SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.36 | 3.04 | HOLD | |
ALJ | LONG | 11.05 | 4.44 | HOLD | |
ATVI | SHORT | 17.59 | 1.56 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.66 | 0.69 | HOLD |
BHP | SHORT | 69.18 | 1.33 | HOLD | |
BLT | LONG | 12.09 | 1.51 | HOLD | |
BPOP | Regional Banks | SHORT | 25.41 | 0.32 | HOLD |
MTRN | LONG | 29.25 | 2.13 | HOLD | |
BZ | LONG | 12.60 | 0.16 | HOLD | |
C | SHORT | 51.12 | 0.55 | HOLD | |
CEF | SHORT | 14.55 | 2.61 | HOLD | |
CUK | SHORT | 33.75 | 2.43 | HOLD | |
DF | Food Processing | LONG | 18.32 | 2.12 | HOLD |
DRL | SHORT | 16.81 | -1.23 | HOLD | |
ESI | LONG | 34.07 | 6.44 | HOLD | |
FOE | LONG | 10.19 | 0.10 | HOLD | |
GG | SHORT | 24.53 | 3.76 | HOLD | |
GGP | SHORT | 21.05 | 1.84 | HOLD | |
GLD | SHORT | 127.41 | 3.13 | HOLD | |
GPI | Retail (Specialty) | LONG | 69.83 | 2.33 | HOLD |
HAYN | LONG | 51.49 | 0.88 | HOLD | |
HBC | SHORT | 55.16 | 0.57 | HOLD | |
ISBC | SHORT | 22.54 | 1.30 | HOLD | |
JBT | LONG | 27.36 | 1.86 | HOLD | |
KMR | SHORT | 75.28 | 0.71 | HOLD | |
KOP | LONG | 43.00 | 1.25 | HOLD | |
KRNY | SHORT | 10.50 | -0.38 | HOLD | |
MT | SHORT | 16.00 | 0.88 | HOLD | |
MYE | LONG | 18.80 | 1.79 | HOLD | |
NJR | LONG | 44.81 | 2.10 | HOLD | |
NP | LONG | 40.97 | 1.24 | HOLD | |
NR | LONG | 13.20 | 0.00 | HOLD | |
NVS | SHORT | 75.24 | 1.70 | HOLD | |
O | SHORT | 42.20 | 1.42 | HOLD | |
OMX | Office Supplies | LONG | 14.44 | 0.07 | HOLD |
SCCO | SHORT | 28.64 | 1.70 | HOLD | |
ROMA | SHORT | 19.14 | -0.05 | HOLD | |
SCHN | LONG | 28.63 | 0.46 | HOLD | |
SHLM | Chemicals - Plastics and Rubber | LONG | 30.55 | 2.00 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.04 | 2.63 | HOLD |
STRA | LONG | 41.35 | 1.35 | HOLD | |
SWHC | Recreational Products | LONG | 11.30 | 2.12 | HOLD |
TFSL | SHORT | 12.18 | 0.91 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.33 | 3.02 | HOLD |
TKC | Communications Services | SHORT | 16.14 | 0.62 | HOLD |
VALE | SHORT | 16.66 | 1.52 | HOLD | |
VCI | LONG | 30.86 | 0.65 | HOLD | |
VIP | SHORT | 12.93 | 0.47 | HOLD | |
WNR | LONG | 33.34 | 2.65 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.77 | ||||
SHORTS | 1.31 | ||||
TOTAL | 0.46 | ||||
S&P 500 | 0.67 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4595511478193.80 | 1621477752784.69 | -17.58 | 0.00 | 63075.12 |
S&P 500 | 38.55 | 5.33 | -18.61 | 2.47 | 0.71 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, October 17, 2013
17-Oct-2013 Daily performance
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