SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.65 | 0.27 | HOLD |
BLT | LONG | 12.16 | -0.65 | HOLD | |
BLX | SHORT | 24.85 | 0.20 | HOLD | |
BPOP | Regional Banks | SHORT | 31.05 | -0.06 | HOLD |
MTRN | LONG | 31.73 | 1.21 | HOLD | |
BZ | LONG | 9.59 | 5.50 | HOLD | |
C | SHORT | 50.73 | -0.70 | HOLD | |
CEF | SHORT | 15.50 | -0.26 | HOLD | |
DENN | Restaurants | LONG | 5.90 | -0.67 | HOLD |
DF | Food Processing | LONG | 19.37 | 0.78 | HOLD |
DRL | SHORT | 21.99 | -6.19 | HOLD | |
ESI | LONG | 29.71 | -0.87 | HOLD | |
FOE | LONG | 8.11 | -1.22 | HOLD | |
GG | SHORT | 27.77 | 1.95 | HOLD | |
GGP | SHORT | 19.58 | 0.51 | HOLD | |
GLD | SHORT | 131.69 | -0.04 | HOLD | |
HAYN | LONG | 46.16 | 1.61 | HOLD | |
HBC | SHORT | 55.49 | -0.25 | HOLD | |
ISBC | SHORT | 21.53 | 0.05 | HOLD | |
JBT | LONG | 23.51 | 1.42 | HOLD | |
KMR | SHORT | 75.47 | -2.00 | HOLD | |
KOP | LONG | 40.61 | 2.14 | HOLD | |
KRNY | SHORT | 9.49 | 0.11 | HOLD | |
LINE | SHORT | 27.90 | 12.77 | HOLD | |
MT | SHORT | 14.26 | 1.13 | HOLD | |
NP | LONG | 38.49 | 0.05 | HOLD | |
NR | LONG | 11.96 | 0.84 | HOLD | |
NVS | SHORT | 76.46 | 0.51 | HOLD | |
O | SHORT | 39.55 | 0.10 | HOLD | |
OMX | Office Supplies | LONG | 11.52 | 0.26 | HOLD |
PBY | LONG | 12.30 | 2.16 | HOLD | |
SCCO | SHORT | 28.96 | 2.12 | HOLD | |
RJET | LONG | 12.06 | -5.04 | HOLD | |
ROMA | SHORT | 18.49 | 0.11 | HOLD | |
SAIA | LONG | 32.81 | 0.06 | HOLD | |
SCHN | LONG | 27.21 | 0.26 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 27.47 | -0.04 | HOLD |
SLV | Misc. Financial Services | SHORT | 22.29 | 0.75 | HOLD |
STRA | LONG | 40.87 | -0.10 | HOLD | |
SWHC | Recreational Products | LONG | 10.83 | 1.93 | HOLD |
TFSL | SHORT | 11.48 | 2.23 | HOLD | |
TKC | Communications Services | SHORT | 14.01 | 0.65 | HOLD |
USB | Regional Banks | SHORT | 36.68 | -0.08 | HOLD |
VALE | SHORT | 16.39 | -2.50 | HOLD | |
VCI | LONG | 29.03 | -0.07 | HOLD | |
VLY | SHORT | 10.14 | -1.53 | HOLD | |
WNR | LONG | 28.40 | -0.73 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.40 | ||||
SHORTS | 0.39 | ||||
TOTAL | 0.01 | ||||
S&P 500 | 0.31 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6281085195910.26 | 2353690486752.74 | -17.60 | 0.00 | 104503.14 |
S&P 500 | 34.84 | 5.43 | -18.61 | 2.31 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, September 11, 2013
11-Sep-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment