SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.15 | -1.87 | HOLD |
BLT | LONG | 11.75 | -0.93 | HOLD | |
BLX | SHORT | 24.49 | -1.84 | HOLD | |
BPOP | Regional Banks | SHORT | 33.43 | -0.33 | HOLD |
MTRN | LONG | 30.71 | -2.35 | HOLD | |
BZ | LONG | 8.61 | -2.49 | HOLD | |
C | SHORT | 49.33 | -2.03 | HOLD | |
CEF | SHORT | 15.87 | -0.19 | HOLD | |
CIT | SHORT | 48.70 | -1.68 | HOLD | |
DENN | Restaurants | LONG | 5.49 | -0.18 | HOLD |
DF | Food Processing | LONG | 9.67 | -1.63 | HOLD |
DRL | SHORT | 21.99 | 7.69 | HOLD | |
ESI | LONG | 26.32 | -2.01 | HOLD | |
FOE | LONG | 7.19 | -1.24 | HOLD | |
GG | SHORT | 30.95 | -0.39 | HOLD | |
GLD | SHORT | 132.01 | -0.43 | HOLD | |
GPI | Retail (Specialty) | LONG | 75.44 | 0.09 | HOLD |
HAYN | LONG | 44.73 | -3.24 | HOLD | |
HBC | SHORT | 54.84 | -0.92 | HOLD | |
ISBC | SHORT | 21.20 | -0.33 | HOLD | |
JBT | LONG | 21.44 | -1.11 | HOLD | |
KMR | SHORT | 78.62 | -1.09 | HOLD | |
KOP | LONG | 38.80 | 0.34 | HOLD | |
KRNY | SHORT | 10.37 | -0.77 | HOLD | |
LINE | SHORT | 23.83 | -3.87 | HOLD | |
MT | SHORT | 13.53 | -3.01 | HOLD | |
NP | LONG | 36.89 | 0.27 | HOLD | |
NSH | SHORT | 23.62 | -0.21 | HOLD | |
NSIT | LONG | 20.89 | 0.05 | HOLD | |
NVS | SHORT | 72.89 | 0.07 | HOLD | |
OMX | Office Supplies | LONG | 10.75 | -3.41 | HOLD |
OZM | SHORT | 10.87 | -2.16 | HOLD | |
PBY | LONG | 12.19 | 3.83 | HOLD | |
RJET | LONG | 11.48 | -2.96 | HOLD | |
SAIA | LONG | 28.38 | -0.46 | HOLD | |
SCHN | LONG | 26.26 | -1.24 | HOLD | |
SLV | Misc. Financial Services | SHORT | 22.35 | 0.04 | HOLD |
STRA | LONG | 41.84 | -1.60 | HOLD | |
TFSL | SHORT | 11.18 | 0.90 | HOLD | |
TKC | Communications Services | SHORT | 14.79 | -3.40 | HOLD |
USB | Regional Banks | SHORT | 36.66 | -0.70 | HOLD |
VALE | SHORT | 15.22 | -0.98 | HOLD | |
VCI | LONG | 27.74 | 0.04 | HOLD | |
VLY | SHORT | 10.44 | -1.04 | HOLD | |
WNR | LONG | 29.62 | -0.44 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.98 | ||||
SHORTS | -0.77 | ||||
TOTAL | -0.21 | ||||
S&P 500 | -0.64 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 5740772951793.22 | 2331287471998.18 | -17.60 | 0.00 | 129994.26 |
S&P 500 | 31.16 | 5.69 | -18.61 | 2.04 | 0.62 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, August 19, 2013
19-Aug-2013 Daily performance
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