SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.61 | 0.90 | HOLD |
BLT | LONG | 12.24 | 2.34 | HOLD | |
BLX | SHORT | 24.80 | 1.10 | HOLD | |
BPOP | Regional Banks | SHORT | 31.07 | 0.68 | HOLD |
MTRN | LONG | 31.35 | 1.00 | HOLD | |
BZ | LONG | 9.09 | 0.55 | HOLD | |
C | SHORT | 51.09 | 2.00 | HOLD | |
CEF | SHORT | 15.54 | -2.33 | HOLD | |
DENN | Restaurants | LONG | 5.94 | 2.24 | HOLD |
DF | Food Processing | LONG | 19.22 | 0.95 | HOLD |
DRL | SHORT | 23.44 | -0.13 | HOLD | |
ESI | LONG | 29.97 | 0.71 | HOLD | |
FOE | LONG | 8.21 | 1.23 | HOLD | |
GG | SHORT | 27.24 | -6.42 | HOLD | |
GGP | SHORT | 19.48 | -1.17 | HOLD | |
GLD | SHORT | 131.76 | -1.61 | HOLD | |
HAYN | LONG | 45.43 | 0.87 | HOLD | |
HBC | SHORT | 55.63 | 0.18 | HOLD | |
ISBC | SHORT | 21.52 | 0.56 | HOLD | |
JBT | LONG | 23.18 | 1.53 | HOLD | |
KMR | SHORT | 77.01 | 1.46 | HOLD | |
KOP | LONG | 39.76 | 1.79 | HOLD | |
KRNY | SHORT | 9.48 | -0.21 | HOLD | |
LINE | SHORT | 24.74 | 2.06 | HOLD | |
MT | SHORT | 14.10 | 1.88 | HOLD | |
NP | LONG | 38.47 | -0.05 | HOLD | |
NR | LONG | 11.86 | 0.25 | BUY | |
NSH | SHORT | 21.76 | -6.49 | COVER | |
NVS | SHORT | 76.07 | 0.41 | HOLD | |
O | SHORT | 39.51 | -1.13 | HOLD | |
OMX | Office Supplies | LONG | 11.49 | 2.22 | HOLD |
PBY | LONG | 12.04 | 4.51 | HOLD | |
SCCO | SHORT | 28.36 | 0.18 | SHORT | |
RJET | LONG | 12.70 | 5.48 | HOLD | |
ROMA | SHORT | 18.47 | 0.38 | SHORT | |
SAIA | LONG | 32.79 | 6.77 | HOLD | |
SCHN | LONG | 27.14 | 2.07 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 27.48 | -0.72 | HOLD |
SLV | Misc. Financial Services | SHORT | 22.13 | -3.11 | HOLD |
STRA | LONG | 40.91 | -0.17 | HOLD | |
SWHC | Recreational Products | LONG | 10.63 | -0.14 | HOLD |
TFSL | SHORT | 11.23 | 0.09 | HOLD | |
TKC | Communications Services | SHORT | 13.92 | 2.73 | HOLD |
USB | Regional Banks | SHORT | 36.71 | 1.07 | HOLD |
VALE | SHORT | 16.81 | 2.94 | HOLD | |
VCI | LONG | 29.05 | 0.31 | HOLD | |
VLY | SHORT | 10.46 | 1.95 | HOLD | |
WNR | LONG | 28.61 | -1.79 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.51 | ||||
SHORTS | -0.11 | ||||
TOTAL | 1.62 | ||||
S&P 500 | 0.74 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -9.08 | 10.92 | -39.46 | -0.34 | -0.09 |
S&P 500 | 34.42 | 5.45 | -18.61 | 2.28 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, September 10, 2013
10-Sep-2013 Daily performance
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