SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.54 | 0.09 | HOLD | |
ALJ | LONG | 12.55 | 4.50 | HOLD | |
ATVI | SHORT | 17.70 | 2.19 | HOLD | |
AVA | LONG | 27.83 | -0.04 | HOLD | |
AVD | LONG | 27.38 | 0.04 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 14.80 | 1.06 | HOLD |
BHP | SHORT | 70.59 | 0.40 | HOLD | |
BLT | LONG | 13.65 | 1.19 | HOLD | |
BPOP | Regional Banks | SHORT | 27.35 | 0.55 | HOLD |
MTRN | LONG | 29.17 | -0.31 | HOLD | |
BYI | LONG | 72.60 | -0.11 | HOLD | |
C | SHORT | 50.21 | 0.44 | HOLD | |
CEC | LONG | 45.34 | 0.67 | HOLD | |
CEF | SHORT | 14.17 | 1.00 | HOLD | |
CUK | SHORT | 36.99 | 0.74 | HOLD | |
ESI | LONG | 41.64 | -1.33 | HOLD | |
GG | SHORT | 24.76 | 2.31 | HOLD | |
GPI | Retail (Specialty) | LONG | 65.08 | -1.06 | HOLD |
HBC | SHORT | 55.21 | -0.04 | HOLD | |
ISBC | SHORT | 23.62 | -0.67 | HOLD | |
KMR | SHORT | 75.29 | 0.80 | HOLD | |
KOP | LONG | 47.35 | -0.50 | HOLD | |
KRNY | SHORT | 10.49 | -1.41 | HOLD | |
MT | SHORT | 16.81 | 1.20 | HOLD | |
MYE | LONG | 19.42 | 1.62 | HOLD | |
NJR | LONG | 45.42 | -0.31 | HOLD | |
NP | LONG | 40.54 | 1.07 | HOLD | |
NR | LONG | 12.61 | -0.39 | HOLD | |
NSIT | LONG | 22.33 | 1.18 | HOLD | |
NVS | SHORT | 78.86 | 0.01 | HOLD | |
O | SHORT | 40.57 | 1.17 | HOLD | |
OMX | Office Supplies | LONG | 15.26 | 0.00 | HOLD |
SCCO | SHORT | 27.08 | 0.86 | HOLD | |
ROMA | SHORT | 19.74 | 1.81 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 20.27 | -0.05 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 34.27 | -0.75 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.04 | 1.31 | HOLD |
STC | LONG | 29.20 | 0.17 | HOLD | |
SWHC | Recreational Products | LONG | 11.15 | -1.06 | HOLD |
TFSL | SHORT | 11.97 | 0.93 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 25.12 | -0.95 | HOLD |
TKC | Communications Services | SHORT | 14.66 | 2.66 | HOLD |
TMP | SHORT | 47.99 | -0.95 | HOLD | |
TS | SHORT | 44.96 | -0.44 | HOLD | |
V | SHORT | 200.15 | 0.19 | HOLD | |
VALE | SHORT | 15.61 | 1.10 | HOLD | |
VCI | LONG | 28.57 | 0.70 | HOLD | |
VIP | SHORT | 12.47 | -2.73 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.19 | ||||
SHORTS | 0.56 | ||||
TOTAL | -0.37 | ||||
S&P 500 | 0.50 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 4635975936317.47 | 1639765149722.84 | -17.61 | 0.00 | 48009.18 |
S&P 500 | 43.39 | 5.25 | -18.61 | 2.70 | 0.76 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, November 14, 2013
14-Nov-2013 Daily performance
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