SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.15 | -0.09 | HOLD | |
ALJ | LONG | 11.72 | -2.09 | HOLD | |
ATVI | SHORT | 17.31 | -0.57 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.17 | -0.28 | HOLD |
BHP | SHORT | 71.90 | 0.71 | HOLD | |
BLT | LONG | 12.48 | 0.16 | HOLD | |
BPOP | Regional Banks | SHORT | 25.58 | -1.79 | HOLD |
MTRN | LONG | 29.54 | 1.03 | HOLD | |
C | SHORT | 50.15 | -0.08 | HOLD | |
CEF | SHORT | 15.21 | 1.13 | HOLD | |
CUK | SHORT | 35.65 | 2.18 | HOLD | |
DF | Food Processing | LONG | 19.27 | 1.37 | HOLD |
ESI | LONG | 39.18 | 9.84 | HOLD | |
FOE | LONG | 12.00 | 16.50 | HOLD | |
GG | SHORT | 26.62 | 3.98 | HOLD | |
GGP | SHORT | 21.33 | 0.66 | HOLD | |
GLD | SHORT | 129.90 | 0.94 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.86 | -5.81 | HOLD |
HAYN | LONG | 53.51 | 0.34 | HOLD | |
HBC | SHORT | 55.37 | 0.53 | HOLD | |
ISBC | SHORT | 22.96 | 0.92 | HOLD | |
JBT | LONG | 27.93 | 0.65 | HOLD | |
KMR | SHORT | 77.84 | -0.04 | HOLD | |
KOP | LONG | 44.68 | -0.87 | HOLD | |
KRNY | SHORT | 10.56 | -1.31 | HOLD | |
MT | SHORT | 16.14 | 1.32 | HOLD | |
MYE | LONG | 18.85 | -0.37 | HOLD | |
NJR | LONG | 45.71 | -0.17 | HOLD | |
NP | LONG | 41.61 | 1.04 | HOLD | |
NR | LONG | 12.84 | -0.85 | HOLD | |
NVS | SHORT | 78.10 | -0.03 | HOLD | |
O | SHORT | 41.54 | 0.19 | HOLD | |
OMX | Office Supplies | LONG | 15.17 | 1.20 | HOLD |
SCCO | SHORT | 29.24 | 0.69 | HOLD | |
ROMA | SHORT | 19.45 | 1.09 | HOLD | |
SCHN | LONG | 30.19 | 1.17 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 19.00 | 0.26 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 32.65 | 2.19 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.86 | 0.51 | HOLD |
STRA | LONG | 48.74 | 3.52 | HOLD | |
SWHC | Recreational Products | LONG | 10.82 | -2.71 | HOLD |
TFSL | SHORT | 12.37 | 0.65 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.49 | -0.10 | HOLD |
TKC | Communications Services | SHORT | 16.13 | 1.19 | HOLD |
TS | SHORT | 48.00 | 1.65 | HOLD | |
VALE | SHORT | 15.91 | -0.62 | HOLD | |
VCI | LONG | 27.51 | -11.11 | HOLD | |
VIP | SHORT | 14.01 | -0.71 | HOLD | |
WNR | LONG | 33.60 | -2.38 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.56 | ||||
SHORTS | 0.49 | ||||
TOTAL | 0.06 | ||||
S&P 500 | 0.36 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6861740817956.42 | 2396834732249.46 | -17.60 | 0.00 | 68309.94 |
S&P 500 | 39.46 | 5.29 | -18.61 | 2.52 | 0.72 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, October 24, 2013
24-Oct-2013 Daily performance
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