SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | Investment Management | SHORT | 21.39 | -0.37 | HOLD |
ACCO | Business Support Supplies - NEC | LONG | 6.42 | 3.38 | HOLD |
ALJ | Petroleum Refining | LONG | 14.96 | 2.61 | HOLD |
ALNY | Biotechnology & Medical Research - NEC | SHORT | 60.92 | 2.52 | HOLD |
ATVI | Toys & Juvenile Products - NEC | SHORT | 16.74 | -0.18 | HOLD |
AVA | Multiline Utilities - NEC | LONG | 27.58 | 1.17 | HOLD |
AVD | Agricultural Chemicals - NEC | LONG | 26.66 | 2.85 | HOLD |
BAC | Banks - NEC | SHORT | 15.24 | 0.40 | HOLD |
BHP | Integrated Mining | SHORT | 64.20 | 0.72 | HOLD |
BLT | Integrated Mining | LONG | 13.95 | 1.53 | HOLD |
BYI | Games, Toys & Children Vehicles | LONG | 75.54 | 0.87 | HOLD |
CEC | Food Retail & Distribution - NEC | LONG | 44.29 | 1.65 | HOLD |
CEF | Investment Trusts | SHORT | 13.60 | 0.67 | HOLD |
CUK | Hotels, Motels & Cruise Lines - NEC | SHORT | 36.02 | 0.95 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 7.15 | 1.13 | HOLD |
ESI | Educational Services | LONG | 32.96 | 0.86 | HOLD |
GG | Integrated Mining | SHORT | 21.40 | 1.61 | HOLD |
GPI | New Car Dealers | LONG | 69.07 | 0.14 | HOLD |
HSBC | Commercial Banks | SHORT | 53.42 | 0.68 | HOLD |
HEES | Consumer Goods Rental | LONG | 28.53 | 1.24 | HOLD |
ISBC | Retail & Mortgage Banks | SHORT | 24.08 | 1.60 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 45.20 | 0.76 | HOLD |
KRNY | Commercial Banks | SHORT | 10.57 | 1.54 | HOLD |
MT | Steel - NEC | SHORT | 16.20 | -1.64 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 65.67 | 0.61 | HOLD |
MYE | Plastic Container & Packaging | LONG | 20.09 | 3.03 | HOLD |
NJR | Natural Gas Distribution | LONG | 44.41 | 1.58 | HOLD |
NP | Paper Mills & Products | LONG | 42.16 | 1.71 | HOLD |
NSIT | IT Services & Consulting - NEC | LONG | 23.68 | 0.98 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 76.93 | 0.12 | HOLD |
OMX | Office Supplies Wholesale | LONG | 15.26 | 0.00 | HOLD |
SCCO | Specialty Mining & Metals - NEC | SHORT | 26.19 | 2.79 | HOLD |
PDLI | Biotechnology & Medical Research - NEC | LONG | 8.19 | 1.61 | HOLD |
PSA | Self-Storage REITs | SHORT | 151.01 | 0.98 | HOLD |
ROMA | Banks - NEC | SHORT | 21.06 | 0.00 | HOLD |
SAH | Auto Vehicles, Parts & Service Retailers - NEC | LONG | 23.99 | 0.42 | HOLD |
SCSS | Furniture | LONG | 20.48 | 2.50 | HOLD |
SLV | Investment Trusts | SHORT | 19.21 | 1.37 | HOLD |
STC | Property Insurance | LONG | 30.20 | 0.00 | HOLD |
TFSL | Banks - NEC | SHORT | 11.84 | 1.98 | HOLD |
TKC | Wireless Telecom | SHORT | 14.87 | 0.81 | HOLD |
TMP | Banks - NEC | SHORT | 49.39 | 1.77 | HOLD |
TS | Construction & Engineering - NEC | SHORT | 43.85 | 2.77 | HOLD |
V | Business Support Services - NEC | SHORT | 207.75 | 0.19 | HOLD |
VALE | Steel - NEC | SHORT | 14.77 | 0.68 | HOLD |
VIP | Wireless Telecom | SHORT | 12.27 | 1.07 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 58.84 | -0.66 | HOLD |
WNC | Heavy Trucks | LONG | 11.76 | 1.64 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.44 | ||||
SHORTS | 0.88 | ||||
TOTAL | 0.56 | ||||
S&P 500 | 0.62 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 6822253527945.70 | 2447324048187.49 | -17.62 | 0.00 | 41986.70 |
S&P 500 | 43.35 | 5.54 | -18.61 | 2.48 | 0.74 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, December 16, 2013
16-Dec-2013 Daily performance
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