SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.84 | -1.58 | HOLD | |
ALJ | LONG | 11.01 | -2.13 | HOLD | |
ATVI | SHORT | 16.83 | 1.85 | HOLD | |
AVA | LONG | 27.90 | -0.96 | HOLD | |
AVD | LONG | 26.18 | -3.11 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.80 | -1.15 | HOLD |
BHP | SHORT | 71.41 | -1.92 | HOLD | |
BLT | LONG | 12.77 | 0.39 | HOLD | |
BPOP | Regional Banks | SHORT | 27.08 | 0.78 | HOLD |
MTRN | LONG | 29.39 | -1.87 | HOLD | |
C | SHORT | 48.35 | -0.56 | HOLD | |
CEF | SHORT | 14.71 | -1.01 | HOLD | |
CUK | SHORT | 36.52 | -1.75 | HOLD | |
ESI | LONG | 38.43 | -1.49 | HOLD | |
GG | SHORT | 24.41 | -3.02 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.00 | -1.24 | HOLD |
HAYN | LONG | 53.43 | -1.80 | HOLD | |
HBC | SHORT | 55.26 | -1.44 | HOLD | |
ISBC | SHORT | 23.32 | -0.81 | HOLD | |
KMR | SHORT | 74.34 | -0.84 | HOLD | |
KOP | LONG | 47.49 | 8.57 | HOLD | |
KRNY | SHORT | 10.43 | -0.19 | HOLD | |
MT | SHORT | 16.59 | 2.53 | HOLD | |
MYE | LONG | 18.35 | -0.33 | HOLD | |
NJR | LONG | 45.01 | -2.47 | HOLD | |
NP | LONG | 40.80 | -1.64 | HOLD | |
NR | LONG | 12.44 | -2.20 | HOLD | |
NSIT | LONG | 21.44 | -0.97 | HOLD | |
NVS | SHORT | 76.89 | -1.31 | HOLD | |
O | SHORT | 41.37 | -1.24 | HOLD | |
OMX | Office Supplies | LONG | 15.26 | 0.00 | HOLD |
SCCO | SHORT | 27.84 | -2.62 | HOLD | |
ROMA | SHORT | 19.09 | -0.47 | HOLD | |
SCHN | LONG | 30.21 | -0.69 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.43 | -0.11 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 33.01 | 0.06 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.82 | -0.86 | HOLD |
SWHC | Recreational Products | LONG | 11.16 | -1.92 | HOLD |
TFSL | SHORT | 11.95 | -1.16 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 24.94 | -4.52 | HOLD |
TKC | Communications Services | SHORT | 15.18 | -1.75 | HOLD |
TS | SHORT | 45.62 | -4.54 | HOLD | |
V | SHORT | 196.10 | -1.47 | HOLD | |
VALE | SHORT | 16.18 | -5.19 | HOLD | |
VCI | LONG | 26.66 | -2.91 | HOLD | |
VIP | SHORT | 13.40 | -0.74 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -1.02 | ||||
SHORTS | -1.22 | ||||
TOTAL | 0.20 | ||||
S&P 500 | -1.26 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 0.06 | 12.67 | -39.50 | 0.00 | 0.00 |
S&P 500 | 39.92 | 5.43 | -18.61 | 2.45 | 0.71 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, November 7, 2013
07-Nov-2013 Daily performance
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