORT | 28.74 | 5.78 | SHORT | |
GLD | SHORT | 129.15 | 1.81 | HOLD | |
GLP | LONG | 31.92 | 1.69 | SELL | |
GPI | Retail (Specialty) | LONG | 76.50 | 0.05 | HOLD |
HAYN | LONG | 47.82 | 0.40 | HOLD | |
HBC | SHORT | 55.08 | -0.31 | HOLD | |
ISBC | SHORT | 22.04 | -1.34 | HOLD | |
JBT | LONG | 22.97 | 0.48 | HOLD | |
KMR | SHORT | 80.79 | 0.39 | HOLD | |
KOP | LONG | 39.84 | 5.15 | HOLD | |
KRNY | SHORT | 10.13 | 0.50 | HOLD | |
LINE | SHORT | 23.93 | -4.24 | HOLD | |
MT | SHORT | 13.72 | 0.07 | HOLD | |
NP | LONG | 38.04 | 0.85 | HOLD | |
NSH | SHORT | 24.33 | -0.49 | HOLD | |
NSIT | LONG | 20.99 | 0.43 | HOLD | |
NVS | SHORT | 73.21 | -0.29 | HOLD | |
OMX | Office Supplies | LONG | 11.31 | 2.91 | HOLD |
OZM | SHORT | 11.07 | -0.45 | HOLD | |
PBY | LONG | 12.73 | 0.16 | HOLD | |
RJET | LONG | 12.82 | 1.99 | HOLD | |
SAFM | LONG | 75.07 | 1.10 | HOLD | |
SAIA | LONG | 29.51 | 3.25 | HOLD | |
SLV | Misc. Financial Services | SHORT | 20.61 | 4.30 | HOLD |
STRA | LONG | 44.68 | 0.11 | HOLD | |
TECD | LONG | 52.79 | 1.23 | HOLD | |
TFSL | SHORT | 11.62 | -1.19 | HOLD | |
TKC | Communications Services | SHORT | 15.18 | -0.33 | HOLD |
USB | Regional Banks | SHORT | 37.16 | -0.03 | HOLD |
VALE | SHORT | 15.69 | 1.16 | HOLD | |
VLY | SHORT | 10.61 | 0.86 | HOLD | |
WNR | LONG | 31.45 | 0.74 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.23 | ||||
SHORTS | -0.00 | ||||
TOTAL | 1.23 | ||||
S&P 500 | -0.14 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 159759818.13 | 58345661.60 | -18.05 | 0.00 | 1889.02 |
S&P 500 | 34.59 | 5.34 | -18.61 | 2.42 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, August 12, 2013
12-Aug-2013 Daily performance
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