SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.39 | 0.49 | HOLD | |
ALJ | LONG | 11.64 | 0.34 | HOLD | |
ATVI | SHORT | 16.59 | -4.10 | HOLD | |
AVA | LONG | 28.04 | 0.18 | HOLD | |
AVD | LONG | 26.08 | -2.65 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.15 | -0.56 | HOLD |
BHP | SHORT | 71.74 | -0.50 | HOLD | |
BLT | LONG | 12.43 | 0.24 | HOLD | |
BPOP | Regional Banks | SHORT | 25.65 | -1.27 | HOLD |
MTRN | LONG | 30.37 | 0.30 | HOLD | |
C | SHORT | 50.22 | 0.14 | HOLD | |
CEF | SHORT | 15.17 | -0.65 | HOLD | |
CUK | SHORT | 35.96 | 0.08 | HOLD | |
ESI | LONG | 41.92 | 0.89 | HOLD | |
FOE | LONG | 12.01 | -1.72 | HOLD | |
GG | SHORT | 26.25 | -3.14 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.30 | -0.31 | HOLD |
HAYN | LONG | 55.04 | 0.88 | HOLD | |
HBC | SHORT | 55.40 | 0.27 | HOLD | |
ISBC | SHORT | 24.24 | -0.04 | HOLD | |
KMR | SHORT | 75.72 | 0.09 | HOLD | |
KOP | LONG | 45.00 | -0.16 | HOLD | |
KRNY | SHORT | 10.66 | 0.19 | HOLD | |
MT | SHORT | 15.82 | 1.22 | HOLD | |
MYE | LONG | 18.49 | 0.22 | HOLD | |
NJR | LONG | 46.49 | 0.09 | HOLD | |
NP | LONG | 41.44 | -0.93 | HOLD | |
NR | LONG | 13.02 | -0.23 | HOLD | |
NVS | SHORT | 79.11 | -0.06 | HOLD | |
O | SHORT | 42.97 | -0.23 | HOLD | |
OMX | Office Supplies | LONG | 15.15 | 0.73 | HOLD |
SCCO | SHORT | 28.73 | -0.90 | HOLD | |
ROMA | SHORT | 20.20 | -0.54 | HOLD | |
SCHN | LONG | 28.36 | -6.62 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.37 | -0.86 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 33.43 | 0.42 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.68 | 0.00 | HOLD |
SWHC | Recreational Products | LONG | 10.83 | 2.36 | HOLD |
TFSL | SHORT | 12.37 | -0.04 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.59 | -0.17 | HOLD |
TKC | Communications Services | SHORT | 15.92 | -0.69 | HOLD |
TS | SHORT | 48.39 | 0.73 | HOLD | |
V | SHORT | 204.24 | 0.57 | HOLD | |
VALE | SHORT | 16.19 | -0.28 | HOLD | |
VCI | LONG | 28.00 | 3.40 | HOLD | |
VIP | SHORT | 14.22 | 1.14 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.17 | ||||
SHORTS | -0.32 | ||||
TOTAL | 0.15 | ||||
S&P 500 | 0.57 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6840474324503.43 | 2403049773623.79 | -17.60 | 0.00 | 65405.55 |
S&P 500 | 41.76 | 5.21 | -18.61 | 2.68 | 0.75 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, October 29, 2013
29-Oct-2013 Daily performance
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