| Trades |
|---|
Trade list
| Ticker | Trade | Entry | Exit | % change | Profit | Shares | Pos. value | Cum. profit | # bars | Profit/bar | MAE/MFE | Scale In/Out |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DD | Long | 03.01.2012 45.8289 |
04.01.2012 45.0991 |
-1.59% | -83.55 -1.67% |
109 | 4995.35 | -83.55 | 2 | -41.77 | -1.59% 0.73% |
0/0 |
| PSA | Short | 03.01.2012 132.21 |
04.01.2012 129.112 |
-2.34% | 110.64 2.26% |
37 | 4891.78 | 27.09 | 2 | 55.32 | -3.02% 2.34% |
0/0 |
| UTX | Short | 04.01.2012 73.3892 |
05.01.2012 72.7879 |
-0.82% | 36.89 0.74% |
68 | 4990.47 | 63.98 | 2 | 18.45 | -1.31% 0.82% |
0/0 |
| PM | Long | 05.01.2012 77.8596 |
06.01.2012 76.9949 |
-1.11% | -59.34 -1.19% |
64 | 4983.01 | 4.64 | 2 | -29.67 | -1.11% 0.16% |
0/0 |
| RRC | Long | 05.01.2012 61.5395 |
09.01.2012 60.2878 |
-2.03% | -105.39 -2.11% |
81 | 4984.70 | -100.74 | 3 | -35.13 | -2.39% 0.63% |
0/0 |
| NEM | Long | 06.01.2012 61.6754 |
09.01.2012 60.6871 |
-1.60% | -84.05 -1.68% |
81 | 4995.71 | -184.80 | 2 | -42.03 | -1.76% 0.22% |
0/0 |
| KSU | Long | 06.01.2012 69.9282 |
10.01.2012 73.1011 |
4.54% | 221.28 4.46% |
71 | 4964.90 | 36.48 | 3 | 73.76 | -1.04% 4.54% |
0/0 |
| EBAY | Short | 09.01.2012 30.52 |
10.01.2012 31.0396 |
1.70% | -88.69 -1.78% |
163 | 4974.76 | -52.21 | 2 | -44.34 | -1.83% 1.11% |
0/0 |
| GD | Long | 09.01.2012 66.8875 |
10.01.2012 69.1707 |
3.41% | 164.95 3.33% |
74 | 4949.68 | 112.75 | 2 | 82.48 | -0.80% 3.41% |
0/0 |
| PSA | Short | 09.01.2012 130.041 |
10.01.2012 131.526 |
1.14% | -60.44 -1.22% |
38 | 4941.54 | 52.31 | 2 | -30.22 | -1.14% 0.44% |
0/0 |
| EMC | Short (n-bar) | 04.01.2012 21.6 |
11.01.2012 22.09 |
2.27% | -117.19 -2.35% |
231 | 4989.60 | -64.88 | 6 | -19.53 | -3.06% 0.05% |
0/0 |
| DAL | Short | 10.01.2012 8.21 |
11.01.2012 8.3971 |
2.28% | -118.32 -2.36% |
611 | 5016.31 | -183.20 | 2 | -59.16 | -2.28% 0.97% |
0/0 |
| TJX | Long | 10.01.2012 32.8884 |
11.01.2012 32.5174 |
-1.13% | -60.39 -1.21% |
152 | 4999.04 | -243.59 | 2 | -30.20 | -1.65% 0.11% |
0/0 |
| SRE | Long (n-bar) | 05.01.2012 54.9382 |
12.01.2012 54.95 |
0.02% | -2.92 -0.06% |
91 | 4999.37 | -246.51 | 6 | -0.49 | -1.26% 1.54% |
0/0 |
| TWX | Long (n-bar) | 05.01.2012 36.1284 |
12.01.2012 37.07 |
2.61% | 125.94 2.53% |
138 | 4985.72 | -120.58 | 6 | 20.99 | -1.19% 2.61% |
0/0 |
| D | Short | 11.01.2012 50.1496 |
12.01.2012 49.8706 |
-0.56% | 23.90 0.48% |
100 | 5014.96 | -96.68 | 2 | 11.95 | -0.41% 0.56% |
0/0 |
| EL | Short | 11.01.2012 55.795 |
12.01.2012 55.59 |
-0.37% | 14.24 0.29% |
89 | 4965.76 | -82.44 | 2 | 7.12 | -0.27% 1.10% |
0/0 |
| EXPE | Long | 11.01.2012 29.4598 |
12.01.2012 28.8725 |
-1.99% | -103.84 -2.07% |
170 | 5008.16 | -186.28 | 2 | -51.92 | -2.57% 0.33% |
0/0 |
| KMB | Short | 11.01.2012 71.3021 |
12.01.2012 70.9494 |
-0.49% | 20.69 0.41% |
70 | 4991.15 | -165.58 | 2 | 10.35 | -0.53% 0.49% |
0/0 |
| MRK | Short | 11.01.2012 37.5126 |
12.01.2012 37.8159 |
0.81% | -44.33 -0.89% |
133 | 4989.18 | -209.91 | 2 | -22.17 | -0.81% 0.26% |
0/0 |
| PEP | Short | 11.01.2012 63.9702 |
12.01.2012 63.4524 |
-0.81% | 36.39 0.73% |
78 | 4989.67 | -173.52 | 2 | 18.19 | -0.26% 1.34% |
0/0 |
| VZ | Short | 11.01.2012 38.0003 |
12.01.2012 38.4791 |
1.26% | -67.20 -1.34% |
132 | 5016.03 | -240.73 | 2 | -33.60 | -1.29% 0.07% |
0/0 |
| A | Long | 12.01.2012 39.1581 |
13.01.2012 38.4907 |
-1.70% | -89.43 -1.78% |
128 | 5012.24 | -330.16 | 2 | -44.72 | -2.51% 0.59% |
0/0 |
| EIX | Long | 12.01.2012 40.4882 |
13.01.2012 40.1112 |
-0.93% | -50.37 -1.01% |
123 | 4980.04 | -380.53 | 2 | -25.18 | -0.93% 0.15% |
0/0 |
| NEE | Long | 12.01.2012 58.2894 |
13.01.2012 57.8362 |
-0.78% | -42.98 -0.86% |
86 | 5012.89 | -423.50 | 2 | -21.49 | -0.78% 0.22% |
0/0 |
| TROW | Long | 12.01.2012 58.9473 |
13.01.2012 58.0644 |
-1.50% | -79.04 -1.58% |
85 | 5010.52 | -502.54 | 2 | -39.52 | -1.50% 0.10% |
0/0 |
| NEM | Short (n-bar) | 09.01.2012 60.5376 |
