SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | Investment Management | SHORT | 21.32 | -0.09 | HOLD |
ACCO | Business Support Supplies - NEC | LONG | 6.69 | -0.45 | HOLD |
ALJ | Petroleum Refining | LONG | 16.68 | 0.85 | HOLD |
ALNY | Biotechnology & Medical Research - NEC | SHORT | 63.86 | -0.68 | HOLD |
AVA | Multiline Utilities - NEC | LONG | 27.85 | -1.21 | HOLD |
AVD | Agricultural Chemicals - NEC | LONG | 24.01 | -1.15 | HOLD |
BAC | Banks - NEC | SHORT | 16.10 | 3.40 | HOLD |
BHP | Integrated Mining | SHORT | 66.99 | -1.77 | HOLD |
BLT | Integrated Mining | LONG | 14.24 | -1.59 | HOLD |
CEC | Food Retail & Distribution - NEC | LONG | 44.40 | 0.27 | HOLD |
CEF | Investment Trusts | SHORT | 13.54 | 2.19 | HOLD |
CUK | Hotels, Motels & Cruise Lines - NEC | SHORT | 40.72 | -1.76 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 7.19 | 0.00 | HOLD |
ESI | Educational Services | LONG | 33.76 | 0.54 | HOLD |
GG | Integrated Mining | SHORT | 22.61 | 4.34 | HOLD |
GPI | New Car Dealers | LONG | 70.14 | -1.24 | HOLD |
HSBC | Commercial Banks | SHORT | 54.57 | -1.02 | HOLD |
HEES | Consumer Goods Rental | LONG | 28.91 | -2.43 | HOLD |
ISBC | Retail & Mortgage Banks | SHORT | 25.36 | -0.86 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 45.58 | -0.37 | HOLD |
KRNY | Commercial Banks | SHORT | 11.42 | -1.81 | HOLD |
MT | Steel - NEC | SHORT | 17.58 | -1.46 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 66.52 | 0.59 | HOLD |
MYE | Plastic Container & Packaging | LONG | 20.53 | -2.79 | HOLD |
NJR | Natural Gas Distribution | LONG | 44.83 | -3.05 | HOLD |
NP | Paper Mills & Products | LONG | 42.67 | -0.23 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 78.72 | -2.07 | HOLD |
OMX | Office Supplies Wholesale | LONG | 15.26 | 0.00 | HOLD |
SCCO | Specialty Mining & Metals - NEC | SHORT | 29.24 | 1.85 | HOLD |
PDLI | Biotechnology & Medical Research - NEC | LONG | 8.54 | 1.18 | HOLD |
PSA | Self-Storage REITs | SHORT | 148.95 | -1.04 | HOLD |
ROMA | Banks - NEC | SHORT | 21.06 | 0.00 | HOLD |
SAH | Auto Vehicles, Parts & Service Retailers - NEC | LONG | 24.05 | -1.76 | HOLD |
SCSS | Furniture | LONG | 21.18 | 0.43 | HOLD |
SLV | Investment Trusts | SHORT | 19.22 | 2.73 | HOLD |
STC | Property Insurance | LONG | 32.15 | -0.37 | HOLD |
TFSL | Banks - NEC | SHORT | 12.01 | -0.87 | HOLD |
TKC | Wireless Telecom | SHORT | 12.97 | -2.85 | HOLD |
TMP | Banks - NEC | SHORT | 50.06 | -2.59 | HOLD |
TS | Construction & Engineering - NEC | SHORT | 42.73 | -2.20 | HOLD |
V | Business Support Services - NEC | SHORT | 221.01 | -0.75 | HOLD |
VALE | Steel - NEC | SHORT | 14.51 | -4.85 | HOLD |
VIP | Wireless Telecom | SHORT | 12.80 | -1.08 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 61.29 | -0.65 | HOLD |
WNC | Heavy Trucks | LONG | 12.28 | -0.57 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.70 | ||||
SHORTS | -0.53 | ||||
TOTAL | -0.17 | ||||
S&P 500 | -0.96 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 43.76 | 25.29 | -39.69 | 0.54 | 0.34 |
S&P 500 | 47.10 | 5.41 | -18.61 | 2.68 | 0.78 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Thursday, January 2, 2014
02-Jan-2014 Daily performance
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