SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABT | Pharmaceuticals - NEC | SHORT | 39.79 | -0.05 | HOLD |
ACAT | Auto & Truck Manufacturers - NEC | LONG | 36.10 | 1.58 | HOLD |
APEI | General Education Services | LONG | 35.12 | 1.30 | HOLD |
AUY | Integrated Mining | SHORT | 8.26 | 2.48 | HOLD |
AZN | Biopharmaceuticals | SHORT | 74.24 | 0.27 | HOLD |
CORE | Supermarkets & Convenience Stores | LONG | 89.42 | 0.70 | HOLD |
CPK | Natural Gas Distribution | LONG | 68.26 | -0.35 | HOLD |
OUTR | Consumer Goods Rental | LONG | 64.52 | -0.48 | HOLD |
DEI | Commercial REITs - NEC | SHORT | 28.10 | -0.78 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.41 | 0.31 | HOLD |
GG | Gold - NEC | SHORT | 25.20 | 0.52 | HOLD |
GGP | Retail REITs | SHORT | 23.51 | 0.56 | HOLD |
GPI | New Car Dealers | LONG | 79.03 | 0.20 | HOLD |
GPRE | Industrial Gas | LONG | 31.14 | 0.26 | HOLD |
KONG | Wireless Telecommunications Services - NEC | SHORT | 9.00 | 1.58 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 37.20 | 0.57 | HOLD |
KRNY | Commercial Banks | SHORT | 15.02 | 0.00 | HOLD |
LAD | New Car Dealers | LONG | 76.68 | 0.39 | HOLD |
MT | Steel - NEC | SHORT | 15.03 | -0.33 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 36.92 | 0.03 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 65.44 | 0.03 | HOLD |
NR | Oil Related Services and Equipment - NEC | LONG | 11.94 | 1.36 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 89.34 | 0.06 | HOLD |
GEOS | Oil Related Services and Equipment - NEC | LONG | 55.38 | 0.56 | HOLD |
PIR | Home Furnishings Retailers - NEC | LONG | 17.30 | -0.69 | HOLD |
RMBS | Memory Chips (RAM) | SHORT | 13.64 | -0.37 | HOLD |
SAFM | Animal Slaughtering & Processing | LONG | 94.29 | 1.05 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 179.30 | -0.08 | HOLD |
SLV | Investment Trusts | SHORT | 18.92 | 0.85 | HOLD |
SNN | Medical Devices & Implants | SHORT | 91.41 | -0.66 | HOLD |
SNX | Computer Peripherals | LONG | 68.02 | 1.64 | HOLD |
STM | Semiconductors - NEC | SHORT | 9.58 | 0.10 | HOLD |
THRX | Biopharmaceuticals | SHORT | 25.61 | -0.93 | HOLD |
UFPI | Logging & Sawmills | LONG | 48.34 | -0.82 | HOLD |
V | Business Support Services - NEC | SHORT | 211.29 | -0.23 | HOLD |
WES | Oil & Gas Refining and Marketing - NEC | SHORT | 74.08 | 0.93 | HOLD |
WGO | Recreational Products - NEC | LONG | 23.16 | -0.60 | HOLD |
WNC | Heavy Trucks | LONG | 14.14 | 0.28 | HOLD |
YHOO | Search Engines | SHORT | 36.94 | 0.44 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.38 | ||||
SHORTS | 0.22 | ||||
TOTAL | 0.16 | ||||
S&P 500 | 0.30 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 342.64 | 39.41 | -30.56 | 1.45 | 1.87 |
S&P 500 | 56.81 | 5.70 | -18.61 | 2.57 | 0.79 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, June 13, 2014
13-Jun-2014 Daily performance
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