SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.60 | 0.62 | HOLD |
BLT | LONG | 12.00 | 0.33 | HOLD | |
BLX | SHORT | 25.29 | 0.24 | HOLD | |
BPOP | Regional Banks | SHORT | 33.54 | 0.24 | HOLD |
MTRN | LONG | 31.02 | 0.45 | HOLD | |
BZ | LONG | 9.19 | 0.11 | HOLD | |
C | SHORT | 51.59 | -0.35 | HOLD | |
CEF | SHORT | 15.20 | 2.29 | HOLD | |
CIT | SHORT | 49.66 | 0.34 | HOLD | |
DENN | Restaurants | LONG | 5.77 | 0.35 | HOLD |
DF | Food Processing | LONG | 10.27 | -2.75 | HOLD |
DRL | SHORT | 20.52 | -6.04 | HOLD | |
ESI | LONG | 28.36 | -2.17 | HOLD | |
FOE | LONG | 7.55 | 0.67 | HOLD | |
GG | SHORT | 29.45 | 3.88 | HOLD | |
GLD | SHORT | 128.99 | 0.98 | HOLD | |
GPI | Retail (Specialty) | LONG | 77.00 | 0.92 | HOLD |
HAYN | LONG | 47.73 | -0.04 | HOLD | |
HBC | SHORT | 55.79 | 0.34 | HOLD | |
ISBC | SHORT | 21.70 | -0.09 | HOLD | |
JBT | LONG | 22.43 | -1.32 | HOLD | |
KMR | SHORT | 80.05 | 0.10 | HOLD | |
KOP | LONG | 39.13 | -1.26 | HOLD | |
KRNY | SHORT | 10.40 | 1.46 | HOLD | |
LINE | SHORT | 23.68 | 3.38 | HOLD | |
MT | SHORT | 14.12 | 2.02 | HOLD | |
NP | LONG | 38.08 | 1.09 | HOLD | |
NSH | SHORT | 23.70 | -1.04 | HOLD | |
NSIT | LONG | 21.06 | 0.96 | HOLD | |
NVS | SHORT | 73.62 | -0.22 | HOLD | |
OMX | Office Supplies | LONG | 11.59 | 1.58 | HOLD |
OZM | SHORT | 11.22 | -0.97 | HOLD | |
PBY | LONG | 12.53 | -1.96 | HOLD | |
RJET | LONG | 12.31 | -2.15 | HOLD | |
SAIA | LONG | 28.55 | -1.28 | HOLD | |
SCHN | LONG | 27.15 | 0.30 | HOLD | |
SLV | Misc. Financial Services | SHORT | 21.08 | 1.79 | HOLD |
STRA | LONG | 44.32 | 0.05 | HOLD | |
TFSL | SHORT | 11.45 | -1.89 | HOLD | |
TKC | Communications Services | SHORT | 15.22 | 0.46 | HOLD |
USB | Regional Banks | SHORT | 36.97 | -0.38 | HOLD |
VALE | SHORT | 15.60 | 0.58 | HOLD | |
VCI | LONG | 28.77 | 0.52 | HOLD | |
VLY | SHORT | 10.62 | 0.38 | HOLD | |
WNR | LONG | 31.13 | -0.89 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.31 | ||||
SHORTS | 0.34 | ||||
TOTAL | -0.65 | ||||
S&P 500 | -0.51 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 158573227.65 | 58447269.09 | -18.05 | 0.00 | 1847.75 |
S&P 500 | 34.32 | 5.38 | -18.61 | 2.37 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, August 14, 2013
14-Aug-2013 Daily performance
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