SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
ABT | Pharmaceuticals - NEC | SHORT | 40.70 | 0.62 | HOLD |
ACAT | Auto & Truck Manufacturers - NEC | LONG | 38.07 | 0.08 | HOLD |
APEI | General Education Services | LONG | 34.19 | 1.60 | HOLD |
AUY | Integrated Mining | SHORT | 8.29 | 1.47 | HOLD |
AZN | Biopharmaceuticals | SHORT | 74.31 | 0.91 | HOLD |
CORE | Supermarkets & Convenience Stores | LONG | 93.24 | 1.08 | HOLD |
CPK | Natural Gas Distribution | LONG | 69.96 | 0.75 | HOLD |
OUTR | Consumer Goods Rental | LONG | 58.17 | -1.07 | HOLD |
DEI | Commercial REITs - NEC | SHORT | 28.61 | 0.10 | HOLD |
DENN | Restaurants & Bars - NEC | LONG | 6.60 | 0.76 | HOLD |
GG | Gold - NEC | SHORT | 27.38 | 0.59 | HOLD |
GPRE | Industrial Gas | LONG | 32.45 | 0.87 | HOLD |
KZ | Wireless Telecommunications Services - NEC | SHORT | 8.42 | -2.55 | HOLD |
KOP | Commodity Chemicals - NEC | LONG | 37.65 | 0.72 | HOLD |
KRNY | Commercial Banks | SHORT | 15.18 | 1.00 | HOLD |
LAD | New Car Dealers | LONG | 92.32 | 2.71 | HOLD |
MT | Steel - NEC | SHORT | 14.95 | -0.60 | HOLD |
MTRX | Oil Related Services and Equipment - NEC | LONG | 33.81 | 0.03 | HOLD |
MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 70.37 | -0.09 | HOLD |
NR | Oil Related Services and Equipment - NEC | LONG | 12.05 | 2.38 | HOLD |
NVS | Pharmaceuticals - NEC | SHORT | 90.34 | -0.21 | HOLD |
GEOS | Oil Related Services and Equipment - NEC | LONG | 53.15 | 2.57 | HOLD |
PIR | Home Furnishings Retailers - NEC | LONG | 15.17 | -1.11 | HOLD |
RMBS | Memory Chips (RAM) | SHORT | 14.38 | 1.70 | HOLD |
SAFM | Animal Slaughtering & Processing | LONG | 94.81 | 1.68 | HOLD |
SHPG | Pharmaceuticals - NEC | SHORT | 231.33 | 3.61 | HOLD |
SLV | Investment Trusts | SHORT | 20.19 | 0.55 | HOLD |
SNN | Medical Devices & Implants | SHORT | 88.30 | -0.61 | HOLD |
STM | Semiconductors - NEC | SHORT | 9.20 | 0.33 | HOLD |
UFPI | Logging & Sawmills | LONG | 48.41 | 1.51 | HOLD |
V | Business Support Services - NEC | SHORT | 209.06 | 0.61 | HOLD |
WGO | Recreational Products - NEC | LONG | 23.80 | 3.30 | HOLD |
WNC | Heavy Trucks | LONG | 14.66 | 2.02 | HOLD |
YHOO | Search Engines | SHORT | 33.25 | -0.68 | HOLD |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | 1.17 | ||||
SHORTS | 0.40 | ||||
TOTAL | 0.77 | ||||
S&P 500 | 0.45 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 265.77 | 33.80 | -29.45 | 1.41 | 1.62 |
S&P 500 | 57.98 | 5.68 | -18.61 | 2.60 | 0.79 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Wednesday, June 25, 2014
25-Jun-2014 Daily performance
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