SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 16.90 | 1.32 | SHORT | |
BAC | SandLs/Savings Banks | SHORT | 13.90 | 0.72 | HOLD |
BHP | SHORT | 66.40 | -0.15 | SHORT | |
BLT | LONG | 12.10 | -0.08 | HOLD | |
BLX | SHORT | 25.10 | 0.72 | HOLD | |
BPOP | Regional Banks | SHORT | 26.48 | 0.88 | HOLD |
MTRN | LONG | 32.71 | 2.03 | HOLD | |
BZ | LONG | 12.69 | 0.71 | HOLD | |
C | SHORT | 48.60 | 0.19 | HOLD | |
CEF | SHORT | 14.26 | -2.99 | HOLD | |
DF | Food Processing | LONG | 19.20 | -0.52 | HOLD |
DRL | SHORT | 19.87 | 4.14 | HOLD | |
ESI | LONG | 31.40 | 1.29 | HOLD | |
FOE | LONG | 9.42 | 3.40 | HOLD | |
GG | SHORT | 25.24 | -2.96 | HOLD | |
GGP | SHORT | 19.56 | 1.40 | HOLD | |
GLD | SHORT | 124.57 | -2.82 | HOLD | |
GPI | Retail (Specialty) | LONG | 78.29 | 0.79 | HOLD |
HAYN | LONG | 46.26 | 2.23 | HOLD | |
HBC | SHORT | 54.66 | 0.74 | HOLD | |
ISBC | SHORT | 22.15 | 1.14 | HOLD | |
JBT | LONG | 25.23 | 1.41 | HOLD | |
KMR | SHORT | 75.86 | 1.20 | HOLD | |
KOP | LONG | 43.01 | 0.84 | HOLD | |
KRNY | SHORT | 10.38 | 1.57 | HOLD | |
LINE | SHORT | 26.01 | 0.35 | HOLD | |
MT | SHORT | 13.88 | 1.54 | HOLD | |
MYE | LONG | 20.33 | 1.09 | BUY | |
NP | LONG | 39.59 | 0.71 | HOLD | |
NR | LONG | 12.61 | -0.39 | HOLD | |
NVS | SHORT | 76.72 | 0.01 | HOLD | |
O | SHORT | 40.65 | 2.26 | HOLD | |
OMX | Office Supplies | LONG | 12.97 | 1.41 | HOLD |
SCCO | SHORT | 27.50 | 0.95 | HOLD | |
RJET | LONG | 12.54 | 5.42 | HOLD | |
ROMA | SHORT | 18.86 | 1.45 | HOLD | |
SAIA | LONG | 31.43 | 0.80 | HOLD | |
SCHN | LONG | 27.60 | 0.36 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 29.56 | 0.34 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.41 | -2.34 | HOLD |
STRA | LONG | 42.01 | 1.19 | HOLD | |
SWHC | Recreational Products | LONG | 11.20 | 1.91 | HOLD |
TFSL | SHORT | 12.01 | 0.33 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.53 | 2.04 | HOLD |
TKC | Communications Services | SHORT | 15.21 | 3.12 | HOLD |
USB | Regional Banks | SHORT | 36.71 | 0.36 | HOLD |
VALE | SHORT | 15.56 | -0.32 | HOLD | |
VCI | LONG | 29.30 | 1.45 | HOLD | |
VLY | SHORT | 10.07 | 1.21 | HOLD | |
WNR | LONG | 29.73 | -1.03 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.20 | ||||
SHORTS | 0.51 | ||||
TOTAL | 0.68 | ||||
S&P 500 | 0.79 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4591558634982.64 | 1606551635372.40 | -17.58 | 0.00 | 74955.09 |
S&P 500 | 35.45 | 5.52 | -18.61 | 2.25 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, October 1, 2013
01-Oct-2013 Daily performance
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