SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.53 | 0.28 | HOLD |
BLT | LONG | 12.13 | 0.33 | HOLD | |
BLX | SHORT | 24.82 | 0.08 | HOLD | |
BPOP | Regional Banks | SHORT | 29.20 | -0.95 | HOLD |
MTRN | LONG | 31.09 | 0.03 | HOLD | |
BZ | LONG | 12.56 | 26.10 | HOLD | |
C | SHORT | 51.00 | 1.01 | HOLD | |
CEF | SHORT | 14.68 | -1.34 | HOLD | |
DF | Food Processing | LONG | 19.47 | 0.18 | HOLD |
DRL | SHORT | 20.00 | 0.00 | HOLD | |
ESI | LONG | 29.03 | -0.62 | HOLD | |
FOE | LONG | 8.61 | 0.94 | HOLD | |
GG | SHORT | 26.02 | -1.59 | HOLD | |
GGP | SHORT | 19.71 | 1.13 | HOLD | |
GLD | SHORT | 126.45 | -1.07 | HOLD | |
GPI | Retail (Specialty) | LONG | 79.22 | 0.28 | BUY |
HAYN | LONG | 45.82 | 0.07 | HOLD | |
HBC | SHORT | 56.02 | 0.23 | HOLD | |
ISBC | SHORT | 21.45 | 0.19 | HOLD | |
JBT | LONG | 24.40 | 1.41 | HOLD | |
KMR | SHORT | 74.31 | 0.50 | HOLD | |
KOP | LONG | 40.51 | -0.10 | HOLD | |
KRNY | SHORT | 9.43 | 0.11 | HOLD | |
LINE | SHORT | 28.30 | 0.43 | HOLD | |
MT | SHORT | 14.01 | 0.72 | HOLD | |
NP | LONG | 38.88 | 0.31 | HOLD | |
NR | LONG | 11.97 | 0.76 | HOLD | |
NVS | SHORT | 75.30 | -1.18 | HOLD | |
O | SHORT | 39.90 | 1.79 | HOLD | |
OMX | Office Supplies | LONG | 11.15 | -1.41 | HOLD |
PBY | LONG | 12.11 | -0.49 | SELL | |
SCCO | SHORT | 28.44 | 3.38 | HOLD | |
RJET | LONG | 12.16 | -1.70 | HOLD | |
ROMA | SHORT | 18.46 | 0.54 | HOLD | |
SAIA | LONG | 32.45 | 0.68 | HOLD | |
SCHN | LONG | 26.99 | -0.55 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 28.11 | 0.72 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.95 | -2.19 | HOLD |
STRA | LONG | 40.74 | 1.77 | HOLD | |
SWHC | Recreational Products | LONG | 11.05 | -1.43 | HOLD |
TFSL | SHORT | 11.53 | -1.71 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 25.62 | 1.95 | HOLD |
TKC | Communications Services | SHORT | 14.62 | 3.03 | HOLD |
USB | Regional Banks | SHORT | 37.51 | 1.00 | HOLD |
VALE | SHORT | 15.98 | -0.37 | HOLD | |
VCI | LONG | 28.74 | 0.03 | HOLD | |
VLY | SHORT | 9.96 | -0.80 | HOLD | |
WNR | LONG | 29.22 | -1.08 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.27 | ||||
SHORTS | 0.13 | ||||
TOTAL | 1.14 | ||||
S&P 500 | 0.61 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4414275119138.26 | 1598948599196.50 | -17.60 | 0.00 | 86862.43 |
S&P 500 | 35.61 | 5.39 | -18.61 | 2.36 | 0.68 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, September 16, 2013
16-Sep-2013 Daily performance
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