SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.56 | 0.21 | HOLD |
BLT | LONG | 12.26 | 1.07 | HOLD | |
BLX | SHORT | 24.90 | 0.32 | HOLD | |
BPOP | Regional Banks | SHORT | 29.45 | 0.86 | HOLD |
MTRN | LONG | 31.30 | 0.68 | HOLD | |
BZ | LONG | 12.60 | 0.32 | HOLD | |
C | SHORT | 51.20 | 0.39 | HOLD | |
CEF | SHORT | 14.60 | -0.54 | HOLD | |
DF | Food Processing | LONG | 19.60 | 0.67 | HOLD |
DRL | SHORT | 21.36 | 6.80 | HOLD | |
ESI | LONG | 29.40 | 1.27 | HOLD | |
FOE | LONG | 8.67 | 0.70 | HOLD | |
GG | SHORT | 26.31 | 1.31 | HOLD | |
GGP | SHORT | 19.61 | -0.51 | HOLD | |
GLD | SHORT | 126.52 | 0.06 | HOLD | |
GPI | Retail (Specialty) | LONG | 80.42 | 1.51 | HOLD |
HAYN | LONG | 45.69 | -0.28 | HOLD | |
HBC | SHORT | 55.35 | -1.20 | HOLD | |
ISBC | SHORT | 21.83 | 1.77 | HOLD | |
JBT | LONG | 24.41 | 0.04 | HOLD | |
KMR | SHORT | 74.24 | -0.09 | HOLD | |
KOP | LONG | 41.10 | 1.46 | HOLD | |
KRNY | SHORT | 9.42 | -0.11 | HOLD | |
LINE | SHORT | 27.91 | -1.38 | HOLD | |
MT | SHORT | 14.09 | 0.57 | HOLD | |
NP | LONG | 38.40 | -1.23 | HOLD | |
NR | LONG | 11.87 | -0.84 | HOLD | |
NVS | SHORT | 75.20 | -0.13 | HOLD | |
O | SHORT | 39.71 | -0.48 | HOLD | |
OMX | Office Supplies | LONG | 11.24 | 0.81 | HOLD |
SCCO | SHORT | 28.76 | 1.13 | HOLD | |
RJET | LONG | 12.75 | 4.85 | HOLD | |
ROMA | SHORT | 18.72 | 1.41 | HOLD | |
SAIA | LONG | 32.11 | -1.05 | HOLD | |
SCHN | LONG | 27.29 | 1.11 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 28.33 | 0.78 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.96 | 0.10 | HOLD |
STRA | LONG | 41.24 | 1.23 | HOLD | |
SWHC | Recreational Products | LONG | 11.40 | 3.17 | HOLD |
TFSL | SHORT | 11.52 | -0.09 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 25.78 | 0.62 | HOLD |
TKC | Communications Services | SHORT | 14.80 | 1.23 | HOLD |
USB | Regional Banks | SHORT | 37.52 | 0.03 | HOLD |
VALE | SHORT | 16.16 | 1.13 | HOLD | |
VCI | LONG | 28.63 | -0.38 | HOLD | |
VLY | SHORT | 10.19 | 2.31 | HOLD | |
WNR | LONG | 28.90 | -1.10 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.70 | ||||
SHORTS | 0.60 | ||||
TOTAL | 0.10 | ||||
S&P 500 | 0.44 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 173339139.62 | 59253878.67 | -18.08 | 0.00 | 1547.69 |
S&P 500 | 36.16 | 5.35 | -18.61 | 2.41 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, September 17, 2013
17-Sep-2013 Daily performance
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