SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.12 | -0.35 | HOLD |
BLT | LONG | 11.61 | -1.02 | HOLD | |
BLX | SHORT | 24.08 | -2.90 | HOLD | |
BPOP | Regional Banks | SHORT | 31.06 | -1.15 | HOLD |
MTRN | LONG | 29.40 | -3.45 | HOLD | |
BZ | LONG | 8.55 | -0.81 | HOLD | |
C | SHORT | 48.33 | -0.29 | HOLD | |
CEF | SHORT | 16.00 | -1.23 | HOLD | |
CIT | SHORT | 47.87 | 0.40 | HOLD | |
DENN | Restaurants | LONG | 5.62 | -0.71 | HOLD |
DF | Food Processing | LONG | 19.16 | -0.36 | HOLD |
DRL | SHORT | 23.67 | -1.66 | HOLD | |
ESI | LONG | 28.81 | -2.34 | HOLD | |
FOE | LONG | 7.35 | -1.61 | HOLD | |
GG | SHORT | 29.50 | -1.40 | HOLD | |
GLD | SHORT | 134.62 | -0.92 | HOLD | |
GPI | Retail (Specialty) | LONG | 76.73 | -0.14 | HOLD |
HAYN | LONG | 44.23 | -2.64 | HOLD | |
HBC | SHORT | 52.42 | -1.58 | HOLD | |
ISBC | SHORT | 20.82 | 0.14 | HOLD | |
JBT | LONG | 21.91 | -3.18 | HOLD | |
KMR | SHORT | 79.84 | -0.42 | HOLD | |
KOP | LONG | 38.77 | -2.78 | HOLD | |
KRNY | SHORT | 9.78 | -1.81 | HOLD | |
LINE | SHORT | 24.11 | 0.46 | HOLD | |
MT | SHORT | 12.76 | -1.85 | HOLD | |
NP | LONG | 36.60 | -2.06 | HOLD | |
NSH | SHORT | 23.69 | -0.50 | HOLD | |
NVS | SHORT | 72.98 | 0.54 | HOLD | |
O | SHORT | 39.50 | -0.68 | HOLD | |
OMX | Office Supplies | LONG | 10.87 | -0.64 | HOLD |
PBY | LONG | 11.23 | -2.85 | HOLD | |
RJET | LONG | 11.17 | -1.85 | HOLD | |
SAIA | LONG | 30.01 | -2.31 | HOLD | |
SCHN | LONG | 25.25 | -0.67 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 26.96 | -0.22 | HOLD |
SLV | Misc. Financial Services | SHORT | 22.61 | -1.70 | HOLD |
STRA | LONG | 39.96 | -1.82 | HOLD | |
TFSL | SHORT | 10.88 | -1.00 | HOLD | |
TKC | Communications Services | SHORT | 13.16 | -0.53 | HOLD |
USB | Regional Banks | SHORT | 36.13 | 0.06 | HOLD |
VALE | SHORT | 14.41 | -0.41 | HOLD | |
VCI | LONG | 27.55 | -2.89 | HOLD | |
VLY | SHORT | 10.09 | -0.79 | HOLD | |
WNR | LONG | 29.33 | -1.87 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.73 | ||||
SHORTS | -0.82 | ||||
TOTAL | -0.91 | ||||
S&P 500 | -0.32 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4144074771274.02 | 1591309698922.19 | -17.60 | 0.00 | 98790.82 |
S&P 500 | 30.26 | 5.88 | -18.61 | 1.89 | 0.60 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, August 30, 2013
30-Aug-2013 Daily performance
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