SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ATVI | SHORT | 17.08 | 0.18 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.19 | -0.28 | HOLD |
BHP | SHORT | 67.15 | 1.05 | HOLD | |
BLT | LONG | 12.52 | 4.59 | HOLD | |
BPOP | Regional Banks | SHORT | 24.88 | 2.51 | HOLD |
MTRN | LONG | 28.40 | 0.21 | HOLD | |
BZ | LONG | 12.63 | 0.24 | HOLD | |
C | SHORT | 49.22 | -0.10 | HOLD | |
CEF | SHORT | 14.00 | -1.82 | HOLD | |
DF | Food Processing | LONG | 17.95 | -0.83 | HOLD |
DRL | SHORT | 16.69 | 4.90 | HOLD | |
ESI | LONG | 31.02 | 2.24 | HOLD | |
FOE | LONG | 10.05 | 3.61 | HOLD | |
GG | SHORT | 23.64 | -2.64 | HOLD | |
GGP | SHORT | 20.07 | 0.70 | HOLD | |
GLD | SHORT | 122.59 | -1.35 | HOLD | |
GPI | Retail (Specialty) | LONG | 69.03 | 0.52 | HOLD |
HAYN | LONG | 50.65 | 2.86 | HOLD | |
HBC | SHORT | 55.35 | 1.47 | HOLD | |
ISBC | SHORT | 22.23 | 0.72 | HOLD | |
JBT | LONG | 26.59 | 3.30 | HOLD | |
KMR | SHORT | 74.54 | 0.03 | HOLD | |
KOP | LONG | 42.86 | 0.89 | HOLD | |
KRNY | SHORT | 10.96 | 5.38 | HOLD | |
LINE | SHORT | 26.45 | 1.30 | HOLD | |
MT | SHORT | 14.91 | 1.43 | HOLD | |
MYE | LONG | 18.53 | 4.45 | HOLD | |
NP | LONG | 39.83 | 2.39 | HOLD | |
NR | LONG | 13.15 | 3.87 | HOLD | |
NVS | SHORT | 74.95 | 1.34 | HOLD | |
O | SHORT | 40.65 | 0.72 | HOLD | |
OMX | Office Supplies | LONG | 13.24 | -0.11 | HOLD |
SCCO | SHORT | 27.44 | 1.33 | HOLD | |
RJET | LONG | 10.91 | -0.09 | HOLD | |
ROMA | SHORT | 18.91 | 1.18 | HOLD | |
SAIA | LONG | 32.89 | 4.88 | HOLD | |
SCHN | LONG | 28.01 | 0.97 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 30.18 | 2.72 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.53 | -1.42 | HOLD |
STRA | LONG | 41.53 | 1.05 | HOLD | |
SWHC | Recreational Products | LONG | 11.26 | 3.87 | HOLD |
TFSL | SHORT | 12.04 | 0.67 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 28.48 | 6.15 | HOLD |
TKC | Communications Services | SHORT | 15.93 | 1.14 | HOLD |
VALE | SHORT | 15.51 | 0.71 | HOLD | |
VCI | LONG | 29.89 | 1.84 | HOLD | |
VIP | SHORT | 12.28 | -1.60 | HOLD | |
VLY | SHORT | 10.40 | 1.17 | HOLD | |
WNR | LONG | 31.87 | 2.15 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 2.25 | ||||
SHORTS | 0.72 | ||||
TOTAL | 1.53 | ||||
S&P 500 | 0.66 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4608001030405.42 | 1616091745573.60 | -17.58 | 0.00 | 66841.71 |
S&P 500 | 36.20 | 5.50 | -18.61 | 2.27 | 0.67 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, October 11, 2013
11-Oct-2013 Daily performance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment