SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.78 | 2.98 | HOLD | |
ALJ | LONG | 11.77 | 0.43 | HOLD | |
ATVI | SHORT | 17.34 | 0.17 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.26 | 0.64 | HOLD |
BHP | SHORT | 71.93 | 0.04 | HOLD | |
BLT | LONG | 12.46 | -0.16 | HOLD | |
BPOP | Regional Banks | SHORT | 25.56 | -0.08 | HOLD |
MTRN | LONG | 29.48 | -0.20 | HOLD | |
C | SHORT | 50.06 | -0.18 | HOLD | |
CEF | SHORT | 15.26 | 0.33 | HOLD | |
CUK | SHORT | 35.75 | 0.28 | HOLD | |
DF | Food Processing | LONG | 19.60 | 1.71 | HOLD |
ESI | LONG | 40.75 | 4.01 | HOLD | |
FOE | LONG | 12.28 | 2.33 | HOLD | |
GG | SHORT | 26.74 | 0.45 | HOLD | |
GGP | SHORT | 21.34 | 0.05 | HOLD | |
GLD | SHORT | 130.46 | 0.43 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.57 | -0.45 | HOLD |
HAYN | LONG | 53.62 | 0.21 | HOLD | |
HBC | SHORT | 55.29 | -0.14 | HOLD | |
ISBC | SHORT | 24.32 | 5.92 | HOLD | |
JBT | LONG | 27.63 | -1.07 | HOLD | |
KMR | SHORT | 77.31 | -0.68 | HOLD | |
KOP | LONG | 44.73 | 0.11 | HOLD | |
KRNY | SHORT | 10.67 | 1.04 | HOLD | |
MT | SHORT | 16.17 | 0.19 | HOLD | |
MYE | LONG | 18.53 | -1.70 | HOLD | |
NJR | LONG | 46.27 | 1.23 | HOLD | |
NP | LONG | 41.39 | -0.53 | HOLD | |
NR | LONG | 12.79 | -0.39 | HOLD | |
NVS | SHORT | 78.88 | 1.00 | HOLD | |
O | SHORT | 42.98 | 3.47 | HOLD | |
OMX | Office Supplies | LONG | 15.14 | -0.20 | HOLD |
SCCO | SHORT | 28.97 | -0.92 | HOLD | |
ROMA | SHORT | 20.20 | 3.86 | HOLD | |
SCHN | LONG | 30.29 | 0.33 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.79 | -1.11 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 34.02 | 4.20 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.71 | -0.73 | HOLD |
STRA | LONG | 47.92 | -1.68 | HOLD | |
SWHC | Recreational Products | LONG | 10.62 | -1.85 | HOLD |
TFSL | SHORT | 12.40 | 0.24 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.70 | 0.71 | HOLD |
TKC | Communications Services | SHORT | 16.07 | -0.37 | HOLD |
TS | SHORT | 48.05 | 0.10 | HOLD | |
VALE | SHORT | 16.08 | 1.07 | HOLD | |
VCI | LONG | 27.36 | -0.55 | HOLD | |
VIP | SHORT | 14.24 | 1.64 | HOLD | |
WNR | LONG | 32.82 | -2.32 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.13 | ||||
SHORTS | 0.80 | ||||
TOTAL | -0.67 | ||||
S&P 500 | 0.48 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -1.24 | 12.41 | -39.48 | -0.04 | -0.01 |
S&P 500 | 40.77 | 5.24 | -18.61 | 2.62 | 0.74 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, October 25, 2013
25-Oct-2013 Daily performance
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