SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 20.20 | -1.13 | HOLD | |
ALJ | LONG | 10.37 | -0.10 | HOLD | |
ATVI | SHORT | 17.76 | -0.39 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.24 | -0.77 | HOLD |
BHP | SHORT | 67.90 | 0.30 | HOLD | |
BLT | LONG | 12.22 | -2.24 | HOLD | |
BPOP | Regional Banks | SHORT | 24.90 | -0.88 | HOLD |
MTRN | LONG | 28.53 | -0.52 | HOLD | |
BZ | LONG | 12.58 | -0.47 | HOLD | |
C | SHORT | 48.86 | -1.49 | HOLD | |
CEF | SHORT | 14.15 | 0.57 | HOLD | |
CUK | SHORT | 32.90 | -0.57 | HOLD | |
DF | Food Processing | LONG | 17.89 | -0.33 | HOLD |
DRL | SHORT | 17.50 | -0.57 | HOLD | |
ESI | LONG | 31.94 | 3.03 | HOLD | |
FOE | LONG | 10.15 | 0.79 | HOLD | |
GG | SHORT | 24.03 | 2.17 | HOLD | |
GGP | SHORT | 20.14 | 0.30 | HOLD | |
GLD | SHORT | 123.71 | 0.72 | HOLD | |
GPI | Retail (Specialty) | LONG | 67.94 | -2.46 | HOLD |
HAYN | LONG | 50.84 | 0.65 | HOLD | |
HBC | SHORT | 54.70 | -1.62 | HOLD | |
ISBC | SHORT | 22.22 | -0.31 | HOLD | |
JBT | LONG | 26.58 | -0.56 | HOLD | |
KMR | SHORT | 74.28 | -0.60 | HOLD | |
KOP | LONG | 42.80 | -0.44 | HOLD | |
KRNY | SHORT | 10.70 | -0.93 | HOLD | |
MT | SHORT | 15.83 | 3.06 | HOLD | |
MYE | LONG | 18.34 | -0.76 | HOLD | |
NJR | LONG | 42.87 | -2.08 | HOLD | |
NP | LONG | 39.47 | -0.35 | HOLD | |
NR | LONG | 12.93 | -1.15 | HOLD | |
NVS | SHORT | 73.86 | -1.77 | HOLD | |
O | SHORT | 40.85 | 0.15 | HOLD | |
OMX | Office Supplies | LONG | 13.23 | -0.45 | HOLD |
SCCO | SHORT | 27.89 | -1.31 | HOLD | |
ROMA | SHORT | 19.14 | 0.26 | HOLD | |
SCHN | LONG | 28.63 | 0.88 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 30.27 | 0.23 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.57 | 0.34 | HOLD |
STRA | LONG | 40.76 | -1.59 | HOLD | |
SWHC | Recreational Products | LONG | 11.12 | -0.27 | HOLD |
TFSL | SHORT | 11.96 | -0.50 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 28.33 | 1.11 | HOLD |
TKC | Communications Services | SHORT | 15.94 | -0.31 | HOLD |
VALE | SHORT | 16.31 | 0.55 | HOLD | |
VCI | LONG | 30.29 | 0.17 | HOLD | |
VIP | SHORT | 12.37 | 0.00 | HOLD | |
WNR | LONG | 31.94 | 0.60 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.27 | ||||
SHORTS | -0.18 | ||||
TOTAL | -0.09 | ||||
S&P 500 | -0.73 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -2.67 | 12.15 | -39.47 | -0.08 | -0.03 |
S&P 500 | 35.73 | 5.57 | -18.61 | 2.21 | 0.66 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, October 15, 2013
15-Oct-2013 Daily performance
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