SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 20.73 | 2.62 | HOLD | |
ALJ | LONG | 10.58 | 2.03 | HOLD | |
ATVI | SHORT | 17.32 | -2.48 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.56 | 2.25 | HOLD |
BHP | SHORT | 68.27 | 0.54 | HOLD | |
BLT | LONG | 11.91 | -2.54 | HOLD | |
BPOP | Regional Banks | SHORT | 25.33 | 1.73 | HOLD |
MTRN | LONG | 28.64 | 0.39 | HOLD | |
BZ | LONG | 12.58 | 0.00 | HOLD | |
C | SHORT | 50.84 | 4.05 | HOLD | |
CEF | SHORT | 14.18 | 0.21 | HOLD | |
CUK | SHORT | 32.95 | 0.15 | HOLD | |
DF | Food Processing | LONG | 17.94 | 0.28 | HOLD |
DRL | SHORT | 17.02 | -2.74 | HOLD | |
ESI | LONG | 32.01 | 0.22 | HOLD | |
FOE | LONG | 10.18 | 0.30 | HOLD | |
GG | SHORT | 23.64 | -1.62 | HOLD | |
GGP | SHORT | 20.67 | 2.63 | HOLD | |
GLD | SHORT | 123.54 | -0.15 | HOLD | |
GPI | Retail (Specialty) | LONG | 68.24 | 0.44 | HOLD |
HAYN | LONG | 51.04 | 0.39 | HOLD | |
HBC | SHORT | 54.85 | 0.27 | HOLD | |
ISBC | SHORT | 22.25 | 0.14 | HOLD | |
JBT | LONG | 26.86 | 1.05 | HOLD | |
KMR | SHORT | 74.75 | 0.63 | HOLD | |
KOP | LONG | 42.47 | -0.77 | HOLD | |
KRNY | SHORT | 10.54 | -1.50 | HOLD | |
MT | SHORT | 15.86 | 0.19 | HOLD | |
MYE | LONG | 18.47 | 0.71 | HOLD | |
NJR | LONG | 43.89 | 2.38 | HOLD | |
NP | LONG | 40.47 | 2.53 | HOLD | |
NR | LONG | 13.20 | 2.09 | HOLD | |
NVS | SHORT | 73.98 | 0.16 | HOLD | |
O | SHORT | 41.61 | 1.86 | HOLD | |
OMX | Office Supplies | LONG | 14.43 | 9.07 | HOLD |
SCCO | SHORT | 28.16 | 0.97 | HOLD | |
ROMA | SHORT | 19.15 | 0.05 | HOLD | |
SCHN | LONG | 28.50 | -0.45 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 29.95 | -1.06 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.50 | -0.29 | HOLD |
STRA | LONG | 40.80 | 0.10 | HOLD | |
SWHC | Recreational Products | LONG | 11.06 | -0.53 | HOLD |
TFSL | SHORT | 12.07 | 0.92 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 28.47 | 0.49 | HOLD |
TKC | Communications Services | SHORT | 16.04 | 0.63 | HOLD |
VALE | SHORT | 16.41 | 0.61 | HOLD | |
VCI | LONG | 30.66 | 1.22 | HOLD | |
VIP | SHORT | 12.87 | 4.04 | HOLD | |
WNR | LONG | 32.48 | 1.69 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.87 | ||||
SHORTS | 0.61 | ||||
TOTAL | 0.26 | ||||
S&P 500 | 1.40 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -2.47 | 12.18 | -39.47 | -0.08 | -0.02 |
S&P 500 | 37.63 | 5.39 | -18.61 | 2.39 | 0.69 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, October 16, 2013
16-Oct-2013 Daily performance
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