SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABT | Pharmaceuticals - NEC | SHORT | 40.85 | -0.37 | HOLD |
ACAT | Auto & Truck Manufacturers - NEC | LONG | 38.90 | 1.41 | HOLD |
APEI | General Education Services | LONG | 34.07 | 0.07 | HOLD |
AUY | Integrated Mining | SHORT | 8.58 | -2.50 | HOLD |
AZN | Biopharmaceuticals | SHORT | 75.47 | 0.08 | HOLD |
CORE | Supermarkets & Convenience Stores | LONG | 91.67 | 0.50 | HOLD |
CPK | Natural Gas Distribution | LONG | 70.13 | 0.50 | HOLD |
OUTR | Consumer Goods Rental | LONG | 61.73 | 0.05 | HOLD |
DEI | Commercial REITs - NEC | SHORT | 28.60 | 0.11 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.56 | 0.61 | HOLD |
GG | Gold - NEC | SHORT | 27.25 | -0.42 | HOLD |
GGP | Retail REITs | SHORT | 23.90 | 0.38 | COVER |
GPI | New Car Dealers | LONG | 81.75 | -0.04 | SELL |
GPRE | Industrial Gas | LONG | 32.47 | 1.82 | HOLD |
KZ | Wireless Telecommunications Services - NEC | SHORT | 8.60 | -2.60 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 38.01 | 1.17 | HOLD |
KRNY | Commercial Banks | SHORT | 15.14 | 0.53 | HOLD |
LAD | New Car Dealers | LONG | 92.35 | 0.38 | HOLD |
MT | Steel - NEC | SHORT | 15.04 | -1.12 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 35.66 | 1.16 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 68.01 | 2.18 | HOLD |
NR | Oil Related Services and Equipment - NEC | LONG | 12.08 | 0.58 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 90.93 | 0.09 | HOLD |
GEOS | Oil Related Services and Equipment - NEC | LONG | 54.73 | -2.09 | HOLD |
PIR | Home Furnishings Retailers - NEC | LONG | 15.18 | -4.29 | HOLD |
RMBS | Memory Chips (RAM) | SHORT | 14.69 | 0.27 | HOLD |
SAFM | Animal Slaughtering & Processing | LONG | 96.66 | 2.12 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 222.89 | 16.26 | HOLD |
SLV | Investment Trusts | SHORT | 20.02 | 0.53 | HOLD |
SNN | Medical Devices & Implants | SHORT | 92.17 | 0.72 | HOLD |
STM | Semiconductors - NEC | SHORT | 9.34 | -1.99 | HOLD |
UFPI | Logging & Sawmills | LONG | 48.20 | 0.32 | HOLD |
V | Business Support Services - NEC | SHORT | 209.49 | -0.39 | HOLD |
WGO | Recreational Products - NEC | LONG | 23.86 | -0.79 | HOLD |
WNC | Heavy Trucks | LONG | 14.64 | 0.00 | HOLD |
YHOO | Search Engines | SHORT | 34.05 | -1.82 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 0.19 | ||||
SHORTS | 0.55 | ||||
TOTAL | -0.36 | ||||
S&P 500 | 0.20 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 267.18 | 33.53 | -29.45 | 1.43 | 1.63 |
S&P 500 | 58.27 | 5.60 | -18.61 | 2.66 | 0.80 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Friday, June 20, 2014
20-Jun-2014 Daily performance
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