17.01.2012 60.14 |
-0.66% | 28.60 0.58% |
82 | 4964.08 | -473.94 | 6 | 4.77 | -5.34% 0.66% |
0/0 |
| RRC | Short (n-bar) | 09.01.2012 60.4602 |
17.01.2012 54.46 |
-9.92% | 488.02 9.84% |
82 | 4957.74 | 14.07 | 6 | 81.34 | -0.52% 12.09% |
0/0 |
| TIF | Short (n-bar) | 09.01.2012 64.8716 |
17.01.2012 59.04 |
-8.99% | 439.20 8.91% |
76 | 4930.24 | 453.28 | 6 | 73.20 | -2.70% 10.57% |
0/0 |
| NEE | Long | 17.01.2012 58.5497 |
18.01.2012 57.9776 |
-0.98% | -52.63 -1.06% |
85 | 4976.72 | 400.65 | 2 | -26.31 | -1.16% 0.30% |
0/0 |
| SRE | Long | 17.01.2012 55.4193 |
18.01.2012 54.9387 |
-0.87% | -47.25 -0.95% |
90 | 4987.74 | 353.40 | 2 | -23.62 | -0.87% 0.91% |
0/0 |
| VZ | Long | 17.01.2012 38.6876 |
18.01.2012 38.389 |
-0.77% | -42.53 -0.85% |
129 | 4990.71 | 310.87 | 2 | -21.27 | -0.77% 0.61% |
0/0 |
| TWC | Short (n-bar) | 11.01.2012 63.0475 |
19.01.2012 67.36 |
6.84% | -344.69 -6.92% |
79 | 4980.75 | -33.82 | 6 | -57.45 | -6.84% -0.00% |
0/0 |
| KO | Short | 18.01.2012 33.1402 |
19.01.2012 33.3969 |
0.77% | -42.75 -0.85% |
151 | 5004.17 | -76.57 | 2 | -21.38 | -0.88% 0.07% |
0/0 |
| PEP | Short | 18.01.2012 63.5308 |
19.01.2012 64.1122 |
0.92% | -49.35 -1.00% |
78 | 4955.40 | -125.92 | 2 | -24.67 | -0.92% 0.07% |
0/0 |
| SHW | Short | 18.01.2012 94.3521 |
19.01.2012 95.3489 |
1.06% | -56.83 -1.14% |
53 | 5000.66 | -182.75 | 2 | -28.41 | -1.55% 0.18% |
0/0 |
| VAR | Short | 18.01.2012 70.2 |
19.01.2012 71.0515 |
1.21% | -64.46 -1.29% |
71 | 4984.20 | -247.20 | 2 | -32.23 | -1.21% 1.11% |
0/0 |
| BBT | Long (n-bar) | 12.01.2012 26.721 |
20.01.2012 27.32 |
2.24% | 108.01 2.16% |
187 | 4996.83 | -139.19 | 6 | 18.00 | -1.26% 2.87% |
0/0 |
| ROST | Long (n-bar) | 12.01.2012 50.5896 |
20.01.2012 51.28 |
1.36% | 64.35 1.28% |
99 | 5008.37 | -74.84 | 6 | 10.73 | -0.86% 2.41% |
0/0 |
| VZ | Long | 19.01.2012 38.5895 |
20.01.2012 38.3185 |
-0.70% | -38.96 -0.78% |
129 | 4978.04 | -113.80 | 2 | -19.48 | -0.70% 0.05% |
0/0 |
| PRGO | Short | 20.01.2012 99.0203 |
23.01.2012 100.295 |
1.29% | -67.74 -1.37% |
50 | 4951.02 | -181.54 | 2 | -33.87 | -1.29% 0.95% |
0/0 |
| GD | Long (n-bar) | 17.01.2012 70.3121 |
24.01.2012 70.82 |
0.72% | 32.06 0.64% |
71 | 4992.16 | -149.48 | 6 | 5.34 | -0.07% 2.90% |
0/0 |
| PCAR | Long (n-bar) | 17.01.2012 42.5991 |
24.01.2012 44.4488 |
4.34% | 212.42 4.26% |
117 | 4984.09 | 62.95 | 6 | 35.40 | -1.44% 4.34% |
0/0 |
| TROW | Long (n-bar) | 17.01.2012 58.5638 |
24.01.2012 59.86 |
2.21% | 106.18 2.13% |
85 | 4977.92 | 169.12 | 6 | 17.70 | -1.41% 2.21% |
0/0 |
| T | Long | 19.01.2012 29.9797 |
24.01.2012 29.7785 |
-0.67% | -37.41 -0.75% |
166 | 4976.63 | 131.71 | 4 | -9.35 | -0.67% 0.53% |
0/0 |
| DGX | Short | 23.01.2012 56.7006 |
24.01.2012 58.6553 |
3.45% | -176.01 -3.53% |
88 | 4989.66 | -44.30 | 2 | -88.01 | -3.45% 0.92% |
0/0 |
| NEE | Long | 23.01.2012 58.23 |
24.01.2012 57.8065 |
-0.73% | -40.42 -0.81% |
86 | 5007.78 | -84.72 | 2 | -20.21 | -0.73% 0.66% |
0/0 |
| NI | Long | 23.01.2012 22.5285 |
24.01.2012 22.2808 |
-1.10% | -58.99 -1.18% |
222 | 5001.32 | -143.71 | 2 | -29.49 | -1.10% 0.45% |
0/0 |
| A | Long | 24.01.2012 41.059 |
25.01.2012 43.2636 |
5.37% | 262.76 5.29% |
121 | 4968.14 | 119.05 | 2 | 131.38 | -1.12% 5.37% |
0/0 |
| EBAY | Long (n-bar) | 19.01.2012 31.29 |
26.01.2012 31.71 |
1.34% | 62.78 1.26% |
159 | 4975.11 | 181.83 | 6 | 10.46 | -0.89% 3.71% |
0/0 |
| PEP | Long (n-bar) | 19.01.2012 64.1122 |
26.01.2012 65.47 |
2.12% | 101.91 2.04% |
78 | 5000.75 | 283.74 | 6 | 16.99 | -0.29% 2.54% |
0/0 |
| NUAN | Short | 25.01.2012 27.83 |
26.01.2012 27.52 |
-1.11% | 51.80 1.03% |
180 | 5009.40 | 335.54 | 2 | 25.90 | -4.60% 1.11% |
0/0 |
| PNC | Long | 25.01.2012 59.4086 |
26.01.2012 58.6314 |
-1.31% | -69.29 -1.39% |
84 | 4990.32 | 266.26 | 2 | -34.64 | -1.31% 0.36% |
0/0 |
| PNRA | Long | 25.01.2012 148.09 |
26.01.2012 145.968 |
-1.43% | -74.03 -1.51% |
33 | 4886.97 | 192.23 | 2 | -37.01 | -1.43% 0.61% |
0/0 |
