SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 16.78 | -0.68 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.06 | 1.15 | HOLD |
BHP | SHORT | 66.84 | 0.66 | HOLD | |
BLT | LONG | 12.06 | -0.33 | HOLD | |
BLX | SHORT | 25.09 | -0.04 | HOLD | |
BPOP | Regional Banks | SHORT | 26.28 | -0.76 | HOLD |
MTRN | LONG | 32.18 | -1.62 | HOLD | |
BZ | LONG | 12.65 | -0.32 | HOLD | |
C | SHORT | 48.71 | 0.23 | HOLD | |
CEF | SHORT | 14.53 | 1.89 | HOLD | |
DF | Food Processing | LONG | 18.74 | -2.40 | HOLD |
DRL | SHORT | 19.59 | -1.41 | HOLD | |
ESI | LONG | 31.30 | -0.32 | HOLD | |
FOE | LONG | 9.61 | 2.02 | HOLD | |
GG | SHORT | 25.47 | 0.91 | HOLD | |
GGP | SHORT | 19.91 | 1.79 | HOLD | |
GLD | SHORT | 127.03 | 1.96 | HOLD | |
GPI | Retail (Specialty) | LONG | 78.12 | -0.22 | HOLD |
HAYN | LONG | 46.86 | 1.30 | HOLD | |
HBC | SHORT | 54.57 | -0.16 | HOLD | |
ISBC | SHORT | 22.11 | -0.18 | HOLD | |
JBT | LONG | 25.07 | -0.63 | HOLD | |
KMR | SHORT | 75.47 | -0.51 | HOLD | |
KOP | LONG | 43.31 | 0.70 | HOLD | |
KRNY | SHORT | 10.34 | -0.39 | HOLD | |
LINE | SHORT | 26.35 | 1.31 | HOLD | |
MT | SHORT | 14.27 | 2.81 | HOLD | |
MYE | LONG | 20.20 | -0.64 | HOLD | |
NP | LONG | 39.36 | -0.58 | HOLD | |
NR | LONG | 12.53 | -0.63 | HOLD | |
NVS | SHORT | 75.96 | -0.99 | HOLD | |
O | SHORT | 40.55 | -0.25 | HOLD | |
OMX | Office Supplies | LONG | 12.86 | -0.85 | HOLD |
SCCO | SHORT | 27.22 | -1.02 | HOLD | |
RJET | LONG | 11.18 | -10.85 | HOLD | |
ROMA | SHORT | 18.73 | -0.69 | HOLD | |
SAIA | LONG | 31.58 | 0.48 | HOLD | |
SCHN | LONG | 27.62 | 0.07 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 29.42 | -0.47 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.92 | 2.47 | HOLD |
STRA | LONG | 42.24 | 0.54 | HOLD | |
SWHC | Recreational Products | LONG | 10.97 | -2.05 | HOLD |
TFSL | SHORT | 11.94 | -0.58 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.55 | 0.08 | HOLD |
TKC | Communications Services | SHORT | 15.59 | 2.50 | HOLD |
USB | Regional Banks | SHORT | 36.39 | -0.87 | HOLD |
VALE | SHORT | 15.73 | 1.09 | HOLD | |
VCI | LONG | 29.02 | -0.96 | HOLD | |
VLY | SHORT | 9.92 | -1.49 | HOLD | |
WNR | LONG | 30.50 | 2.59 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.66 | ||||
SHORTS | 0.32 | ||||
TOTAL | -0.98 | ||||
S&P 500 | -0.13 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -3.02 | 12.05 | -39.47 | -0.10 | -0.03 |
S&P 500 | 35.27 | 5.55 | -18.61 | 2.23 | 0.66 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, October 2, 2013
02-Oct-2013 Daily performance
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