SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 16.37 | -0.85 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.69 | -0.87 | HOLD |
BHP | SHORT | 65.00 | -1.10 | HOLD | |
BLT | LONG | 11.61 | -1.19 | HOLD | |
BPOP | Regional Banks | SHORT | 24.76 | -1.90 | HOLD |
MTRN | LONG | 27.74 | -3.68 | HOLD | |
BZ | LONG | 12.59 | -0.55 | HOLD | |
C | SHORT | 47.67 | -1.06 | HOLD | |
CEF | SHORT | 14.65 | 0.00 | HOLD | |
DF | Food Processing | LONG | 17.55 | -2.34 | HOLD |
DRL | SHORT | 15.76 | -10.25 | HOLD | |
ESI | LONG | 28.35 | -4.09 | HOLD | |
FOE | LONG | 9.42 | -1.88 | HOLD | |
GG | SHORT | 24.63 | -2.53 | HOLD | |
GGP | SHORT | 19.68 | -1.20 | HOLD | |
GLD | SHORT | 127.40 | -0.19 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.70 | -4.39 | HOLD |
HAYN | LONG | 46.59 | 1.02 | HOLD | |
HBC | SHORT | 53.49 | -1.22 | HOLD | |
ISBC | SHORT | 21.66 | -1.01 | HOLD | |
JBT | LONG | 25.05 | 0.00 | HOLD | |
KMR | SHORT | 74.04 | -0.88 | HOLD | |
KOP | LONG | 41.87 | -1.41 | HOLD | |
KRNY | SHORT | 10.32 | 0.19 | HOLD | |
LINE | SHORT | 26.49 | -0.75 | HOLD | |
MT | SHORT | 14.08 | -1.12 | HOLD | |
MYE | LONG | 17.92 | -0.72 | HOLD | |
NP | LONG | 38.22 | -1.95 | HOLD | |
NR | LONG | 12.46 | -0.40 | HOLD | |
NVS | SHORT | 73.84 | -2.00 | HOLD | |
O | SHORT | 39.26 | -1.03 | HOLD | |
OMX | Office Supplies | LONG | 12.08 | -2.34 | HOLD |
SCCO | SHORT | 26.59 | -1.92 | HOLD | |
RJET | LONG | 10.93 | -0.46 | HOLD | |
ROMA | SHORT | 18.37 | -1.02 | HOLD | |
SAIA | LONG | 30.35 | -2.44 | HOLD | |
SCHN | LONG | 27.36 | -0.26 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 28.52 | -0.38 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.50 | -0.14 | HOLD |
STRA | LONG | 40.33 | -1.44 | HOLD | |
SWHC | Recreational Products | LONG | 10.34 | -1.43 | HOLD |
TFSL | SHORT | 11.88 | -0.75 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.05 | -2.25 | HOLD |
TKC | Communications Services | SHORT | 15.71 | -0.70 | HOLD |
VALE | SHORT | 15.27 | -1.29 | HOLD | |
VCI | LONG | 28.11 | -0.78 | HOLD | |
VIP | SHORT | 12.29 | -1.29 | HOLD | |
VLY | SHORT | 9.80 | 0.10 | HOLD | |
WNR | LONG | 30.07 | -2.91 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.58 | ||||
SHORTS | -1.34 | ||||
TOTAL | -0.24 | ||||
S&P 500 | -1.16 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -5.01 | 11.76 | -39.47 | -0.17 | -0.05 |
S&P 500 | 32.36 | 5.95 | -18.61 | 1.91 | 0.61 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, October 8, 2013
08-Oct-2013 Daily performance
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