SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ALJ | Petroleum Refining | LONG | 14.41 | -0.59 | HOLD |
ANN | Women's Apparel Retailers | LONG | 36.20 | 3.43 | HOLD |
AVB | Residential REITs | SHORT | 128.43 | -0.62 | HOLD |
BIG | Discount Stores - NEC | LONG | 29.23 | 2.89 | HOLD |
BLT | Integrated Mining | LONG | 12.20 | -0.57 | HOLD |
CCL | Hotels, Motels & Cruise Lines - NEC | SHORT | 40.22 | 0.35 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.68 | 2.14 | HOLD |
DVN | Integrated Oil & Gas | SHORT | 63.81 | -0.16 | HOLD |
EQR | Residential REITs | SHORT | 58.57 | -0.37 | HOLD |
GG | Gold - NEC | SHORT | 27.11 | -0.51 | HOLD |
GPRE | Industrial Gas | LONG | 25.85 | 0.00 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 38.77 | 0.81 | HOLD |
KRNY | Commercial Banks | SHORT | 12.13 | 1.51 | HOLD |
LNG | Natural Gas Pipeline | SHORT | 49.59 | -0.62 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 31.68 | 0.13 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 69.40 | 1.98 | HOLD |
MYE | Plastic Container & Packaging | LONG | 21.10 | 5.61 | HOLD |
NJR | Natural Gas Distribution | LONG | 44.89 | 0.38 | HOLD |
NP | Paper Mills & Products | LONG | 50.24 | 2.61 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 83.41 | -0.47 | HOLD |
O | Commercial REITs - NEC | SHORT | 44.50 | 0.23 | HOLD |
PDLI | Biotechnology & Medical Research - NEC | LONG | 8.83 | 0.23 | HOLD |
PLD | Industrial REITs | SHORT | 41.00 | 0.22 | HOLD |
PSA | Self-Storage REITs | SHORT | 167.04 | -0.37 | HOLD |
PZZA | Restaurants & Bars - NEC | LONG | 51.44 | 5.87 | HOLD |
ROMA | Banks - NEC | SHORT | 21.06 | 0.00 | HOLD |
SAH | Auto Vehicles, Parts & Service Retailers - NEC | LONG | 24.12 | 2.55 | SELL |
SCSS | Furniture | LONG | 18.43 | 3.89 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 169.31 | -0.14 | HOLD |
SLV | Investment Trusts | SHORT | 20.41 | -2.93 | HOLD |
STM | Semiconductors - NEC | SHORT | 8.86 | 4.48 | HOLD |
TWI | Auto, Truck & Motorcycle Parts - NEC | LONG | 17.84 | 1.59 | HOLD |
VMW | IT Services & Consulting - NEC | SHORT | 97.69 | 1.50 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 62.26 | 0.34 | HOLD |
WNC | Heavy Trucks | LONG | 13.72 | 1.03 | HOLD |
WNR | Petroleum Refining | LONG | 39.17 | -3.00 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.61 | ||||
SHORTS | 0.25 | ||||
TOTAL | 1.37 | ||||
S&P 500 | -0.01 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 121132350.31 | 43164422.28 | -18.34 | 0.00 | 583.02 |
S&P 500 | 48.64 | 5.67 | -18.61 | 2.50 | 0.76 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, February 26, 2014
26-Feb-2014 Daily performance
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