SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.28 | 2.30 | HOLD | |
ALJ | LONG | 11.60 | -1.44 | HOLD | |
ATVI | SHORT | 17.30 | -0.23 | HOLD | |
AVA | LONG | 27.99 | -0.04 | BUY | |
AVD | LONG | 26.79 | -2.23 | BUY | |
BAC | SandLs/Savings Banks | SHORT | 14.23 | -0.21 | HOLD |
BHP | SHORT | 72.10 | 0.24 | HOLD | |
BLT | LONG | 12.40 | -0.48 | HOLD | |
BPOP | Regional Banks | SHORT | 25.98 | 1.64 | HOLD |
MTRN | LONG | 30.28 | 2.71 | HOLD | |
C | SHORT | 50.15 | 0.18 | HOLD | |
CEF | SHORT | 15.27 | 0.07 | HOLD | |
CUK | SHORT | 35.93 | 0.50 | HOLD | |
DF | Food Processing | LONG | 19.72 | 0.61 | SELL |
ESI | LONG | 41.55 | 1.96 | HOLD | |
FOE | LONG | 12.22 | -0.57 | HOLD | |
GG | SHORT | 27.10 | 1.35 | HOLD | |
GGP | SHORT | 21.33 | -0.05 | COVER | |
GLD | SHORT | 130.58 | 0.09 | COVER | |
GPI | Retail (Specialty) | LONG | 64.50 | -0.11 | HOLD |
HAYN | LONG | 54.56 | 1.75 | HOLD | |
HBC | SHORT | 55.25 | -0.09 | HOLD | |
ISBC | SHORT | 24.25 | -0.29 | HOLD | |
JBT | LONG | 27.70 | 0.14 | SELL | |
KMR | SHORT | 77.00 | -0.40 | HOLD | |
KOP | LONG | 45.07 | 0.67 | HOLD | |
KRNY | SHORT | 10.64 | -0.28 | HOLD | |
MT | SHORT | 15.63 | -3.34 | HOLD | |
MYE | LONG | 18.45 | -0.43 | HOLD | |
NJR | LONG | 46.45 | 0.39 | HOLD | |
NP | LONG | 41.83 | 1.06 | HOLD | |
NR | LONG | 13.05 | 2.03 | HOLD | |
NVS | SHORT | 79.16 | 0.35 | HOLD | |
O | SHORT | 43.07 | 0.21 | HOLD | |
OMX | Office Supplies | LONG | 15.04 | -0.66 | HOLD |
SCCO | SHORT | 28.99 | 0.07 | HOLD | |
ROMA | SHORT | 20.31 | 0.54 | HOLD | |
SCHN | LONG | 30.37 | 0.26 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.53 | -1.38 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 33.29 | -2.15 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.68 | -0.14 | HOLD |
STRA | LONG | 48.19 | 0.56 | SELL | |
SWHC | Recreational Products | LONG | 10.58 | -0.38 | HOLD |
TFSL | SHORT | 12.38 | -0.04 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.64 | -0.34 | HOLD |
TKC | Communications Services | SHORT | 16.03 | -0.25 | HOLD |
TS | SHORT | 48.04 | -0.02 | HOLD | |
V | SHORT | 203.08 | 0.01 | SHORT | |
VALE | SHORT | 16.24 | 0.96 | HOLD | |
VCI | LONG | 27.08 | -1.02 | HOLD | |
VIP | SHORT | 14.06 | -1.26 | HOLD | |
WNR | LONG | 33.06 | 1.41 | SELL | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.20 | ||||
SHORTS | 0.07 | ||||
TOTAL | 0.13 | ||||
S&P 500 | 0.16 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -1.12 | 12.44 | -39.48 | -0.03 | -0.01 |
S&P 500 | 40.96 | 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.
Monday, October 28, 2013
28-Oct-2013 Daily performance
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