SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 16.28 | -0.55 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.84 | 1.10 | HOLD |
BHP | SHORT | 65.38 | 0.58 | HOLD | |
BLT | LONG | 11.66 | 0.43 | HOLD | |
BPOP | Regional Banks | SHORT | 24.07 | -2.79 | HOLD |
MTRN | LONG | 27.81 | 0.25 | HOLD | |
BZ | LONG | 12.57 | -0.16 | HOLD | |
C | SHORT | 47.95 | 0.59 | HOLD | |
CEF | SHORT | 14.46 | -1.30 | HOLD | |
DF | Food Processing | LONG | 17.79 | 1.37 | HOLD |
DRL | SHORT | 15.79 | 0.19 | HOLD | |
ESI | LONG | 28.22 | -0.46 | HOLD | |
FOE | LONG | 9.63 | 2.23 | HOLD | |
GG | SHORT | 24.70 | 0.28 | HOLD | |
GGP | SHORT | 19.52 | -0.81 | HOLD | |
GLD | SHORT | 126.10 | -1.02 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.14 | -0.83 | HOLD |
HAYN | LONG | 47.92 | 2.85 | HOLD | |
HBC | SHORT | 53.75 | 0.49 | HOLD | |
ISBC | SHORT | 21.62 | -0.18 | HOLD | |
JBT | LONG | 25.10 | 0.20 | HOLD | |
KMR | SHORT | 74.21 | 0.23 | HOLD | |
KOP | LONG | 41.90 | 0.07 | HOLD | |
KRNY | SHORT | 10.46 | 1.36 | HOLD | |
LINE | SHORT | 26.05 | -1.66 | HOLD | |
MT | SHORT | 14.10 | 0.14 | HOLD | |
MYE | LONG | 17.54 | -2.12 | HOLD | |
NP | LONG | 37.81 | -1.07 | HOLD | |
NR | LONG | 12.10 | -2.89 | HOLD | |
NVS | SHORT | 72.96 | -1.19 | HOLD | |
O | SHORT | 39.35 | 0.23 | HOLD | |
OMX | Office Supplies | LONG | 12.31 | 1.90 | HOLD |
SCCO | SHORT | 26.52 | -0.26 | HOLD | |
RJET | LONG | 10.91 | -0.18 | HOLD | |
ROMA | SHORT | 18.39 | 0.11 | HOLD | |
SAIA | LONG | 30.20 | -0.49 | HOLD | |
SCHN | LONG | 27.05 | -1.13 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 28.46 | -0.21 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.05 | -2.05 | HOLD |
STRA | LONG | 40.16 | -0.42 | HOLD | |
SWHC | Recreational Products | LONG | 10.51 | 1.64 | HOLD |
TFSL | SHORT | 11.78 | -0.84 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.19 | 0.54 | HOLD |
TKC | Communications Services | SHORT | 15.57 | -0.89 | HOLD |
VALE | SHORT | 15.07 | -1.31 | HOLD | |
VCI | LONG | 28.11 | 0.00 | HOLD | |
VIP | SHORT | 12.34 | 0.41 | HOLD | |
VLY | SHORT | 10.05 | 2.55 | HOLD | |
WNR | LONG | 30.14 | 0.23 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.08 | ||||
SHORTS | -0.25 | ||||
TOTAL | 0.33 | ||||
S&P 500 | 0.07 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -4.70 | 11.81 | -39.47 | -0.15 | -0.05 |
S&P 500 | 32.46 | 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.
Wednesday, October 9, 2013
09-Oct-2013 Daily performance
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