SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ACAT | Auto & Truck Manufacturers - NEC | LONG | 39.81 | -2.35 | HOLD |
ANN | Women's Apparel Retailers | LONG | 38.47 | -2.04 | HOLD |
APEI | General Education Services | LONG | 33.94 | -2.81 | HOLD |
AUY | Integrated Mining | SHORT | 7.38 | -0.54 | HOLD |
BIG | LONG | 39.15 | -0.56 | HOLD | |
CCL | Hotels, Motels & Cruise Lines - NEC | SHORT | 39.05 | 0.36 | HOLD |
OUTR | Consumer Goods Rental | LONG | 69.17 | -3.47 | HOLD |
DEI | Commercial REITs - NEC | SHORT | 28.01 | 0.04 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.59 | -1.49 | HOLD |
DVN | Oil & Gas Exploration and Production - NEC | SHORT | 70.19 | -0.23 | HOLD |
GPI | New Car Dealers | LONG | 72.57 | -0.07 | HOLD |
GPRE | Industrial Gas | LONG | 26.79 | -4.39 | HOLD |
HTS | Mortgage REITs | SHORT | 19.52 | -0.51 | HOLD |
KONG | Wireless Telecommunications Services - NEC | SHORT | 10.19 | -2.39 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 36.50 | -6.86 | HOLD |
KRNY | Commercial Banks | SHORT | 13.78 | -2.20 | HOLD |
LAD | New Car Dealers | LONG | 72.85 | -3.15 | HOLD |
MT | Steel - NEC | SHORT | 16.15 | 0.56 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 29.63 | -1.69 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 62.36 | 0.29 | HOLD |
NR | Oil Related Services and Equipment - NEC | LONG | 11.92 | -0.33 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 87.67 | -0.11 | HOLD |
O | Commercial REITs - NEC | SHORT | 43.29 | -0.53 | HOLD |
PDLI | Biotechnology & Medical Research - NEC | LONG | 8.40 | -0.36 | HOLD |
PIR | Home Furnishings Retailers - NEC | LONG | 17.98 | -2.23 | HOLD |
ROMA | Banks - NEC | SHORT | 21.06 | 0.00 | HOLD |
SAFM | Animal Slaughtering & Processing | LONG | 82.99 | 0.44 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 170.21 | -2.45 | HOLD |
SLV | Investment Trusts | SHORT | 18.80 | -0.21 | HOLD |
SNN | Medical Devices & Implants | SHORT | 77.63 | -0.56 | HOLD |
SNX | Computer Peripherals | LONG | 63.53 | -3.07 | HOLD |
STM | Semiconductors - NEC | SHORT | 9.49 | 1.17 | HOLD |
SWHC | Industrial Machinery & Equipment - NEC | LONG | 15.12 | -2.33 | HOLD |
THRX | Biopharmaceuticals | SHORT | 27.19 | 0.74 | HOLD |
TWI | Auto, Truck & Motorcycle Parts - NEC | LONG | 16.50 | -3.34 | HOLD |
V | Business Support Services - NEC | SHORT | 205.36 | -0.85 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 68.90 | -1.25 | HOLD |
WNC | Heavy Trucks | LONG | 13.13 | -1.35 | HOLD |
YHOO | Search Engines | SHORT | 36.49 | -1.14 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -2.18 | ||||
SHORTS | -0.49 | ||||
TOTAL | -1.69 | ||||
S&P 500 | -0.87 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 995905037035033600.00 | 243273154978505410.00 | -30.45 | 0.00 | 347551.11 |
S&P 500 | 50.87 | 6.10 | -18.61 | 2.26 | 0.74 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, May 6, 2014
06-May-2014 Daily performance
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