SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ALJ | Petroleum Refining | LONG | 15.31 | 10.06 | HOLD |
ANN | Women's Apparel Retailers | LONG | 36.09 | -0.41 | HOLD |
AVB | Residential REITs | SHORT | 127.55 | -0.52 | HOLD |
BIG | Discount Stores - NEC | LONG | 37.14 | 3.25 | HOLD |
BLT | Integrated Mining | LONG | 12.41 | -1.66 | HOLD |
CCL | Hotels, Motels & Cruise Lines - NEC | SHORT | 39.01 | -1.24 | HOLD |
DEI | Commercial REITs - NEC | SHORT | 26.63 | -1.22 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.80 | 1.95 | HOLD |
DVN | Oil & Gas Exploration and Production - NEC | SHORT | 64.53 | -0.92 | HOLD |
EQR | Residential REITs | SHORT | 57.73 | -0.89 | HOLD |
GG | Gold - NEC | SHORT | 26.69 | -1.29 | HOLD |
GPI | New Car Dealers | LONG | 68.57 | 0.04 | HOLD |
GPRE | Industrial Gas | LONG | 27.00 | -2.35 | HOLD |
HTS | Mortgage REITs | SHORT | 19.18 | -0.36 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 40.85 | 0.20 | HOLD |
KRNY | Commercial Banks | SHORT | 14.60 | 0.90 | HOLD |
LNG | Natural Gas Pipeline | SHORT | 51.14 | -1.26 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 33.15 | -2.24 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 64.05 | -0.19 | HOLD |
NJR | Natural Gas Distribution | LONG | 45.19 | 0.96 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 82.90 | -0.29 | HOLD |
O | Commercial REITs - NEC | SHORT | 41.44 | -0.36 | HOLD |
PDLI | Biotechnology & Medical Research - NEC | LONG | 8.36 | 1.09 | HOLD |
PLD | Industrial REITs | SHORT | 40.32 | -0.54 | HOLD |
PZZA | Restaurants & Bars - NEC | LONG | 53.22 | -0.54 | HOLD |
ROMA | Banks - NEC | SHORT | 21.06 | 0.00 | HOLD |
SCSS | Furniture | LONG | 17.79 | -1.21 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 163.41 | -0.40 | HOLD |
SLV | Investment Trusts | SHORT | 20.01 | -0.35 | HOLD |
STM | Semiconductors - NEC | SHORT | 9.37 | 0.21 | HOLD |
SWHC | Industrial Machinery & Equipment - NEC | LONG | 14.20 | 2.97 | HOLD |
TWI | Auto, Truck & Motorcycle Parts - NEC | LONG | 19.10 | 0.42 | HOLD |
VMW | IT Services & Consulting - NEC | SHORT | 103.03 | 1.50 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 64.78 | 0.61 | HOLD |
WNC | Heavy Trucks | LONG | 13.62 | -0.87 | HOLD |
WNR | Petroleum Refining | LONG | 39.28 | 1.37 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.77 | ||||
SHORTS | -0.35 | ||||
TOTAL | 1.11 | ||||
S&P 500 | -0.05 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 125936569.82 | 43359553.02 | -18.36 | 0.00 | 561.29 |
S&P 500 | 51.31 | 5.53 | -18.61 | 2.66 | 0.79 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, March 10, 2014
10-Mar-2014 Daily performance
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