SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.79 | -0.23 | HOLD | |
ALJ | LONG | 10.24 | -6.99 | HOLD | |
ATVI | SHORT | 17.07 | 1.39 | HOLD | |
AVA | LONG | 27.84 | -0.22 | HOLD | |
AVD | LONG | 27.03 | 3.25 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.32 | 3.77 | HOLD |
BHP | SHORT | 71.86 | 0.63 | HOLD | |
BLT | LONG | 13.18 | 3.21 | HOLD | |
BPOP | Regional Banks | SHORT | 27.78 | 2.58 | HOLD |
MTRN | LONG | 30.10 | 2.42 | HOLD | |
BYI | LONG | 71.14 | 1.98 | BUY | |
C | SHORT | 49.94 | 3.29 | HOLD | |
CEC | LONG | 44.93 | 2.07 | BUY | |
CEF | SHORT | 14.52 | -1.29 | HOLD | |
CUK | SHORT | 37.46 | 2.57 | HOLD | |
ESI | LONG | 40.44 | 5.23 | HOLD | |
GG | SHORT | 24.57 | 0.66 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.62 | 0.98 | HOLD |
HAYN | LONG | 53.09 | -0.64 | SELL | |
HBC | SHORT | 55.94 | 1.21 | HOLD | |
ISBC | SHORT | 24.00 | 2.92 | HOLD | |
KMR | SHORT | 74.52 | 0.24 | HOLD | |
KOP | LONG | 49.87 | 5.01 | HOLD | |
KRNY | SHORT | 10.50 | 0.67 | HOLD | |
MT | SHORT | 17.24 | 3.92 | HOLD | |
MYE | LONG | 18.49 | 0.76 | HOLD | |
NJR | LONG | 45.42 | 0.91 | HOLD | |
NP | LONG | 40.78 | -0.05 | HOLD | |
NR | LONG | 12.66 | 1.77 | HOLD | |
NSIT | LONG | 21.75 | 1.45 | HOLD | |
NVS | SHORT | 77.25 | 0.47 | HOLD | |
O | SHORT | 40.06 | -3.17 | HOLD | |
OMX | Office Supplies | LONG | 15.26 | 0.00 | HOLD |
SCCO | SHORT | 28.09 | 0.90 | HOLD | |
ROMA | SHORT | 19.60 | 2.67 | HOLD | |
SCHN | LONG | 31.42 | 4.01 | SELL | |
SCSS | Furniture and Fixtures | LONG | 19.02 | 3.20 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 33.65 | 1.94 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.70 | -0.62 | HOLD |
STC | LONG | 29.70 | 1.30 | BUY | |
SWHC | Recreational Products | LONG | 11.17 | 0.08 | HOLD |
TFSL | SHORT | 12.21 | 2.18 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 25.05 | 0.44 | HOLD |
TKC | Communications Services | SHORT | 14.86 | -2.11 | HOLD |
TMP | SHORT | 49.24 | 3.12 | SHORT | |
TS | SHORT | 46.01 | 0.85 | HOLD | |
V | SHORT | 198.29 | 1.12 | HOLD | |
VALE | SHORT | 15.98 | -1.24 | HOLD | |
VCI | LONG | 27.92 | 4.73 | HOLD | |
VIP | SHORT | 13.49 | 0.67 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.50 | ||||
SHORTS | 0.96 | ||||
TOTAL | 0.54 | ||||
S&P 500 | 1.35 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -3.88 | 11.85 | -39.50 | -0.12 | -0.04 |
S&P 500 | 41.81 | 5.29 | -18.61 | 2.61 | 0.74 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, November 8, 2013
08-Nov-2013 Daily performance
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