SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 16.66 | -0.74 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.00 | -0.43 | HOLD |
BHP | SHORT | 66.09 | -1.12 | HOLD | |
BLT | LONG | 11.71 | -2.90 | HOLD | |
BLX | SHORT | 24.73 | -1.43 | HOLD | |
BPOP | Regional Banks | SHORT | 25.73 | -2.09 | HOLD |
MTRN | LONG | 31.91 | -0.84 | HOLD | |
BZ | LONG | 12.72 | 0.55 | HOLD | |
C | SHORT | 48.40 | -0.64 | HOLD | |
CEF | SHORT | 14.54 | 0.07 | HOLD | |
DF | Food Processing | LONG | 18.31 | -2.29 | HOLD |
DRL | SHORT | 19.08 | -2.60 | HOLD | |
ESI | LONG | 30.05 | -3.99 | HOLD | |
FOE | LONG | 9.67 | 0.62 | HOLD | |
GG | SHORT | 25.20 | -1.06 | HOLD | |
GGP | SHORT | 19.79 | -0.60 | HOLD | |
GLD | SHORT | 127.18 | 0.09 | HOLD | |
GPI | Retail (Specialty) | LONG | 75.11 | -3.85 | HOLD |
HAYN | LONG | 45.88 | -2.09 | HOLD | |
HBC | SHORT | 54.39 | -0.33 | HOLD | |
ISBC | SHORT | 22.07 | -0.18 | HOLD | |
JBT | LONG | 25.05 | -0.08 | HOLD | |
KMR | SHORT | 75.11 | -0.48 | HOLD | |
KOP | LONG | 42.86 | -1.04 | HOLD | |
KRNY | SHORT | 10.30 | -0.39 | HOLD | |
LINE | SHORT | 26.28 | -0.27 | HOLD | |
MT | SHORT | 14.05 | -1.54 | HOLD | |
MYE | LONG | 19.48 | -3.56 | HOLD | |
NP | LONG | 38.97 | -0.99 | HOLD | |
NR | LONG | 12.56 | 0.24 | HOLD | |
NVS | SHORT | 75.78 | -0.24 | HOLD | |
O | SHORT | 39.81 | -1.82 | HOLD | |
OMX | Office Supplies | LONG | 12.52 | -2.64 | HOLD |
SCCO | SHORT | 26.95 | -0.99 | HOLD | |
RJET | LONG | 11.56 | 3.40 | HOLD | |
ROMA | SHORT | 18.72 | -0.05 | HOLD | |
SAIA | LONG | 31.03 | -1.74 | HOLD | |
SCHN | LONG | 27.41 | -0.76 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 29.02 | -1.36 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.92 | 0.00 | HOLD |
STRA | LONG | 40.97 | -3.01 | HOLD | |
SWHC | Recreational Products | LONG | 10.81 | -1.46 | HOLD |
TFSL | SHORT | 12.00 | 0.50 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.64 | 0.34 | HOLD |
TKC | Communications Services | SHORT | 15.56 | -0.19 | HOLD |
USB | Regional Banks | SHORT | 36.35 | -0.11 | HOLD |
VALE | SHORT | 15.50 | -1.46 | HOLD | |
VCI | LONG | 28.63 | -1.34 | HOLD | |
VLY | SHORT | 9.89 | -0.30 | HOLD | |
WNR | LONG | 31.09 | 1.93 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.17 | ||||
SHORTS | -0.68 | ||||
TOTAL | -0.49 | ||||
S&P 500 | -0.92 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6658496035622.32 | 2370877947770.86 | -17.58 | 0.00 | 84001.63 |
S&P 500 | 34.07 | 5.70 | -18.61 | 2.10 | 0.64 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, October 3, 2013
03-Oct-2013 Daily performance
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