| SHW | Long | 25.01.2012 95.1175 |
26.01.2012 98.3467 |
3.39% | 163.92 3.31% |
52 | 4946.11 | 356.15 | 2 | 81.96 | -1.33% 3.39% |
0/0 |
| SRE | Long | 25.01.2012 55.7297 |
26.01.2012 57.189 |
2.62% | 125.88 2.54% |
89 | 4959.94 | 482.02 | 2 | 62.94 | -1.05% 2.62% |
0/0 |
| EXPE | Short | 26.01.2012 30.8707 |
27.01.2012 31.4321 |
1.82% | -94.95 -1.90% |
162 | 5001.06 | 387.08 | 2 | -47.47 | -1.82% 0.26% |
0/0 |
| WHR | Long | 25.01.2012 53.9548 |
30.01.2012 52.802 |
-2.14% | -110.06 -2.22% |
92 | 4963.85 | 277.01 | 4 | -27.52 | -2.49% 0.90% |
0/0 |
| KSU | Short | 27.01.2012 66.8615 |
30.01.2012 68.2336 |
2.05% | -106.91 -2.13% |
75 | 5014.61 | 170.10 | 2 | -53.45 | -2.40% 0.08% |
0/0 |
| TIF | Short | 27.01.2012 62.375 |
30.01.2012 61.8285 |
-0.88% | 39.72 0.80% |
80 | 4990.00 | 209.83 | 2 | 19.86 | -1.22% 0.88% |
0/0 |
| TJX | Long (n-bar) | 24.01.2012 33.2594 |
31.01.2012 33.88 |
1.87% | 89.08 1.79% |
150 | 4988.92 | 298.91 | 6 | 14.85 | -0.95% 2.33% |
0/0 |
| GWW | Long | 30.01.2012 192.753 |
31.01.2012 190.315 |
-1.27% | -67.40 -1.34% |
26 | 5011.58 | 231.51 | 2 | -33.70 | -1.39% 0.17% |
0/0 |
| SBAC | Long | 31.01.2012 45.94 |
01.02.2012 45.4801 |
-1.00% | -54.12 -1.08% |
109 | 5007.46 | 177.39 | 2 | -27.06 | -1.09% 0.26% |
0/0 |
| UTX | Long | 31.01.2012 76.7498 |
01.02.2012 79.3878 |
3.44% | 167.48 3.36% |
65 | 4988.73 | 344.86 | 2 | 83.74 | -0.05% 3.44% |
0/0 |
| DG | Long | 01.02.2012 42.79 |
02.02.2012 42.3773 |
-0.96% | -52.29 -1.04% |
117 | 5006.43 | 292.57 | 2 | -26.14 | -1.33% 0.00% |
0/0 |
| SM | Short | 01.02.2012 71.7706 |
02.02.2012 70.7506 |
-1.42% | 67.40 1.34% |
70 | 5023.94 | 359.97 | 2 | 33.70 | -1.42% 1.59% |
0/0 |
| NUAN | Long | 30.01.2012 28.12 |
03.02.2012 29.6407 |
5.41% | 266.69 5.33% |
178 | 5005.36 | 626.66 | 5 | 53.34 | -2.60% 5.41% |
0/0 |
| ED | Short | 02.02.2012 57.6818 |
03.02.2012 58.0994 |
0.72% | -40.33 -0.80% |
87 | 5018.32 | 586.33 | 2 | -20.16 | -0.72% 0.34% |
0/0 |
| EIX | Short | 02.02.2012 40.5005 |
03.02.2012 41.028 |
1.30% | -69.41 -1.38% |
124 | 5022.07 | 516.92 | 2 | -34.71 | -1.30% 0.40% |
0/0 |
| JWN | Short | 02.02.2012 48.7225 |
03.02.2012 49.3704 |
1.33% | -70.74 -1.41% |
103 | 5018.41 | 446.18 | 2 | -35.37 | -1.58% 1.15% |
0/0 |
| A | Long (n-bar) | 30.01.2012 42.7887 |
06.02.2012 44.44 |
3.86% | 189.21 3.78% |
117 | 5006.27 | 635.38 | 6 | 31.53 | -2.97% 5.35% |
0/0 |
| KSU | Long (n-bar) | 30.01.2012 68.5185 |
06.02.2012 69.37 |
1.24% | 58.16 1.16% |
73 | 5001.85 | 693.54 | 6 | 9.69 | -1.95% 3.25% |
0/0 |
| RRC | Long (n-bar) | 30.01.2012 57.6297 |
06.02.2012 60.73 |
5.38% | 262.63 5.30% |
86 | 4956.15 | 956.17 | 6 | 43.77 | -2.37% 5.38% |
0/0 |
| BA | Long (n-bar) | 31.01.2012 73.6462 |
07.02.2012 74.32 |
0.91% | 41.82 0.84% |
68 | 5007.94 | 997.99 | 6 | 6.97 | -0.74% 2.99% |
0/0 |
| EMC | Long (n-bar) | 31.01.2012 25.88 |
07.02.2012 26.15 |
1.04% | 48.38 0.96% |
194 | 5020.72 | 1046.37 | 6 | 8.06 | -1.12% 2.36% |
0/0 |
| KO | Long (n-bar) | 31.01.2012 33.5118 |
07.02.2012 34.2265 |
2.13% | 102.48 2.05% |
149 | 4993.26 | 1148.85 | 6 | 17.08 | -1.18% 2.13% |
0/0 |
| TWC | Long (n-bar) | 31.01.2012 72.6699 |
07.02.2012 74.13 |
2.01% | 96.75 1.93% |
69 | 5014.22 | 1245.60 | 6 | 16.13 | -0.65% 2.86% |
0/0 |
| SHW | Short | 06.02.2012 96.8115 |
07.02.2012 97.9465 |
1.17% | -63.02 -1.25% |
52 | 5034.20 | 1182.58 | 2 | -31.51 | -1.17% 0.56% |
0/0 |
| T | Short | 06.02.2012 29.3913 |
07.02.2012 29.605 |
0.73% | -40.76 -0.81% |
172 | 5055.30 | 1141.82 | 2 | -20.38 | -0.73% 0.40% |
0/0 |
| DD | Long | 07.02.2012 51.049 |
08.02.2012 50.5534 |
-0.97% | -53.06 -1.05% |
99 | 5053.85 | 1088.76 | 2 | -26.53 | -1.22% 0.13% |
0/0 |
| DOW | Long | 07.02.2012 33.8099 |
08.02.2012 33.363 |
-1.32% | -70.58 -1.40% |
149 | 5037.67 | 1018.18 | 2 | -35.29 | -1.88% 0.73% |
0/0 |
| JWN | Short | 07.02.2012 49.0815 |
08.02.2012 50.1831 |
2.24% | -117.46 -2.32% |
103 | 5055.40 | 900.72 | 2 | -58.73 | -3.06% 0.32% |
