SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.53 | 0.27 | HOLD | |
ALJ | LONG | 11.78 | 1.82 | HOLD | |
ATVI | SHORT | 16.84 | 0.83 | HOLD | |
AVA | LONG | 28.17 | 1.00 | HOLD | |
AVD | LONG | 28.05 | -0.92 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.04 | 0.14 | HOLD |
BHP | SHORT | 71.72 | 1.07 | HOLD | |
BLT | LONG | 12.46 | 5.95 | HOLD | |
BPOP | Regional Banks | SHORT | 26.35 | 0.73 | HOLD |
MTRN | LONG | 30.07 | 0.60 | HOLD | |
C | SHORT | 48.63 | -0.23 | HOLD | |
CEF | SHORT | 14.74 | 0.20 | HOLD | |
CUK | SHORT | 36.13 | 0.78 | HOLD | |
ESI | LONG | 39.11 | 1.45 | HOLD | |
FOE | LONG | 13.15 | 2.65 | HOLD | |
GG | SHORT | 25.05 | 3.00 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.01 | 0.63 | HOLD |
HAYN | LONG | 54.63 | 1.35 | HOLD | |
HBC | SHORT | 56.50 | 2.34 | HOLD | |
ISBC | SHORT | 23.69 | 0.04 | HOLD | |
KMR | SHORT | 75.16 | 0.17 | HOLD | |
KOP | LONG | 45.03 | 2.98 | HOLD | |
KRNY | SHORT | 10.47 | -0.10 | HOLD | |
MT | SHORT | 16.28 | 2.91 | HOLD | |
MYE | LONG | 17.46 | -0.63 | HOLD | |
NJR | LONG | 46.54 | 1.20 | HOLD | |
NP | LONG | 41.75 | 0.65 | HOLD | |
NR | LONG | 12.94 | 2.05 | HOLD | |
NVS | SHORT | 78.40 | 1.49 | HOLD | |
O | SHORT | 41.85 | -0.24 | HOLD | |
OMX | Office Supplies | LONG | 15.30 | -1.29 | HOLD |
SCCO | SHORT | 28.40 | 0.14 | HOLD | |
ROMA | SHORT | 19.09 | 0.21 | HOLD | |
SCHN | LONG | 30.05 | 1.04 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.78 | 1.79 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 33.32 | 1.49 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.86 | -1.04 | HOLD |
SWHC | Recreational Products | LONG | 11.23 | 2.28 | HOLD |
TFSL | SHORT | 12.22 | -0.85 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 28.34 | -1.12 | HOLD |
TKC | Communications Services | SHORT | 15.29 | 0.92 | HOLD |
TS | SHORT | 47.30 | 1.07 | HOLD | |
V | SHORT | 196.42 | -1.38 | HOLD | |
VALE | SHORT | 17.08 | 4.27 | HOLD | |
VCI | LONG | 27.88 | 0.43 | HOLD | |
VIP | SHORT | 14.54 | 1.61 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.21 | ||||
SHORTS | 0.73 | ||||
TOTAL | 0.48 | ||||
S&P 500 | 0.38 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 0.68 | 12.74 | -39.51 | 0.02 | 0.01 |
S&P 500 | 41.48 | 5.27 | -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, November 4, 2013
04-Nov-2013 Daily performance
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