SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.52 | -0.46 | HOLD | |
ALJ | LONG | 12.01 | 0.92 | HOLD | |
ATVI | SHORT | 17.32 | 1.23 | HOLD | |
AVA | LONG | 27.84 | 0.51 | HOLD | |
AVD | LONG | 27.37 | 1.30 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.64 | 2.23 | HOLD |
BHP | SHORT | 70.31 | 0.06 | HOLD | |
BLT | LONG | 13.49 | 0.60 | HOLD | |
BPOP | Regional Banks | SHORT | 27.20 | -0.58 | HOLD |
MTRN | LONG | 29.26 | -0.14 | HOLD | |
BYI | LONG | 72.68 | 0.80 | HOLD | |
C | SHORT | 49.99 | 0.95 | HOLD | |
CEC | LONG | 45.04 | 1.85 | HOLD | |
CEF | SHORT | 14.03 | -0.21 | HOLD | |
CUK | SHORT | 36.72 | 0.58 | HOLD | |
ESI | LONG | 42.16 | 2.43 | HOLD | |
GG | SHORT | 24.20 | 1.00 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.78 | 1.42 | HOLD |
HBC | SHORT | 55.23 | -0.63 | HOLD | |
ISBC | SHORT | 23.78 | 1.11 | HOLD | |
KMR | SHORT | 74.69 | -0.12 | HOLD | |
KOP | LONG | 47.75 | -1.04 | HOLD | |
KRNY | SHORT | 10.64 | 2.80 | HOLD | |
MT | SHORT | 16.61 | -1.54 | HOLD | |
MYE | LONG | 19.11 | 1.38 | HOLD | |
NJR | LONG | 45.56 | 1.81 | HOLD | |
NP | LONG | 40.11 | 1.39 | HOLD | |
NR | LONG | 12.65 | 1.28 | HOLD | |
NSIT | LONG | 22.07 | 1.61 | HOLD | |
NVS | SHORT | 78.85 | 1.04 | HOLD | |
O | SHORT | 40.10 | 0.50 | HOLD | |
OMX | Office Supplies | LONG | 15.26 | 0.00 | HOLD |
SCCO | SHORT | 26.85 | -1.32 | HOLD | |
ROMA | SHORT | 19.39 | 0.52 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 20.28 | 0.55 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 34.53 | 2.49 | HOLD |
SLV | Misc. Financial Services | SHORT | 19.79 | -1.05 | HOLD |
STC | LONG | 29.15 | -0.95 | HOLD | |
SWHC | Recreational Products | LONG | 11.27 | -1.31 | HOLD |
TFSL | SHORT | 11.86 | -0.08 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 25.36 | 0.79 | HOLD |
TKC | Communications Services | SHORT | 14.28 | 0.63 | HOLD |
TMP | SHORT | 48.45 | -0.19 | HOLD | |
TS | SHORT | 45.16 | -0.24 | HOLD | |
V | SHORT | 199.78 | 0.97 | HOLD | |
VALE | SHORT | 15.44 | 0.26 | HOLD | |
VCI | LONG | 28.37 | 2.20 | HOLD | |
VIP | SHORT | 12.82 | 0.71 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.90 | ||||
SHORTS | 0.31 | ||||
TOTAL | 0.59 | ||||
S&P 500 | 0.80 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6846094587185.01 | 2414648982297.42 | -17.61 | 0.00 | 56176.01 |
S&P 500 | 42.68 | 5.27 | -18.61 | 2.66 | 0.75 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, November 13, 2013
13-Nov-2013 Daily performance
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