0/0 |
| PNC | Short | 07.02.2012 60.3498 |
08.02.2012 59.6326 |
-1.19% | 55.53 1.11% |
83 | 5009.03 | 956.24 | 2 | 27.76 | -0.81% 1.19% |
0/0 |
| TROW | Short | 07.02.2012 57.8127 |
08.02.2012 57.168 |
-1.12% | 52.09 1.04% |
87 | 5029.70 | 1008.33 | 2 | 26.04 | -0.53% 1.47% |
0/0 |
| DGX | Long | 08.02.2012 58.2897 |
09.02.2012 57.6482 |
-1.10% | -59.17 -1.18% |
86 | 5012.92 | 949.16 | 2 | -29.59 | -1.10% 0.15% |
0/0 |
| FE | Long | 08.02.2012 42.8888 |
09.02.2012 42.3943 |
-1.15% | -61.86 -1.23% |
117 | 5017.99 | 887.30 | 2 | -30.93 | -2.06% 0.04% |
0/0 |
| PSA | Long | 08.02.2012 137.357 |
09.02.2012 136.17 |
-0.86% | -46.72 -0.94% |
36 | 4944.84 | 840.58 | 2 | -23.36 | -0.90% 0.22% |
0/0 |
| NEM | Long | 07.02.2012 60.3867 |
10.02.2012 59.0374 |
-2.23% | -115.99 -2.31% |
83 | 5012.10 | 724.59 | 4 | -29.00 | -2.23% 0.60% |
0/0 |
| SPLS | Short | 09.02.2012 14.5904 |
10.02.2012 14.2445 |
-2.37% | 115.71 2.29% |
346 | 5048.29 | 840.29 | 2 | 57.85 | -1.27% 2.37% |
0/0 |
| T | Short | 09.02.2012 29.55 |
10.02.2012 29.282 |
-0.91% | 41.57 0.83% |
170 | 5023.50 | 881.86 | 2 | 20.78 | -0.30% 0.91% |
0/0 |
| SBUX | Long (n-bar) | 06.02.2012 48.1295 |
13.02.2012 49.1 |
2.02% | 97.91 1.94% |
105 | 5053.59 | 979.76 | 6 | 16.32 | -0.60% 2.24% |
0/0 |
| ED | Long | 07.02.2012 57.8168 |
13.02.2012 57.408 |
-0.71% | -39.56 -0.79% |
87 | 5030.06 | 940.20 | 5 | -7.91 | -0.79% 0.85% |
0/0 |
| NI | Long (n-bar) | 07.02.2012 22.8397 |
14.02.2012 22.571 |
-1.18% | -63.39 -1.26% |
221 | 5047.58 | 876.82 | 6 | -10.56 | -1.18% 2.15% |
0/0 |
| SHW | Long (n-bar) | 07.02.2012 97.3283 |
14.02.2012 99.08 |
1.80% | 85.34 1.72% |
51 | 4963.74 | 962.15 | 6 | 14.22 | -0.55% 1.80% |
0/0 |
| BAC | Long | 13.02.2012 8.24995 |
14.02.2012 8.09442 |
-1.89% | -99.19 -1.96% |
612 | 5048.97 | 862.97 | 2 | -49.59 | -1.89% 0.48% |
0/0 |
| DOW | Long | 13.02.2012 33.9103 |
14.02.2012 33.479 |
-1.27% | -67.83 -1.35% |
148 | 5018.72 | 795.14 | 2 | -33.91 | -1.27% 0.73% |
0/0 |
| EL | Short | 13.02.2012 56.39 |
14.02.2012 54.56 |
-3.25% | 158.87 3.17% |
89 | 5018.71 | 954.01 | 2 | 79.43 | -0.23% 3.25% |
0/0 |
| ESRX | Long | 13.02.2012 50.63 |
14.02.2012 49.6 |
-2.03% | -105.97 -2.11% |
99 | 5012.37 | 848.04 | 2 | -52.99 | -2.03% 0.00% |
0/0 |
| GWW | Long | 13.02.2012 201.196 |
14.02.2012 208.973 |
3.87% | 190.43 3.79% |
25 | 5029.89 | 1038.46 | 2 | 95.21 | 0.00% 3.87% |
0/0 |
| PSA | Long | 13.02.2012 136.423 |
15.02.2012 135.204 |
-0.89% | -49.10 -0.97% |
37 | 5047.65 | 989.37 | 3 | -16.37 | -0.89% 1.22% |
0/0 |
| TJX | Long | 13.02.2012 34.3399 |
15.02.2012 34.0421 |
-0.87% | -47.78 -0.95% |
147 | 5047.97 | 941.59 | 3 | -15.93 | -0.96% 0.64% |
0/0 |
| DD | Short | 14.02.2012 50.0037 |
15.02.2012 48.8814 |
-2.24% | 109.35 2.17% |
101 | 5050.38 | 1050.94 | 2 | 54.68 | -0.12% 2.24% |
0/0 |
| KMB | Short | 14.02.2012 70.1616 |
15.02.2012 69.6631 |
-0.71% | 31.89 0.63% |
72 | 5051.63 | 1082.83 | 2 | 15.94 | -0.48% 0.71% |
0/0 |
| PNRA | Short | 14.02.2012 149.52 |
15.02.2012 146.95 |
-1.72% | 80.81 1.64% |
33 | 4934.16 | 1163.64 | 2 | 40.41 | -1.14% 1.72% |
0/0 |
| WEC | Short | 14.02.2012 33.7814 |
15.02.2012 34.1093 |
0.97% | -52.87 -1.05% |
149 | 5033.43 | 1110.77 | 2 | -26.43 | -0.97% 0.17% |
0/0 |
| DGX | Short (n-bar) | 09.02.2012 57.7605 |
16.02.2012 57.37 |
-0.68% | 29.97 0.60% |
87 | 5025.16 | 1140.74 | 6 | 5.00 | -0.40% 2.79% |
0/0 |
| TWX | Long | 13.02.2012 37.2173 |
16.02.2012 36.7753 |
-1.19% | -63.66 -1.27% |
135 | 5024.33 | 1077.08 | 4 | -15.92 | -1.19% 0.65% |
0/0 |
| BBT | Long | 15.02.2012 29.5377 |
16.02.2012 29.1752 |
-1.23% | -65.99 -1.31% |
171 | 5050.95 | 1011.09 | 2 | -33.00 | -1.72% 0.07% |
0/0 |
| UTX | Long | 15.02.2012 84.1072 |
16.02.2012 82.0342 |
-2.46% | -128.38 -2.54% |
60 | 5046.43 | 882.72 | 2 | -64.19 | -2.55% 0.05% |
0/0 |
| TROW | Long | 15.02.2012 59.6474 |
17.02.2012 61.897 |
3.77% | 184.96 3.69% |
84 | 5010.38 | 1067.68 | 3 | 61.65 | -1.06% 3.77% |
