SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.47 | 1.13 | HOLD | |
ALJ | LONG | 11.57 | -4.22 | HOLD | |
ATVI | SHORT | 16.70 | 0.13 | HOLD | |
AVA | LONG | 27.89 | 0.36 | HOLD | |
AVD | LONG | 28.31 | 8.47 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.02 | 0.36 | HOLD |
BHP | SHORT | 70.96 | 0.38 | HOLD | |
BLT | LONG | 11.76 | -3.45 | HOLD | |
BPOP | Regional Banks | SHORT | 26.16 | 3.56 | HOLD |
MTRN | LONG | 29.89 | 0.27 | HOLD | |
C | SHORT | 48.74 | -0.08 | HOLD | |
CEF | SHORT | 14.71 | -1.08 | HOLD | |
CUK | SHORT | 35.85 | 0.70 | HOLD | |
ESI | LONG | 38.55 | -3.91 | HOLD | |
FOE | LONG | 12.81 | -0.16 | HOLD | |
GG | SHORT | 24.31 | -4.40 | HOLD | |
GPI | Retail (Specialty) | LONG | 64.60 | 0.94 | HOLD |
HAYN | LONG | 53.90 | 0.00 | HOLD | |
HBC | SHORT | 55.20 | 0.29 | HOLD | |
ISBC | SHORT | 23.68 | -0.13 | HOLD | |
KMR | SHORT | 75.03 | -0.39 | HOLD | |
KOP | LONG | 43.54 | -2.18 | HOLD | |
KRNY | SHORT | 10.48 | -0.19 | HOLD | |
MT | SHORT | 15.82 | 0.38 | HOLD | |
MYE | LONG | 17.57 | -1.40 | HOLD | |
NJR | LONG | 45.99 | -0.09 | HOLD | |
NP | LONG | 41.48 | 0.83 | HOLD | |
NR | LONG | 12.68 | -0.55 | HOLD | |
NVS | SHORT | 77.25 | -0.39 | HOLD | |
O | SHORT | 41.95 | 0.72 | HOLD | |
OMX | Office Supplies | LONG | 15.50 | 3.47 | HOLD |
SCCO | SHORT | 28.36 | 1.47 | HOLD | |
ROMA | SHORT | 19.05 | -2.11 | HOLD | |
SCHN | LONG | 29.74 | 2.41 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.45 | 0.71 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 32.83 | -1.03 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.08 | -0.07 | HOLD |
SWHC | Recreational Products | LONG | 10.98 | 1.76 | HOLD |
TFSL | SHORT | 12.32 | 1.27 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 28.66 | -1.92 | HOLD |
TKC | Communications Services | SHORT | 15.15 | -3.13 | HOLD |
TS | SHORT | 46.80 | -0.02 | HOLD | |
V | SHORT | 199.16 | 1.27 | HOLD | |
VALE | SHORT | 16.38 | 2.28 | HOLD | |
VCI | LONG | 27.76 | 1.46 | HOLD | |
VIP | SHORT | 14.31 | -0.56 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.08 | ||||
SHORTS | 0.06 | ||||
TOTAL | 0.03 | ||||
S&P 500 | 0.24 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 55639.25 | 14893.68 | -18.09 | 0.06 | 52.99 |
S&P 500 | 40.95 | 5.29 | -18.61 | 2.58 | 0.73 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, November 1, 2013
01-Nov-2013 Daily performance
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