SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.32 | -1.92 | HOLD |
BLT | LONG | 11.94 | -0.50 | HOLD | |
BLX | SHORT | 25.09 | -0.79 | HOLD | |
BPOP | Regional Banks | SHORT | 33.44 | -0.30 | HOLD |
MTRN | LONG | 30.23 | -2.55 | HOLD | |
BZ | LONG | 8.96 | -2.50 | HOLD | |
C | SHORT | 50.86 | -1.42 | HOLD | |
CEF | SHORT | 15.78 | 3.82 | HOLD | |
CIT | SHORT | 49.32 | -0.68 | HOLD | |
DENN | Restaurants | LONG | 5.59 | -3.12 | HOLD |
DF | Food Processing | LONG | 9.98 | -2.82 | HOLD |
DRL | SHORT | 20.17 | -1.71 | HOLD | |
ESI | LONG | 27.30 | -3.74 | HOLD | |
FOE | LONG | 7.34 | -2.78 | HOLD | |
GG | SHORT | 31.31 | 6.32 | HOLD | |
GLD | SHORT | 131.69 | 2.09 | HOLD | |
GPI | Retail (Specialty) | LONG | 74.79 | -2.87 | HOLD |
HAYN | LONG | 46.61 | -2.35 | HOLD | |
HBC | SHORT | 55.50 | -0.52 | HOLD | |
ISBC | SHORT | 21.33 | -1.71 | HOLD | |
JBT | LONG | 21.77 | -2.94 | HOLD | |
KMR | SHORT | 79.80 | -0.31 | HOLD | |
KOP | LONG | 38.87 | -0.03 | HOLD | |
KRNY | SHORT | 10.50 | 0.96 | HOLD | |
LINE | SHORT | 24.52 | 3.55 | HOLD | |
MT | SHORT | 13.90 | -1.56 | HOLD | |
NP | LONG | 37.54 | -1.42 | HOLD | |
NSH | SHORT | 24.00 | 1.27 | HOLD | |
NSIT | LONG | 20.70 | -1.71 | HOLD | |
NVS | SHORT | 73.34 | -0.38 | HOLD | |
OMX | Office Supplies | LONG | 11.35 | -2.07 | HOLD |
OZM | SHORT | 11.18 | -0.36 | HOLD | |
PBY | LONG | 11.88 | -5.19 | HOLD | |
RJET | LONG | 11.87 | -3.57 | HOLD | |
SAIA | LONG | 28.31 | -0.84 | HOLD | |
SCHN | LONG | 27.15 | 0.00 | HOLD | |
SLV | Misc. Financial Services | SHORT | 22.15 | 5.03 | HOLD |
STRA | LONG | 42.31 | -4.54 | HOLD | |
TFSL | SHORT | 11.07 | -3.32 | HOLD | |
TKC | Communications Services | SHORT | 15.19 | -0.20 | HOLD |
USB | Regional Banks | SHORT | 36.77 | -0.54 | HOLD |
VALE | SHORT | 15.68 | 0.51 | HOLD | |
VCI | LONG | 27.89 | -3.06 | HOLD | |
VLY | SHORT | 10.51 | -1.04 | HOLD | |
WNR | LONG | 31.04 | -0.29 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.33 | ||||
SHORTS | 0.28 | ||||
TOTAL | -2.61 | ||||
S&P 500 | -1.43 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -16.08 | 9.81 | -39.44 | -0.70 | -0.17 |
S&P 500 | 32.40 | 5.54 | -18.61 | 2.18 | 0.65 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, August 15, 2013
15-Aug-2013 Daily performance
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