0/0 |
| ESRX | Short | 16.02.2012 51.6 |
17.02.2012 52.5301 |
1.80% | -94.22 -1.88% |
97 | 5005.20 | 973.46 | 2 | -47.11 | -2.23% 0.79% |
0/0 |
| KR | Short | 16.02.2012 23.5303 |
17.02.2012 23.8398 |
1.32% | -70.24 -1.39% |
214 | 5035.47 | 903.22 | 2 | -35.12 | -1.32% 0.04% |
0/0 |
| PNC | Short | 16.02.2012 58.8515 |
17.02.2012 60.7897 |
3.29% | -168.75 -3.37% |
85 | 5002.38 | 734.46 | 2 | -84.38 | -3.29% 0.22% |
0/0 |
| D | Long (n-bar) | 13.02.2012 48.9788 |
21.02.2012 49.12 |
0.29% | 10.54 0.21% |
103 | 5044.82 | 745.01 | 6 | 1.76 | -0.47% 1.43% |
0/0 |
| FE | Long (n-bar) | 13.02.2012 42.362 |
21.02.2012 42.89 |
1.25% | 58.83 1.17% |
119 | 5041.08 | 803.84 | 6 | 9.81 | -0.57% 2.30% |
0/0 |
| KO | Long (n-bar) | 13.02.2012 33.7301 |
21.02.2012 33.93 |
0.59% | 25.78 0.51% |
149 | 5025.79 | 829.62 | 6 | 4.30 | -0.48% 1.21% |
0/0 |
| RRC | Long (n-bar) | 13.02.2012 63.4197 |
21.02.2012 64.18 |
1.20% | 56.06 1.12% |
79 | 5010.16 | 885.68 | 6 | 9.34 | -1.86% 4.25% |
0/0 |
| CIE | Long | 15.02.2012 32.36 |
21.02.2012 31.1851 |
-3.63% | -187.28 -3.71% |
156 | 5048.16 | 698.40 | 4 | -46.82 | -3.63% 8.16% |
0/0 |
| JWN | Long | 15.02.2012 50.5266 |
21.02.2012 52.2211 |
3.35% | 165.45 3.27% |
100 | 5052.66 | 863.85 | 4 | 41.36 | -0.92% 3.35% |
0/0 |
| GWW | Long | 17.02.2012 209.066 |
21.02.2012 206.869 |
-1.05% | -56.72 -1.13% |
24 | 5017.58 | 807.13 | 2 | -28.36 | -1.29% 0.00% |
0/0 |
| MRK | Long | 17.02.2012 37.7787 |
21.02.2012 37.4952 |
-0.75% | -41.98 -0.83% |
134 | 5062.35 | 765.14 | 2 | -20.99 | -0.78% 0.67% |
0/0 |
| PRGO | Long | 17.02.2012 94.8498 |
21.02.2012 93.5198 |
-1.40% | -74.49 -1.48% |
53 | 5027.04 | 690.65 | 2 | -37.25 | -1.40% 1.05% |
0/0 |
| TIF | Long | 17.02.2012 65.6154 |
21.02.2012 64.811 |
-1.23% | -65.94 -1.31% |
77 | 5052.39 | 624.71 | 2 | -32.97 | -1.23% 0.81% |
0/0 |
| BAC | Short (n-bar) | 14.02.2012 8.12957 |
22.02.2012 7.93 |
-2.45% | 119.94 2.38% |
621 | 5048.47 | 744.64 | 6 | 19.99 | -0.62% 6.01% |
0/0 |
| WHR | Long | 17.02.2012 70.1179 |
22.02.2012 68.6696 |
-2.07% | -106.83 -2.15% |
71 | 4978.37 | 637.81 | 3 | -35.61 | -2.07% 1.87% |
0/0 |
| DG | Long | 21.02.2012 42.56 |
22.02.2012 41.94 |
-1.46% | -77.16 -1.54% |
118 | 5022.08 | 560.65 | 2 | -38.58 | -1.46% 0.87% |
0/0 |
| ED | Short | 21.02.2012 57.2102 |
22.02.2012 57.1215 |
-0.16% | 3.80 0.08% |
88 | 5034.50 | 564.46 | 2 | 1.90 | -0.61% 0.16% |
0/0 |
| TWX | Short | 21.02.2012 36.9117 |
22.02.2012 36.5007 |
-1.11% | 51.90 1.03% |
136 | 5019.99 | 616.35 | 2 | 25.95 | -1.04% 1.11% |
0/0 |
| VAR | Short | 21.02.2012 66.32 |
22.02.2012 65.69 |
-0.95% | 43.88 0.87% |
76 | 5040.32 | 660.23 | 2 | 21.94 | -0.84% 0.95% |
0/0 |
| EL | Long (n-bar) | 15.02.2012 55.51 |
23.02.2012 57.34 |
3.30% | 162.53 3.22% |
91 | 5051.41 | 822.76 | 6 | 27.09 | -0.72% 3.30% |
0/0 |
| SRE | Long (n-bar) | 15.02.2012 57.0292 |
23.02.2012 57.08 |
0.09% | 0.47 0.01% |
88 | 5018.57 | 823.23 | 6 | 0.08 | -0.63% 1.75% |
0/0 |
| TWC | Long (n-bar) | 15.02.2012 74.9488 |
23.02.2012 76.12 |
1.56% | 74.47 1.48% |
67 | 5021.57 | 897.70 | 6 | 12.41 | -0.40% 2.50% |
0/0 |
| WEC | Long (n-bar) | 15.02.2012 34.1093 |
23.02.2012 34.11 |
0.00% | -3.90 -0.08% |
148 | 5048.18 | 893.80 | 6 | -0.65 | -0.99% 0.79% |
0/0 |
| DLR | Short | 22.02.2012 67.8359 |
23.02.2012 68.5272 |
1.02% | -55.16 -1.10% |
74 | 5019.85 | 838.64 | 2 | -27.58 | -1.14% 0.51% |
0/0 |
| SYY | Short | 22.02.2012 29.0005 |
23.02.2012 29.0203 |
0.07% | -7.42 -0.15% |
173 | 5017.09 | 831.23 | 2 | -3.71 | -0.72% 0.20% |
0/0 |
| CIE | Short | 23.02.2012 31 |
24.02.2012 29.05 |
-6.29% | 311.90 6.21% |
162 | 5022.00 | 1143.13 | 2 | 155.95 | -0.00% 8.16% |
0/0 |
| EXPE | Short | 23.02.2012 32.7403 |
24.02.2012 32.7503 |
0.03% | -5.53 -0.11% |
153 | 5009.26 | 1137.60 | 2 | -2.76 | -2.01% 0.21% |
0/0 |
| OC | Short | 23.02.2012 31.5 |
24.02.2012 30.86 |
-2.03% | 97.76 1.95% |
159 | 5008.50 | 1235.36 | 2 | 48.88 | -1.87% 2.03% |
