SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.50 | 0.42 | HOLD | |
ALJ | LONG | 11.56 | 0.61 | HOLD | |
ATVI | SHORT | 17.46 | -0.74 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.52 | -0.75 | HOLD |
BHP | SHORT | 70.38 | 1.12 | HOLD | |
BLT | LONG | 12.37 | -0.72 | HOLD | |
BPOP | Regional Banks | SHORT | 26.18 | 3.60 | HOLD |
MTRN | LONG | 29.78 | -2.30 | HOLD | |
BZ | LONG | 12.53 | -0.40 | SELL | |
C | SHORT | 51.03 | -0.23 | HOLD | |
CEF | SHORT | 14.74 | 1.24 | HOLD | |
CUK | SHORT | 34.24 | 0.97 | HOLD | |
DF | Food Processing | LONG | 18.42 | 0.77 | HOLD |
DRL | SHORT | 17.03 | -1.16 | COVER | |
ESI | LONG | 33.92 | 1.19 | HOLD | |
FOE | LONG | 10.40 | -0.38 | HOLD | |
GG | SHORT | 24.96 | 2.51 | HOLD | |
GGP | SHORT | 20.81 | -1.09 | HOLD | |
GLD | SHORT | 127.01 | 0.13 | HOLD | |
GPI | Retail (Specialty) | LONG | 70.38 | 0.54 | HOLD |
HAYN | LONG | 52.83 | 0.04 | HOLD | |
HBC | SHORT | 55.59 | 0.69 | HOLD | |
ISBC | SHORT | 22.74 | -0.26 | HOLD | |
JBT | LONG | 27.85 | -0.71 | HOLD | |
KMR | SHORT | 77.55 | 1.55 | HOLD | |
KOP | LONG | 43.10 | 0.12 | HOLD | |
KRNY | SHORT | 10.90 | 3.61 | HOLD | |
MT | SHORT | 16.14 | 1.25 | HOLD | |
MYE | LONG | 19.41 | 1.68 | HOLD | |
NJR | LONG | 45.10 | 0.13 | HOLD | |
NP | LONG | 41.12 | -0.87 | HOLD | |
NR | LONG | 13.40 | -0.74 | HOLD | |
NVS | SHORT | 75.30 | 0.37 | HOLD | |
O | SHORT | 41.25 | -1.46 | HOLD | |
OMX | Office Supplies | LONG | 14.92 | 1.84 | HOLD |
SCCO | SHORT | 28.45 | -0.04 | HOLD | |
ROMA | SHORT | 19.21 | -1.18 | HOLD | |
SCHN | LONG | 29.39 | -1.08 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.04 | -3.01 | BUY |
SHLM | Chemicals - Plastics and Rubber | LONG | 31.94 | -0.96 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.41 | 1.42 | HOLD |
STRA | LONG | 42.27 | 1.93 | HOLD | |
SWHC | Recreational Products | LONG | 11.08 | -1.25 | HOLD |
TFSL | SHORT | 12.07 | -0.49 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.70 | 0.13 | HOLD |
TKC | Communications Services | SHORT | 15.98 | -1.42 | HOLD |
TS | SHORT | 47.29 | -0.30 | SHORT | |
VALE | SHORT | 16.28 | 1.06 | HOLD | |
VCI | LONG | 31.26 | 0.13 | HOLD | |
VIP | SHORT | 13.17 | 0.46 | HOLD | |
WNR | LONG | 34.67 | 2.63 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.10 | ||||
SHORTS | 0.44 | ||||
TOTAL | -0.34 | ||||
S&P 500 | 0.02 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -1.03 | 12.42 | -39.47 | -0.03 | -0.01 |
S&P 500 | 38.84 | 5.31 | -18.61 | 2.49 | 0.71 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, October 21, 2013
21-Oct-2013 Daily performance
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