SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.51 | 0.69 | HOLD |
BLT | LONG | 11.96 | -0.33 | HOLD | |
BLX | SHORT | 25.23 | 0.32 | HOLD | |
BPOP | Regional Banks | SHORT | 33.46 | -0.15 | HOLD |
MTRN | LONG | 30.96 | -0.83 | HOLD | |
BZ | LONG | 9.18 | -1.40 | HOLD | |
C | SHORT | 51.77 | 1.71 | HOLD | |
CEF | SHORT | 14.86 | -0.73 | HOLD | |
CIT | SHORT | 49.49 | -0.82 | HOLD | |
DENN | Restaurants | LONG | 5.75 | 1.23 | HOLD |
DF | Food Processing | LONG | 10.56 | -0.75 | HOLD |
DRL | SHORT | 21.84 | -4.67 | HOLD | |
ESI | LONG | 28.99 | -3.37 | HOLD | |
FOE | LONG | 7.50 | 0.81 | HOLD | |
GG | SHORT | 28.35 | -1.25 | HOLD | |
GLD | SHORT | 127.72 | -1.09 | HOLD | |
GPI | Retail (Specialty) | LONG | 76.30 | -0.26 | HOLD |
HAYN | LONG | 47.75 | -0.15 | HOLD | |
HBC | SHORT | 55.60 | 0.93 | HOLD | |
ISBC | SHORT | 21.72 | -1.45 | HOLD | |
JBT | LONG | 22.73 | -1.22 | HOLD | |
KMR | SHORT | 79.97 | -0.99 | HOLD | |
KOP | LONG | 39.63 | -0.75 | HOLD | |
KRNY | SHORT | 10.25 | 1.18 | HOLD | |
LINE | SHORT | 22.91 | -4.28 | HOLD | |
MT | SHORT | 13.84 | 0.87 | HOLD | |
NP | LONG | 37.87 | -0.45 | HOLD | |
NSH | SHORT | 23.95 | -1.56 | HOLD | |
NSIT | LONG | 20.86 | -0.62 | HOLD | |
NVS | SHORT | 73.78 | 0.78 | HOLD | |
OMX | Office Supplies | LONG | 11.41 | 1.06 | HOLD |
OZM | SHORT | 11.33 | 2.35 | HOLD | |
PBY | LONG | 12.77 | 0.27 | HOLD | |
RJET | LONG | 12.58 | -1.87 | HOLD | |
SAFM | LONG | 74.85 | -0.29 | SELL | |
SAIA | LONG | 28.92 | -2.00 | HOLD | |
SCHN | LONG | 27.07 | -0.55 | BUY | |
SLV | Misc. Financial Services | SHORT | 20.71 | 0.44 | HOLD |
STRA | LONG | 44.30 | -0.85 | HOLD | |
TECD | LONG | 53.56 | 1.46 | SELL | |
TFSL | SHORT | 11.67 | 0.43 | HOLD | |
TKC | Communications Services | SHORT | 15.15 | -0.20 | HOLD |
USB | Regional Banks | SHORT | 37.11 | -0.13 | HOLD |
VALE | SHORT | 15.51 | -1.15 | HOLD | |
VCI | LONG | 28.62 | -1.24 | BUY | |
VLY | SHORT | 10.58 | -0.28 | HOLD | |
WNR | LONG | 31.41 | -0.13 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.50 | ||||
SHORTS | -0.38 | ||||
TOTAL | -0.12 | ||||
S&P 500 | 0.33 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 904117382760.89 | 348131014341.44 | -17.60 | 0.00 | 65307.29 |
S&P 500 | 35.06 | 5.32 | -18.61 | 2.45 | 0.70 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, August 13, 2013
13-Aug-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment