SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
BAC | SandLs/Savings Banks | SHORT | 14.14 | -2.08 | HOLD |
BLT | LONG | 12.28 | 0.66 | HOLD | |
BLX | SHORT | 24.90 | 0.08 | HOLD | |
BPOP | Regional Banks | SHORT | 26.54 | -0.23 | HOLD |
MTRN | LONG | 32.49 | -0.09 | HOLD | |
BZ | LONG | 12.52 | -0.08 | HOLD | |
C | SHORT | 49.57 | -3.20 | HOLD | |
CEF | SHORT | 14.53 | -1.02 | HOLD | |
DF | Food Processing | LONG | 18.99 | -0.58 | HOLD |
DRL | SHORT | 19.88 | -2.17 | HOLD | |
ESI | LONG | 29.67 | -0.87 | HOLD | |
FOE | LONG | 8.89 | -0.67 | HOLD | |
GG | SHORT | 25.51 | -1.20 | HOLD | |
GGP | SHORT | 19.77 | -1.20 | HOLD | |
GLD | SHORT | 127.55 | -0.32 | HOLD | |
GPI | Retail (Specialty) | LONG | 80.42 | -0.16 | HOLD |
HAYN | LONG | 45.11 | -0.57 | HOLD | |
HBC | SHORT | 55.28 | 0.25 | HOLD | |
ISBC | SHORT | 21.91 | -0.90 | HOLD | |
JBT | LONG | 24.46 | -0.41 | HOLD | |
KMR | SHORT | 74.52 | -0.32 | HOLD | |
KOP | LONG | 42.76 | 1.76 | HOLD | |
KRNY | SHORT | 9.96 | 1.53 | HOLD | |
LINE | SHORT | 25.83 | -0.50 | HOLD | |
MT | SHORT | 13.91 | -0.78 | HOLD | |
NP | LONG | 38.73 | 0.10 | HOLD | |
NR | LONG | 11.99 | -0.50 | HOLD | |
NVS | SHORT | 76.74 | 0.38 | HOLD | |
O | SHORT | 39.63 | -0.73 | HOLD | |
OMX | Office Supplies | LONG | 11.72 | 3.90 | HOLD |
SCCO | SHORT | 28.77 | 0.77 | HOLD | |
RJET | LONG | 12.99 | 0.08 | HOLD | |
ROMA | SHORT | 18.71 | -1.32 | HOLD | |
SAIA | LONG | 32.76 | 0.96 | HOLD | |
SCHN | LONG | 27.51 | 0.15 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 28.97 | -0.69 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.79 | -1.00 | HOLD |
STRA | LONG | 42.25 | 0.96 | HOLD | |
SWHC | Recreational Products | LONG | 11.60 | 0.00 | HOLD |
TFSL | SHORT | 11.15 | -0.54 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.18 | 1.36 | HOLD |
TKC | Communications Services | SHORT | 14.72 | -0.20 | HOLD |
USB | Regional Banks | SHORT | 37.36 | -1.29 | HOLD |
VALE | SHORT | 16.43 | 1.55 | HOLD | |
VCI | LONG | 28.56 | 1.17 | HOLD | |
VLY | SHORT | 9.72 | 0.21 | HOLD | |
WNR | LONG | 28.88 | -0.45 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.27 | ||||
SHORTS | -0.57 | ||||
TOTAL | 0.84 | ||||
S&P 500 | -0.46 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 53627.97 | 14709.31 | -18.08 | 0.07 | 58.67 |
S&P 500 | 35.92 | 5.42 | -18.61 | 2.34 | 0.68 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, September 23, 2013
23-Sep-2013 Daily performance
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