0/0 |
| PEP | Short | 23.02.2012 61.9516 |
24.02.2012 62.36 |
0.66% | -37.08 -0.74% |
81 | 5018.08 | 1198.27 | 2 | -18.54 | -0.66% 0.19% |
0/0 |
| HAR | Long (n-bar) | 17.02.2012 50.461 |
27.02.2012 49.4109 |
-2.08% | -109.01 -2.16% |
100 | 5046.10 | 1089.26 | 6 | -18.17 | -2.08% 2.39% |
0/0 |
| KR | Long (n-bar) | 17.02.2012 23.8398 |
27.02.2012 23.76 |
-0.33% | -21.00 -0.41% |
213 | 5077.88 | 1068.27 | 6 | -3.50 | -4.32% 0.63% |
0/0 |
| PNRA | Long (n-bar) | 17.02.2012 150.4 |
27.02.2012 153.27 |
1.91% | 90.71 1.83% |
33 | 4963.20 | 1158.98 | 6 | 15.12 | -0.66% 3.44% |
0/0 |
| UTX | Long (n-bar) | 17.02.2012 83.2997 |
27.02.2012 82.4566 |
-1.01% | -54.59 -1.09% |
60 | 4997.98 | 1104.39 | 6 | -9.10 | -1.01% 0.97% |
0/0 |
| MRK | Long | 23.02.2012 37.4498 |
27.02.2012 37.1146 |
-0.90% | -48.92 -0.97% |
134 | 5018.27 | 1055.47 | 3 | -16.31 | -0.90% 0.61% |
0/0 |
| GD | Long | 24.02.2012 70.3087 |
27.02.2012 72.2025 |
2.69% | 130.46 2.61% |
71 | 4991.92 | 1185.93 | 2 | 65.23 | -0.04% 3.14% |
0/0 |
| NI | Long | 24.02.2012 23.4593 |
27.02.2012 23.205 |
-1.08% | -58.69 -1.16% |
215 | 5043.76 | 1127.24 | 2 | -29.35 | -1.08% 0.17% |
0/0 |
| SYY | Short | 24.02.2012 28.9703 |
27.02.2012 28.7019 |
-0.93% | 42.70 0.85% |
174 | 5040.83 | 1169.94 | 2 | 21.35 | -1.06% 0.93% |
0/0 |
| TROW | Long | 24.02.2012 61.0024 |
27.02.2012 59.8975 |
-1.81% | -94.60 -1.89% |
82 | 5002.20 | 1075.34 | 2 | -47.30 | -1.81% 0.34% |
0/0 |
| VAR | Long | 24.02.2012 66.2 |
27.02.2012 65.4284 |
-1.17% | -62.64 -1.25% |
76 | 5031.20 | 1012.70 | 2 | -31.32 | -1.17% 1.04% |
0/0 |
| VZ | Long | 24.02.2012 37.7195 |
27.02.2012 37.4615 |
-0.68% | -38.31 -0.76% |
133 | 5016.69 | 974.39 | 2 | -19.15 | -0.79% 0.23% |
0/0 |
| PRGO | Short (n-bar) | 21.02.2012 94.1209 |
28.02.2012 100.24 |
6.50% | -328.31 -6.58% |
53 | 4988.41 | 646.08 | 6 | -54.72 | -6.50% 1.21% |
0/0 |
| DG | Short | 27.02.2012 41.51 |
28.02.2012 41.952 |
1.06% | -57.48 -1.14% |
121 | 5022.71 | 588.60 | 2 | -28.74 | -1.06% 0.29% |
0/0 |
| EXPE | Short | 27.02.2012 32.6516 |
28.02.2012 33.212 |
1.72% | -90.30 -1.80% |
154 | 5028.35 | 498.30 | 2 | -45.15 | -1.83% 0.15% |
0/0 |
| NUAN | Short | 27.02.2012 24.94 |
28.02.2012 25.61 |
2.69% | -139.34 -2.77% |
202 | 5037.88 | 358.96 | 2 | -69.67 | -3.49% 0.52% |
0/0 |
| PCAR | Short | 27.02.2012 45.254 |
28.02.2012 46.1208 |
1.92% | -100.21 -1.99% |
111 | 5023.19 | 258.74 | 2 | -50.11 | -1.93% 1.23% |
0/0 |
| RRC | Short | 27.02.2012 64.9287 |
28.02.2012 62.911 |
-3.11% | 151.36 3.03% |
77 | 4999.51 | 410.11 | 2 | 75.68 | -0.15% 3.11% |
0/0 |
| TIF | Short | 27.02.2012 63.6137 |
28.02.2012 64.4018 |
1.24% | -66.26 -1.32% |
79 | 5025.48 | 343.84 | 2 | -33.13 | -1.70% 0.14% |
0/0 |
| SPLS | Long | 28.02.2012 15.1388 |
29.02.2012 14.9442 |
-1.29% | -68.41 -1.37% |
331 | 5010.94 | 275.44 | 2 | -34.20 | -1.29% 4.62% |
0/0 |
| NEM | Long | 29.02.2012 61.388 |
01.03.2012 58.811 |
-4.20% | -212.74 -4.28% |
81 | 4972.43 | 62.70 | 2 | -106.37 | -5.12% 0.36% |
0/0 |
| ED | Long (n-bar) | 24.02.2012 57.5487 |
02.03.2012 57.72 |
0.30% | 10.90 0.22% |
87 | 5006.73 | 73.61 | 6 | 1.82 | -0.58% 1.40% |
0/0 |
| DAL | Short | 01.03.2012 9.7 |
02.03.2012 9.94296 |
2.50% | -129.37 -2.58% |
516 | 5005.20 | -55.76 | 2 | -64.68 | -2.50% 1.13% |
0/0 |
| NUAN | Short | 01.03.2012 25.75 |
02.03.2012 26.45 |
2.72% | -139.80 -2.80% |
194 | 4995.50 | -195.56 | 2 | -69.90 | -2.95% 0.04% |
0/0 |
| CIE | Long (n-bar) | 27.02.2012 30.61 |
05.03.2012 30.23 |
-1.24% | -66.32 -1.32% |
164 | 5020.04 | -261.88 | 6 | -11.05 | -3.63% 3.46% |
0/0 |
| MRK | Short (n-bar) | 27.02.2012 37.1146 |
05.03.2012 37.62 |
1.36% | -72.74 -1.44% |
136 | 5047.58 | -334.62 | 6 | -12.12 | -1.46% 0.99% |
0/0 |
| ROST | Long (n-bar) | 27.02.2012 52.9096 |
05.03.2012 54.3877 |
2.79% | 136.42 2.71% |
95 | 5026.41 | -198.20 | 6 | 22.74 | -1.22% 2.79% |
0/0 |
| NI | Long | 28.02.2012 23.4791 |
05.03.2012 23.2371 |
