SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.48 | 0.84 | HOLD |
BLT | LONG | 11.96 | 1.18 | HOLD | |
BLX | SHORT | 24.53 | -0.20 | HOLD | |
BPOP | Regional Banks | SHORT | 30.86 | 0.33 | HOLD |
MTRN | LONG | 31.04 | 1.57 | HOLD | |
BZ | LONG | 9.04 | 2.38 | HOLD | |
C | SHORT | 50.09 | 1.77 | HOLD | |
CEF | SHORT | 15.91 | -0.56 | HOLD | |
DENN | Restaurants | LONG | 5.81 | 1.22 | HOLD |
DF | Food Processing | LONG | 19.04 | 2.26 | HOLD |
DRL | SHORT | 23.47 | -0.76 | HOLD | |
ESI | LONG | 29.76 | 0.07 | HOLD | |
FOE | LONG | 8.11 | 7.13 | HOLD | |
GG | SHORT | 29.11 | -0.82 | HOLD | |
GGP | SHORT | 19.71 | 3.09 | HOLD | |
GLD | SHORT | 133.89 | -0.19 | HOLD | |
HAYN | LONG | 45.04 | 1.83 | HOLD | |
HBC | SHORT | 55.53 | 0.38 | HOLD | |
ISBC | SHORT | 21.40 | 0.71 | HOLD | |
JBT | LONG | 22.83 | 0.84 | HOLD | |
KMR | SHORT | 75.90 | -1.03 | HOLD | |
KOP | LONG | 39.06 | 1.11 | HOLD | |
KRNY | SHORT | 9.50 | 2.81 | HOLD | |
LINE | SHORT | 24.24 | -0.04 | HOLD | |
MT | SHORT | 13.84 | 1.24 | HOLD | |
NP | LONG | 38.49 | 2.61 | HOLD | |
NSH | SHORT | 23.27 | -1.90 | HOLD | |
NVS | SHORT | 75.76 | -0.21 | HOLD | |
O | SHORT | 39.96 | 2.12 | HOLD | |
OMX | Office Supplies | LONG | 11.24 | 2.37 | HOLD |
PBY | LONG | 11.52 | 1.68 | HOLD | |
RJET | LONG | 12.04 | 5.71 | HOLD | |
SAIA | LONG | 30.71 | 1.45 | HOLD | |
SCHN | LONG | 26.59 | 3.95 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 27.68 | 1.50 | HOLD |
SLV | Misc. Financial Services | SHORT | 22.83 | -0.59 | HOLD |
STRA | LONG | 40.98 | 0.05 | HOLD | |
SWHC | Recreational Products | LONG | 10.64 | 3.20 | HOLD |
TFSL | SHORT | 11.22 | 0.18 | HOLD | |
TKC | Communications Services | SHORT | 13.55 | 3.99 | HOLD |
USB | Regional Banks | SHORT | 36.32 | -0.41 | HOLD |
VALE | SHORT | 16.33 | 4.55 | HOLD | |
VCI | LONG | 28.96 | 2.19 | HOLD | |
VLY | SHORT | 10.26 | 1.79 | HOLD | |
WNR | LONG | 29.12 | 0.31 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 2.12 | ||||
SHORTS | 0.71 | ||||
TOTAL | 1.41 | ||||
S&P 500 | 0.96 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4197144759889.41 | 1595959872502.06 | -17.60 | 0.00 | 91891.80 |
S&P 500 | 33.43 | 5.54 | -18.61 | 2.19 | 0.65 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, September 9, 2013
09-Sep-2013 Daily performance
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