SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABT | Pharmaceuticals - NEC | SHORT | 40.13 | 0.20 | HOLD |
ACAT | Auto & Truck Manufacturers - NEC | LONG | 36.83 | -1.94 | HOLD |
APEI | General Education Services | LONG | 35.30 | 2.05 | HOLD |
AUY | Integrated Mining | SHORT | 7.40 | -0.54 | HOLD |
AZN | Biopharmaceuticals | SHORT | 73.12 | 0.36 | HOLD |
CORE | Supermarkets & Convenience Stores | LONG | 88.56 | -0.35 | HOLD |
CPK | Natural Gas Distribution | LONG | 69.84 | 1.61 | HOLD |
OUTR | Consumer Goods Rental | LONG | 68.93 | -2.05 | HOLD |
DEI | Commercial REITs - NEC | SHORT | 28.50 | -1.01 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.62 | 1.07 | HOLD |
GG | Gold - NEC | SHORT | 23.04 | 0.17 | HOLD |
GGP | Retail REITs | SHORT | 23.89 | -1.20 | HOLD |
GPI | New Car Dealers | LONG | 81.82 | 0.01 | HOLD |
GPRE | Industrial Gas | LONG | 31.54 | 4.85 | HOLD |
KONG | Wireless Telecommunications Services - NEC | SHORT | 8.83 | -0.90 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 37.67 | 0.35 | HOLD |
KRNY | Commercial Banks | SHORT | 14.99 | 1.08 | HOLD |
LAD | New Car Dealers | LONG | 80.39 | 0.89 | HOLD |
MT | Steel - NEC | SHORT | 15.41 | 0.33 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 33.31 | 0.91 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 65.19 | 0.62 | HOLD |
NR | Oil Related Services and Equipment - NEC | LONG | 11.99 | 0.00 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 89.11 | 0.11 | HOLD |
GEOS | Oil Related Services and Equipment - NEC | LONG | 55.88 | 2.46 | HOLD |
PIR | Home Furnishings Retailers - NEC | LONG | 17.77 | 1.37 | HOLD |
RMBS | Memory Chips (RAM) | SHORT | 12.26 | 0.66 | HOLD |
SAFM | Animal Slaughtering & Processing | LONG | 93.04 | -3.60 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 180.33 | 0.24 | HOLD |
SLV | Investment Trusts | SHORT | 18.33 | 0.27 | HOLD |
SNN | Medical Devices & Implants | SHORT | 90.84 | -0.45 | HOLD |
SNX | Computer Peripherals | LONG | 66.81 | 0.83 | HOLD |
STM | Semiconductors - NEC | SHORT | 9.69 | 0.52 | HOLD |
THRX | Biopharmaceuticals | SHORT | 25.71 | 3.71 | HOLD |
UFPI | Logging & Sawmills | LONG | 51.43 | 1.92 | HOLD |
V | Business Support Services - NEC | SHORT | 212.58 | -0.20 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 74.83 | 0.56 | HOLD |
WGO | Recreational Products - NEC | LONG | 24.40 | -0.41 | HOLD |
WNC | Heavy Trucks | LONG | 14.30 | 0.56 | HOLD |
YHOO | Search Engines | SHORT | 36.04 | 0.33 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.56 | ||||
SHORTS | 0.24 | ||||
TOTAL | 0.31 | ||||
S&P 500 | 0.10 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 352.07 | 38.43 | -30.55 | 1.52 | 1.91 |
S&P 500 | 57.98 | 5.50 | -18.61 | 2.72 | 0.81 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Monday, June 9, 2014
09-Jun-2014 Daily performance
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