-1.03% | -55.54 -1.11% |
213 | 5001.04 | -253.73 | 5 | -11.11 | -1.03% 1.91% |
0/0 |
| VZ | Long | 28.02.2012 37.7392 |
05.03.2012 38.4655 |
1.92% | 91.87 1.84% |
132 | 4981.58 | -161.86 | 5 | 18.37 | -0.63% 1.92% |
0/0 |
| PNC | Long | 29.02.2012 59.3491 |
05.03.2012 58.7062 |
-1.08% | -58.01 -1.16% |
84 | 4985.32 | -219.87 | 4 | -14.50 | -1.08% 1.64% |
0/0 |
| PCAR | Short | 02.03.2012 45.5112 |
05.03.2012 44.1731 |
-2.94% | 143.19 2.86% |
110 | 5006.23 | -76.68 | 2 | 71.59 | -0.43% 2.94% |
0/0 |
| PLL | Short | 02.03.2012 62.7808 |
05.03.2012 61.601 |
-1.88% | 89.20 1.80% |
79 | 4959.68 | 12.52 | 2 | 44.60 | -0.76% 1.88% |
0/0 |
| DG | Long (n-bar) | 28.02.2012 41.81 |
06.03.2012 42.71 |
2.15% | 103.10 2.07% |
119 | 4975.39 | 115.62 | 6 | 17.18 | -1.46% 3.64% |
0/0 |
| JWN | Short | 05.03.2012 53.0111 |
06.03.2012 52.0206 |
-1.87% | 89.11 1.79% |
94 | 4983.04 | 204.73 | 2 | 44.55 | -0.86% 1.87% |
0/0 |
| PNRA | Short (n-bar) | 01.03.2012 154.47 |
08.03.2012 159.01 |
2.94% | -149.28 -3.02% |
32 | 4943.04 | 55.45 | 6 | -24.88 | -2.94% 0.76% |
0/0 |
| SBAC | Long | 07.03.2012 48.21 |
08.03.2012 47.61 |
-1.24% | -65.80 -1.33% |
103 | 4965.63 | -10.35 | 2 | -32.90 | -1.24% 0.77% |
0/0 |
| NUAN | Long (n-bar) | 02.03.2012 26.56 |
09.03.2012 25.86 |
-2.64% | -135.60 -2.72% |
188 | 4993.28 | -145.95 | 6 | -22.60 | -4.89% 3.05% |
0/0 |
| DAL | Short | 08.03.2012 9.29 |
09.03.2012 9.6 |
3.34% | -170.78 -3.42% |
538 | 4998.02 | -316.73 | 2 | -85.39 | -3.34% 0.54% |
0/0 |
| DLR | Long | 08.03.2012 71.0758 |
09.03.2012 70.352 |
-1.02% | -54.66 -1.10% |
70 | 4975.30 | -371.39 | 2 | -27.33 | -1.02% 0.46% |
0/0 |
| SYY | Long (n-bar) | 05.03.2012 29.1896 |
12.03.2012 29.7827 |
2.03% | 97.42 1.95% |
171 | 4991.41 | -273.97 | 6 | 16.24 | -0.85% 2.03% |
0/0 |
| KO | Long | 08.03.2012 34.1056 |
12.03.2012 34.6589 |
1.62% | 76.78 1.54% |
146 | 4979.42 | -197.19 | 3 | 25.59 | -0.12% 1.62% |
0/0 |
| FE | Short | 09.03.2012 43.7615 |
12.03.2012 44.1179 |
0.81% | -44.63 -0.89% |
114 | 4988.81 | -241.82 | 2 | -22.32 | -1.09% 0.01% |
0/0 |
| NUAN | Short | 09.03.2012 25.75 |
12.03.2012 25.29 |
-1.79% | 84.78 1.71% |
193 | 4969.75 | -157.04 | 2 | 42.39 | -1.40% 1.79% |
0/0 |
| DAL | Short | 12.03.2012 9.29 |
13.03.2012 9.14 |
-1.61% | 76.55 1.53% |
537 | 4988.73 | -80.49 | 2 | 38.27 | -2.58% 1.61% |
0/0 |
| PM | Short | 12.03.2012 83.82 |
13.03.2012 84.5001 |
0.81% | -44.12 -0.89% |
59 | 4945.38 | -124.62 | 2 | -22.06 | -1.18% 0.78% |
0/0 |
| TWC | Long | 08.03.2012 78.2236 |
14.03.2012 80.489 |
2.90% | 138.72 2.81% |
63 | 4928.09 | 14.10 | 5 | 27.74 | -0.43% 2.90% |
0/0 |
| D | Long (n-bar) | 08.03.2012 50.1092 |
15.03.2012 49.97 |
-0.28% | -17.78 -0.36% |
99 | 4960.81 | -3.68 | 6 | -2.96 | -0.61% 1.68% |
0/0 |
| GD | Long (n-bar) | 08.03.2012 71.3311 |
15.03.2012 72.8 |
2.06% | 98.82 1.98% |
70 | 4993.18 | 95.15 | 6 | 16.47 | -0.80% 2.06% |
0/0 |
| LO | Long (n-bar) | 08.03.2012 127.13 |
15.03.2012 128.78 |
1.30% | 60.35 1.22% |
39 | 4958.07 | 155.50 | 6 | 10.06 | -0.11% 2.23% |
0/0 |
| PNC | Long | 13.03.2012 59.6123 |
15.03.2012 61.898 |
3.83% | 185.72 3.75% |
83 | 4947.82 | 341.21 | 3 | 61.91 | -0.38% 3.83% |
0/0 |
| DLR | Short | 15.03.2012 70.7698 |
16.03.2012 70.4662 |
-0.43% | 17.25 0.35% |
70 | 4953.89 | 358.47 | 2 | 8.63 | -0.94% 0.64% |
0/0 |
| TJX | Short | 15.03.2012 37.8203 |
16.03.2012 37.6903 |
-0.34% | 13.16 0.26% |
132 | 4992.28 | 371.63 | 2 | 6.58 | -0.95% 0.58% |
0/0 |
| ESRX | Short | 16.03.2012 54.12 |
19.03.2012 53.16 |
-1.77% | 84.32 1.69% |
92 | 4979.04 | 455.95 | 2 | 42.16 | -0.91% 1.77% |
0/0 |
| VZ | Long | 16.03.2012 39.0993 |
19.03.2012 38.8667 |
-0.59% | -33.77 -0.67% |
128 | 5004.72 | 422.17 | 2 | -16.89 | -0.66% 0.10% |
0/0 |
| WHR | Long | 16.03.2012 78.5804 |
19.03.2012 76.2076 |
-3.02% | -153.49 -3.10% |
63 | 4950.57 | 268.68 | 2 | -76.74 | -4.00% 0.16% |
0/0 |
| DIS | Short | 19.03.2012 43.07 |
20.03.2012 42.93 |
-0.33% | 12.24 0.24% |
