SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.18 | -1.58 | HOLD | |
ALJ | LONG | 11.97 | 1.53 | HOLD | |
ATVI | SHORT | 17.41 | -1.08 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.21 | -2.13 | HOLD |
BHP | SHORT | 71.39 | -1.38 | HOLD | |
BLT | LONG | 12.46 | 0.81 | HOLD | |
BPOP | Regional Banks | SHORT | 26.05 | -0.93 | HOLD |
MTRN | LONG | 29.24 | -2.14 | HOLD | |
C | SHORT | 50.19 | -1.12 | HOLD | |
CEF | SHORT | 15.05 | -0.43 | HOLD | |
CUK | SHORT | 34.89 | -0.37 | HOLD | |
DF | Food Processing | LONG | 19.01 | -0.73 | HOLD |
ESI | LONG | 35.67 | 3.75 | HOLD | |
FOE | LONG | 10.30 | -0.87 | HOLD | |
GG | SHORT | 25.60 | -2.25 | HOLD | |
GGP | SHORT | 21.19 | 0.38 | HOLD | |
GLD | SHORT | 128.69 | -0.50 | HOLD | |
GPI | Retail (Specialty) | LONG | 68.86 | 0.06 | HOLD |
HAYN | LONG | 53.33 | 0.38 | HOLD | |
HBC | SHORT | 55.08 | -0.79 | HOLD | |
ISBC | SHORT | 22.75 | 0.04 | HOLD | |
JBT | LONG | 27.75 | -0.54 | HOLD | |
KMR | SHORT | 77.87 | -0.60 | HOLD | |
KOP | LONG | 45.07 | 1.46 | HOLD | |
KRNY | SHORT | 10.70 | 0.00 | HOLD | |
MT | SHORT | 15.93 | -0.93 | HOLD | |
MYE | LONG | 18.92 | -4.20 | HOLD | |
NJR | LONG | 45.79 | 0.55 | HOLD | |
NP | LONG | 41.18 | -0.46 | HOLD | |
NR | LONG | 12.95 | -2.70 | HOLD | |
NVS | SHORT | 78.12 | 0.46 | HOLD | |
O | SHORT | 41.46 | 1.25 | HOLD | |
OMX | Office Supplies | LONG | 14.99 | 0.47 | HOLD |
SCCO | SHORT | 29.04 | -1.69 | HOLD | |
ROMA | SHORT | 19.24 | -0.52 | HOLD | |
SCHN | LONG | 29.84 | 0.27 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.95 | 2.93 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 31.95 | -0.68 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.75 | -0.55 | HOLD |
STRA | LONG | 47.08 | 7.76 | HOLD | |
SWHC | Recreational Products | LONG | 11.12 | 1.84 | HOLD |
TFSL | SHORT | 12.29 | -0.73 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.52 | -0.71 | HOLD |
TKC | Communications Services | SHORT | 15.94 | -1.91 | HOLD |
TS | SHORT | 47.22 | -2.64 | HOLD | |
VALE | SHORT | 16.01 | -3.55 | HOLD | |
VCI | LONG | 30.95 | -1.21 | HOLD | |
VIP | SHORT | 14.11 | 2.39 | HOLD | |
WNR | LONG | 34.42 | -0.72 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.30 | ||||
SHORTS | -0.81 | ||||
TOTAL | 1.11 | ||||
S&P 500 | -0.48 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 46.32 | 27.31 | -39.48 | 0.57 | 0.39 |
S&P 500 | 39.63 | 5.29 | -18.61 | 2.53 | 0.72 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, October 23, 2013
23-Oct-2013 Daily performance
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