SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.19 | 0.50 | HOLD | |
ALJ | LONG | 11.25 | -2.85 | HOLD | |
ATVI | SHORT | 16.53 | 0.00 | HOLD | |
AVA | LONG | 28.17 | 1.15 | HOLD | |
AVD | LONG | 27.02 | -0.66 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.96 | 0.22 | HOLD |
BHP | SHORT | 72.81 | 0.87 | HOLD | |
BLT | LONG | 12.72 | 1.60 | HOLD | |
BPOP | Regional Banks | SHORT | 26.87 | 1.70 | HOLD |
MTRN | LONG | 29.95 | 0.37 | HOLD | |
C | SHORT | 48.62 | 0.50 | HOLD | |
CEF | SHORT | 14.86 | 0.75 | HOLD | |
CUK | SHORT | 37.17 | 2.03 | HOLD | |
ESI | LONG | 39.01 | 0.64 | HOLD | |
FOE | LONG | 13.19 | 0.30 | SELL | |
GG | SHORT | 25.17 | 1.57 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.79 | -0.16 | HOLD |
HAYN | LONG | 54.41 | 0.39 | HOLD | |
HBC | SHORT | 56.07 | -0.09 | HOLD | |
ISBC | SHORT | 23.51 | -0.34 | HOLD | |
KMR | SHORT | 74.97 | 0.03 | HOLD | |
KOP | LONG | 43.74 | -0.86 | HOLD | |
KRNY | SHORT | 10.45 | -0.48 | HOLD | |
MT | SHORT | 16.18 | -0.12 | HOLD | |
MYE | LONG | 18.41 | 2.96 | HOLD | |
NJR | LONG | 46.15 | 0.90 | HOLD | |
NP | LONG | 41.48 | -0.98 | HOLD | |
NR | LONG | 12.72 | -0.93 | HOLD | |
NSIT | LONG | 21.65 | 2.32 | BUY | |
NVS | SHORT | 77.91 | 1.18 | HOLD | |
O | SHORT | 41.89 | 1.06 | HOLD | |
OMX | Office Supplies | LONG | 15.26 | 0.00 | HOLD |
SCCO | SHORT | 28.59 | 1.85 | HOLD | |
ROMA | SHORT | 19.18 | 1.00 | HOLD | |
SCHN | LONG | 30.42 | 0.13 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.45 | -1.60 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 32.99 | 0.46 | HOLD |
SLV | Misc. Financial Services | SHORT | 21.00 | 0.48 | HOLD |
SWHC | Recreational Products | LONG | 11.38 | 0.26 | HOLD |
TFSL | SHORT | 12.09 | 0.92 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.12 | -0.57 | HOLD |
TKC | Communications Services | SHORT | 15.45 | 1.11 | HOLD |
TS | SHORT | 47.79 | 1.38 | HOLD | |
V | SHORT | 199.02 | 0.84 | HOLD | |
VALE | SHORT | 17.07 | 1.22 | HOLD | |
VCI | LONG | 27.46 | -0.69 | HOLD | |
VIP | SHORT | 13.50 | -5.79 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.01 | ||||
SHORTS | 0.50 | ||||
TOTAL | -0.50 | ||||
S&P 500 | 0.51 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -0.14 | 12.64 | -39.50 | -0.00 | -0.00 |
S&P 500 | 41.71 | 5.28 | -18.61 | 2.62 | 0.74 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, November 6, 2013
06-Nov-2013 Daily performance
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