SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 16.88 | 1.32 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.05 | 0.36 | HOLD |
BHP | SHORT | 66.51 | 0.64 | HOLD | |
BLT | LONG | 11.88 | 1.45 | HOLD | |
BLX | SHORT | 24.80 | 0.28 | HOLD | |
BPOP | Regional Banks | SHORT | 26.13 | 1.55 | HOLD |
MTRN | LONG | 32.32 | 1.28 | HOLD | |
BZ | LONG | 12.69 | -0.24 | HOLD | |
C | SHORT | 49.14 | 1.53 | HOLD | |
CEF | SHORT | 14.40 | -0.96 | HOLD | |
DF | Food Processing | LONG | 18.26 | -0.27 | HOLD |
DRL | SHORT | 18.71 | -1.94 | HOLD | |
ESI | LONG | 30.11 | 0.20 | HOLD | |
FOE | LONG | 9.80 | 1.34 | HOLD | |
GG | SHORT | 25.00 | -0.79 | HOLD | |
GGP | SHORT | 19.85 | 0.30 | HOLD | |
GLD | SHORT | 126.52 | -0.52 | HOLD | |
GPI | Retail (Specialty) | LONG | 72.97 | -2.85 | HOLD |
HAYN | LONG | 46.85 | 2.11 | HOLD | |
HBC | SHORT | 54.76 | 0.68 | HOLD | |
ISBC | SHORT | 22.13 | 0.27 | HOLD | |
JBT | LONG | 25.20 | 0.60 | HOLD | |
KMR | SHORT | 75.29 | 0.24 | HOLD | |
KOP | LONG | 43.05 | 0.44 | HOLD | |
KRNY | SHORT | 10.40 | 0.97 | HOLD | |
LINE | SHORT | 26.50 | 0.84 | HOLD | |
MT | SHORT | 14.18 | 0.93 | HOLD | |
MYE | LONG | 19.90 | 2.16 | HOLD | |
NP | LONG | 39.02 | 0.13 | HOLD | |
NR | LONG | 12.60 | 0.32 | HOLD | |
NVS | SHORT | 75.74 | -0.05 | HOLD | |
O | SHORT | 39.70 | -0.28 | HOLD | |
OMX | Office Supplies | LONG | 12.60 | 0.64 | HOLD |
SCCO | SHORT | 27.01 | 0.22 | HOLD | |
RJET | LONG | 11.55 | -0.09 | HOLD | |
ROMA | SHORT | 18.75 | 0.16 | HOLD | |
SAIA | LONG | 31.99 | 3.09 | HOLD | |
SCHN | LONG | 27.60 | 0.69 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 29.00 | -0.07 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.94 | 0.10 | HOLD |
STRA | LONG | 41.14 | 0.41 | HOLD | |
SWHC | Recreational Products | LONG | 10.72 | -0.83 | HOLD |
TFSL | SHORT | 12.00 | 0.00 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.63 | -0.04 | HOLD |
TKC | Communications Services | SHORT | 15.95 | 2.51 | HOLD |
USB | Regional Banks | SHORT | 36.62 | 0.74 | HOLD |
VALE | SHORT | 15.61 | 0.71 | HOLD | |
VCI | LONG | 28.90 | 0.94 | HOLD | |
VLY | SHORT | 9.92 | 0.30 | HOLD | |
WNR | LONG | 31.70 | 1.96 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.58 | ||||
SHORTS | 0.37 | ||||
TOTAL | 0.21 | ||||
S&P 500 | 0.75 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -3.29 | 12.02 | -39.47 | -0.11 | -0.03 |
S&P 500 | 35.07 | 5.59 | -18.61 | 2.19 | 0.66 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, October 4, 2013
04-Oct-2013 Daily performance
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