SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.27 | -0.54 | HOLD | |
ALJ | LONG | 12.09 | 3.87 | HOLD | |
ATVI | SHORT | 16.61 | 0.13 | HOLD | |
AVA | LONG | 27.89 | -0.53 | HOLD | |
AVD | LONG | 26.00 | -0.31 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.17 | 0.14 | HOLD |
BHP | SHORT | 71.13 | -0.85 | HOLD | |
BLT | LONG | 12.44 | 0.08 | HOLD | |
BPOP | Regional Banks | SHORT | 25.18 | -1.83 | HOLD |
MTRN | LONG | 29.68 | -2.27 | HOLD | |
C | SHORT | 49.89 | -0.66 | HOLD | |
CEF | SHORT | 15.27 | 0.66 | HOLD | |
CUK | SHORT | 35.73 | -0.64 | HOLD | |
ESI | LONG | 40.92 | -2.39 | HOLD | |
FOE | LONG | 12.37 | 3.00 | HOLD | |
GG | SHORT | 26.35 | 0.38 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.05 | -0.39 | HOLD |
HAYN | LONG | 54.23 | -1.47 | HOLD | |
HBC | SHORT | 54.99 | -0.74 | HOLD | |
ISBC | SHORT | 24.02 | -0.91 | HOLD | |
KMR | SHORT | 75.27 | -0.59 | HOLD | |
KOP | LONG | 44.80 | -0.44 | HOLD | |
KRNY | SHORT | 10.49 | -1.59 | HOLD | |
MT | SHORT | 15.80 | -0.13 | HOLD | |
MYE | LONG | 18.30 | -1.03 | HOLD | |
NJR | LONG | 46.19 | -0.65 | HOLD | |
NP | LONG | 41.02 | -1.01 | HOLD | |
NR | LONG | 12.89 | -1.00 | HOLD | |
NVS | SHORT | 78.87 | -0.30 | HOLD | |
O | SHORT | 42.62 | -0.39 | HOLD | |
OMX | Office Supplies | LONG | 14.80 | -2.18 | HOLD |
SCCO | SHORT | 28.26 | -1.64 | HOLD | |
ROMA | SHORT | 20.04 | -0.79 | HOLD | |
SCHN | LONG | 29.12 | 2.68 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.74 | 2.01 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 33.50 | 0.21 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.86 | 0.78 | HOLD |
SWHC | Recreational Products | LONG | 10.89 | 0.55 | HOLD |
TFSL | SHORT | 12.27 | -0.81 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.10 | -1.66 | HOLD |
TKC | Communications Services | SHORT | 15.75 | -1.07 | HOLD |
TS | SHORT | 47.39 | -2.07 | HOLD | |
V | SHORT | 203.82 | -0.21 | HOLD | |
VALE | SHORT | 16.09 | -0.62 | HOLD | |
VCI | LONG | 27.36 | -2.29 | HOLD | |
VIP | SHORT | 14.55 | 2.32 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.25 | ||||
SHORTS | -0.48 | ||||
TOTAL | 0.23 | ||||
S&P 500 | -0.46 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4659436791896.63 | 1631581808162.31 | -17.60 | 0.00 | 55860.91 |
S&P 500 | 41.06 | 5.26 | -18.61 | 2.61 | 0.74 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, October 30, 2013
30-Oct-2013 Daily performance
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