SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 21.78 | 1.11 | HOLD | |
ALJ | LONG | 12.49 | -0.48 | HOLD | |
ATVI | SHORT | 17.72 | 0.11 | HOLD | |
AVA | LONG | 27.74 | -0.32 | HOLD | |
AVD | LONG | 27.30 | -0.29 | HOLD | |
BAC | Iron, Steel Mills & Foundries | SHORT | 14.92 | 0.84 | HOLD |
BHP | SHORT | 71.37 | 1.10 | HOLD | |
BLT | LONG | 13.83 | 1.39 | HOLD | |
BPOP | Managed Health Care - NEC | SHORT | 28.42 | 3.91 | HOLD |
MTRN | LONG | 28.90 | -0.93 | HOLD | |
BYI | LONG | 72.52 | -0.11 | HOLD | |
C | SHORT | 50.40 | 0.38 | HOLD | |
CEC | LONG | 45.83 | 1.08 | HOLD | |
CEF | SHORT | 14.10 | -0.49 | HOLD | |
CUK | SHORT | 36.80 | -0.51 | HOLD | |
ESI | LONG | 41.50 | -0.34 | HOLD | |
GG | SHORT | 24.34 | -1.70 | HOLD | |
GPI | Diagnostic & Testing Substances | LONG | 66.21 | 1.74 | HOLD |
HBC | SHORT | 55.60 | 0.71 | HOLD | |
ISBC | SHORT | 23.61 | -0.04 | HOLD | |
KMR | SHORT | 75.29 | 0.00 | HOLD | |
KOP | LONG | 48.03 | 1.37 | HOLD | |
KRNY | SHORT | 10.40 | -0.86 | HOLD | |
MT | SHORT | 16.91 | 0.59 | HOLD | |
MYE | LONG | 19.75 | 1.70 | HOLD | |
NJR | Natural Gas Distribution | LONG | 45.44 | 0.04 | HOLD |
NP | LONG | 40.87 | 0.81 | HOLD | |
NR | LONG | 12.79 | 1.43 | HOLD | |
NSIT | LONG | 22.48 | 0.67 | HOLD | |
NVS | SHORT | 79.16 | 0.38 | HOLD | |
O | SHORT | 40.82 | 0.62 | HOLD | |
OMX | Homebuilding - NEC | LONG | 15.26 | 0.00 | HOLD |
SCCO | SHORT | 26.91 | -0.63 | HOLD | |
ROMA | SHORT | 19.73 | -0.05 | HOLD | |
SCSS | Closed End Funds | LONG | 20.14 | -0.64 | HOLD |
SHLM | Sporting & Outdoor Goods | LONG | 34.33 | 0.18 | HOLD |
SLV | Medical & Diagnostic Laboratories | SHORT | 20.00 | -0.25 | HOLD |
STC | LONG | 29.30 | 0.34 | HOLD | |
SWHC | Coal - NEC | LONG | 11.15 | 0.00 | HOLD |
TFSL | SHORT | 11.94 | -0.25 | HOLD | |
TG | Pharmaceuticals - NEC | LONG | 25.03 | -0.36 | HOLD |
TKC | Dairy Products | SHORT | 15.06 | 2.73 | HOLD |
TMP | SHORT | 47.75 | -0.50 | HOLD | |
TS | Construction & Engineering - NEC | SHORT | 45.76 | 1.78 | HOLD |
V | SHORT | 202.00 | 0.92 | HOLD | |
VALE | SHORT | 15.77 | 1.02 | HOLD | |
VCI | LONG | 28.87 | 1.05 | HOLD | |
VIP | SHORT | 12.41 | -0.48 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.38 | ||||
SHORTS | 0.40 | ||||
TOTAL | -0.02 | ||||
S&P 500 | 0.45 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | -1.15 | 12.26 | -39.49 | -0.03 | -0.01 |
S&P 500 | 44.04 | 5.23 | -18.61 | 2.74 | 0.77 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, November 15, 2013
15-Nov-2013 Daily performance
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