SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 17.05 | 4.73 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.23 | 2.82 | HOLD |
BHP | SHORT | 66.45 | 1.64 | HOLD | |
BLT | LONG | 11.97 | 2.66 | HOLD | |
BPOP | Regional Banks | SHORT | 24.27 | 0.83 | HOLD |
MTRN | LONG | 28.34 | 1.91 | HOLD | |
BZ | LONG | 12.60 | 0.24 | HOLD | |
C | SHORT | 49.27 | 2.75 | HOLD | |
CEF | SHORT | 14.26 | -1.38 | HOLD | |
DF | Food Processing | LONG | 18.10 | 1.74 | HOLD |
DRL | SHORT | 15.91 | 0.76 | HOLD | |
ESI | LONG | 30.34 | 7.51 | HOLD | |
FOE | LONG | 9.70 | 0.73 | HOLD | |
GG | SHORT | 24.28 | -1.70 | HOLD | |
GGP | SHORT | 19.93 | 2.78 | HOLD | |
GLD | SHORT | 124.27 | -1.46 | HOLD | |
GPI | Retail (Specialty) | LONG | 68.67 | 2.28 | HOLD |
HAYN | LONG | 49.24 | 2.75 | HOLD | |
HBC | SHORT | 54.55 | 1.49 | HOLD | |
ISBC | SHORT | 22.07 | 2.08 | HOLD | |
JBT | LONG | 25.74 | 2.55 | HOLD | |
KMR | SHORT | 74.52 | 0.42 | HOLD | |
KOP | LONG | 42.45 | 1.31 | HOLD | |
KRNY | SHORT | 10.40 | -0.57 | HOLD | |
LINE | SHORT | 26.11 | 0.23 | HOLD | |
MT | SHORT | 14.70 | 4.26 | HOLD | |
MYE | LONG | 17.74 | 1.14 | HOLD | |
NP | LONG | 38.90 | 2.88 | HOLD | |
NR | LONG | 12.66 | 4.63 | HOLD | |
NVS | SHORT | 73.96 | 1.37 | HOLD | |
O | SHORT | 40.36 | 2.57 | HOLD | |
OMX | Office Supplies | LONG | 13.26 | 7.72 | HOLD |
SCCO | SHORT | 27.08 | 2.11 | HOLD | |
RJET | LONG | 10.92 | 0.09 | HOLD | |
ROMA | SHORT | 18.69 | 1.63 | HOLD | |
SAIA | LONG | 31.36 | 3.84 | HOLD | |
SCHN | LONG | 27.74 | 2.55 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 29.38 | 3.23 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.83 | -1.07 | HOLD |
STRA | LONG | 41.10 | 2.34 | HOLD | |
SWHC | Recreational Products | LONG | 10.84 | 3.14 | HOLD |
TFSL | SHORT | 11.96 | 1.53 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.83 | 2.44 | HOLD |
TKC | Communications Services | SHORT | 15.75 | 1.16 | HOLD |
VALE | SHORT | 15.40 | 2.19 | HOLD | |
VCI | LONG | 29.35 | 4.41 | HOLD | |
VIP | SHORT | 12.48 | 1.13 | HOLD | |
VLY | SHORT | 10.28 | 2.29 | HOLD | |
WNR | LONG | 31.20 | 3.52 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 2.85 | ||||
SHORTS | 1.33 | ||||
TOTAL | 1.52 | ||||
S&P 500 | 2.16 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -3.22 | 12.04 | -39.47 | -0.10 | -0.03 |
S&P 500 | 35.31 | 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.
Thursday, October 10, 2013
10-Oct-2013 Daily performance
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