SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.22 | 1.60 | HOLD | |
ALJ | LONG | 12.08 | -0.08 | HOLD | |
ATVI | SHORT | 16.68 | 0.42 | HOLD | |
AVA | LONG | 27.79 | -0.36 | HOLD | |
AVD | LONG | 26.10 | 0.38 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.97 | -1.41 | HOLD |
BHP | SHORT | 70.70 | -0.60 | HOLD | |
BLT | LONG | 12.18 | -2.09 | HOLD | |
BPOP | Regional Banks | SHORT | 25.26 | 0.32 | HOLD |
MTRN | LONG | 29.81 | 0.44 | HOLD | |
C | SHORT | 48.78 | -2.21 | HOLD | |
CEF | SHORT | 14.90 | -2.42 | HOLD | |
CUK | SHORT | 35.58 | -0.42 | HOLD | |
ESI | LONG | 40.12 | -1.96 | HOLD | |
FOE | LONG | 12.83 | 3.72 | HOLD | |
GG | SHORT | 25.43 | -3.49 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.00 | -0.08 | HOLD |
HAYN | LONG | 53.90 | -0.61 | HOLD | |
HBC | SHORT | 55.04 | 0.09 | HOLD | |
ISBC | SHORT | 23.71 | -1.29 | HOLD | |
KMR | SHORT | 75.32 | 0.07 | HOLD | |
KOP | LONG | 44.50 | -0.67 | HOLD | |
KRNY | SHORT | 10.50 | 0.10 | HOLD | |
MT | SHORT | 15.76 | -0.25 | HOLD | |
MYE | LONG | 17.82 | -2.62 | HOLD | |
NJR | LONG | 46.06 | -0.28 | HOLD | |
NP | LONG | 41.14 | 0.29 | HOLD | |
NR | LONG | 12.75 | -1.09 | HOLD | |
NVS | SHORT | 77.55 | -1.67 | HOLD | |
O | SHORT | 41.65 | -2.28 | HOLD | |
OMX | Office Supplies | LONG | 14.99 | 1.28 | HOLD |
SCCO | SHORT | 27.95 | -1.10 | HOLD | |
ROMA | SHORT | 19.46 | -2.89 | HOLD | |
SCHN | LONG | 29.04 | -0.27 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.32 | -2.24 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 33.17 | -0.99 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.09 | -3.59 | HOLD |
SWHC | Recreational Products | LONG | 10.79 | -0.92 | HOLD |
TFSL | SHORT | 12.16 | -0.86 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 29.22 | 0.41 | HOLD |
TKC | Communications Services | SHORT | 15.64 | -0.70 | HOLD |
TS | SHORT | 46.82 | -1.20 | HOLD | |
V | SHORT | 197.53 | -3.09 | HOLD | |
VALE | SHORT | 16.01 | -0.47 | HOLD | |
VCI | LONG | 27.36 | 0.00 | HOLD | |
VIP | SHORT | 14.39 | -1.10 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.37 | ||||
SHORTS | -1.14 | ||||
TOTAL | 0.77 | ||||
S&P 500 | -0.28 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 125276257.85 | 40780939.90 | -18.09 | 0.00 | 1044.72 |
S&P 500 | 40.61 | 5.31 | -18.61 | 2.56 | 0.73 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, October 31, 2013
31-Oct-2013 Daily performance
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