SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABT | Pharmaceuticals - NEC | SHORT | 40.53 | 1.00 | HOLD |
ACAT | Auto & Truck Manufacturers - NEC | LONG | 36.18 | -1.76 | HOLD |
APEI | General Education Services | LONG | 35.59 | 0.82 | HOLD |
AUY | Integrated Mining | SHORT | 7.61 | 2.77 | HOLD |
AZN | Biopharmaceuticals | SHORT | 72.80 | -0.44 | HOLD |
CORE | Supermarkets & Convenience Stores | LONG | 89.16 | 0.68 | HOLD |
CPK | Natural Gas Distribution | LONG | 69.08 | -1.09 | HOLD |
OUTR | Consumer Goods Rental | LONG | 68.28 | -0.94 | HOLD |
DEI | Commercial REITs - NEC | SHORT | 28.31 | -0.67 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.64 | 0.30 | HOLD |
GG | Gold - NEC | SHORT | 23.92 | 3.80 | HOLD |
GGP | Retail REITs | SHORT | 23.63 | -1.09 | HOLD |
GPI | New Car Dealers | LONG | 81.50 | -0.39 | HOLD |
GPRE | Industrial Gas | LONG | 31.18 | -1.14 | HOLD |
KONG | Wireless Telecommunications Services - NEC | SHORT | 8.85 | 0.23 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 37.71 | 0.08 | HOLD |
KRNY | Commercial Banks | SHORT | 15.13 | 0.93 | HOLD |
LAD | New Car Dealers | LONG | 80.54 | 0.19 | HOLD |
MT | Steel - NEC | SHORT | 15.27 | -0.91 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 35.67 | 7.08 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 65.71 | 0.80 | HOLD |
NR | Oil Related Services and Equipment - NEC | LONG | 11.91 | -0.67 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 90.53 | 1.59 | HOLD |
GEOS | Oil Related Services and Equipment - NEC | LONG | 55.39 | -0.88 | HOLD |
PIR | Home Furnishings Retailers - NEC | LONG | 17.46 | -1.74 | HOLD |
RMBS | Memory Chips (RAM) | SHORT | 12.36 | 0.82 | HOLD |
SAFM | Animal Slaughtering & Processing | LONG | 93.67 | 0.68 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 181.37 | 0.58 | HOLD |
SLV | Investment Trusts | SHORT | 18.46 | 0.76 | HOLD |
SNN | Medical Devices & Implants | SHORT | 92.25 | 1.55 | HOLD |
SNX | Computer Peripherals | LONG | 67.02 | 0.31 | HOLD |
STM | Semiconductors - NEC | SHORT | 9.79 | 1.03 | HOLD |
THRX | Biopharmaceuticals | SHORT | 25.40 | -1.21 | HOLD |
UFPI | Logging & Sawmills | LONG | 51.04 | -0.76 | HOLD |
V | Business Support Services - NEC | SHORT | 214.25 | 0.79 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 74.86 | 0.04 | HOLD |
WGO | Recreational Products - NEC | LONG | 24.22 | -0.74 | HOLD |
WNC | Heavy Trucks | LONG | 14.38 | 0.56 | HOLD |
YHOO | Search Engines | SHORT | 36.31 | 0.75 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.03 | ||||
SHORTS | 0.66 | ||||
TOTAL | -0.63 | ||||
S&P 500 | 0.01 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 349.26 | 38.52 | -30.55 | 1.51 | 1.90 |
S&P 500 | 58.00 | 5.51 | -18.61 | 2.71 | 0.80 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, June 10, 2014
10-Jun-2014 Daily performance
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