116 | 4996.12 | 280.92 | 2 | 6.12 | -1.18% 0.33% |
0/0 |
| KMB | Long | 19.03.2012 72.3693 |
20.03.2012 71.9571 |
-0.57% | -32.44 -0.65% |
69 | 4993.48 | 248.48 | 2 | -16.22 | -0.66% 0.14% |
0/0 |
| PLL | Short | 19.03.2012 59.6806 |
20.03.2012 58.922 |
-1.27% | 58.97 1.19% |
83 | 4953.49 | 307.45 | 2 | 29.48 | -0.82% 1.27% |
0/0 |
| T | Short | 19.03.2012 31.0211 |
20.03.2012 31.1905 |
0.55% | -31.27 -0.63% |
161 | 4994.40 | 276.18 | 2 | -15.64 | -0.89% 0.34% |
0/0 |
| NEM | Short | 20.03.2012 52.7141 |
21.03.2012 53.5394 |
1.57% | -82.40 -1.65% |
95 | 5007.84 | 193.77 | 2 | -41.20 | -1.73% 1.09% |
0/0 |
| DLR | Long | 19.03.2012 71.1893 |
22.03.2012 70.51 |
-0.95% | -51.55 -1.03% |
70 | 4983.25 | 142.22 | 4 | -12.89 | -0.95% 1.68% |
0/0 |
| DIS | Long | 21.03.2012 43.42 |
22.03.2012 43.0294 |
-0.90% | -48.91 -0.98% |
115 | 4993.30 | 93.31 | 2 | -24.46 | -0.90% 1.04% |
0/0 |
| PNC | Long | 21.03.2012 63.3288 |
22.03.2012 62.5754 |
-1.19% | -63.52 -1.27% |
79 | 5002.98 | 29.79 | 2 | -31.76 | -1.19% 0.11% |
0/0 |
| TROW | Long | 21.03.2012 64.3092 |
22.03.2012 63.7014 |
-0.95% | -51.40 -1.02% |
78 | 5016.12 | -21.62 | 2 | -25.70 | -0.95% 0.65% |
0/0 |
| VZ | Long | 21.03.2012 39.2389 |
22.03.2012 39.0154 |
-0.57% | -32.39 -0.65% |
127 | 4983.35 | -54.01 | 2 | -16.20 | -0.57% 0.36% |
0/0 |
| D | Short | 22.03.2012 49.7021 |
23.03.2012 50.0239 |
0.65% | -36.18 -0.73% |
100 | 4970.21 | -90.19 | 2 | -18.09 | -0.88% 0.02% |
0/0 |
| NEE | Short | 22.03.2012 59.5021 |
23.03.2012 59.8577 |
0.60% | -33.87 -0.68% |
84 | 4998.18 | -124.06 | 2 | -16.94 | -0.60% 0.20% |
0/0 |
| NEM | Short | 22.03.2012 52.3082 |
23.03.2012 53.0946 |
1.50% | -78.70 -1.58% |
95 | 4969.28 | -202.76 | 2 | -39.35 | -1.50% 1.16% |
0/0 |
| NU | Short | 22.03.2012 35.8215 |
23.03.2012 36.1111 |
0.81% | -44.26 -0.89% |
139 | 4979.19 | -247.02 | 2 | -22.13 | -0.81% 0.22% |
0/0 |
| SHW | Short | 22.03.2012 106.371 |
23.03.2012 107.233 |
0.81% | -44.52 -0.89% |
47 | 4999.44 | -291.54 | 2 | -22.26 | -0.81% 0.48% |
0/0 |
| TWX | Short | 22.03.2012 35.2617 |
23.03.2012 35.5991 |
0.96% | -51.57 -1.04% |
141 | 4971.91 | -343.11 | 2 | -25.79 | -0.96% 0.56% |
0/0 |
| ESRX | Short | 23.03.2012 52.74 |
26.03.2012 53.4052 |
1.26% | -66.53 -1.34% |
94 | 4957.56 | -409.63 | 2 | -33.26 | -1.26% 0.66% |
0/0 |
| DAL | Long (n-bar) | 20.03.2012 9.46 |
27.03.2012 9.81 |
3.70% | 181.50 3.62% |
530 | 5013.80 | -228.13 | 6 | 30.25 | -2.33% 5.29% |
0/0 |
| SPLS | Long (n-bar) | 20.03.2012 16.2797 |
27.03.2012 16.48 |
1.23% | 57.69 1.15% |
308 | 5014.15 | -170.44 | 6 | 9.62 | -1.55% 2.83% |
0/0 |
| BAC | Short | 27.03.2012 9.79008 |
28.03.2012 9.57017 |
-2.25% | 108.37 2.17% |
511 | 5002.73 | -62.07 | 2 | 54.19 | -1.02% 2.25% |
0/0 |
| CIE | Short | 27.03.2012 30.66 |
28.03.2012 28.67 |
-6.49% | 320.37 6.41% |
163 | 4997.58 | 258.30 | 2 | 160.18 | -0.62% 6.49% |
0/0 |
| NEM | Short | 27.03.2012 52.6824 |
28.03.2012 50.9513 |
-3.29% | 158.72 3.21% |
94 | 4952.15 | 417.02 | 2 | 79.36 | -1.04% 3.29% |
0/0 |
| SM | Short | 27.03.2012 73.5195 |
28.03.2012 70.5908 |
-3.98% | 195.15 3.90% |
68 | 4999.33 | 612.18 | 2 | 97.58 | -1.21% 3.98% |
0/0 |
| DIS | Long | 23.03.2012 43.45 |
29.03.2012 43.0616 |
-0.89% | -48.28 -0.97% |
114 | 4953.30 | 563.90 | 5 | -9.66 | -1.36% 2.42% |
0/0 |
| EMC | Long | 26.03.2012 29.37 |
29.03.2012 29.0815 |
-0.98% | -53.05 -1.06% |
170 | 4992.90 | 510.85 | 4 | -13.26 | -0.98% 2.15% |
0/0 |
| HPQ | Short | 28.03.2012 23.43 |
29.03.2012 23.2308 |
-0.85% | 38.82 0.77% |
215 | 5037.45 | 549.67 | 2 | 19.41 | -1.02% 0.85% |
0/0 |
| OC | Short | 28.03.2012 36.29 |
29.03.2012 34.8 |
-4.11% | 201.62 4.03% |
138 | 5008.02 | 751.29 | 2 | 100.81 | -0.17% 4.11% |
0/0 |
| PCAR | Short | 28.03.2012 47.0103 |
29.03.2012 45.7644 |
-2.65% | 129.31 2.57% |
107 | 5030.10 | 880.60 | 2 | 64.66 | -0.50% 2.65% |
0/0 |
| SYY | Short | 28.03.2012 29.521 |
29.03.2012 29.2623 |
-0.88% | 39.98 0.80% |
170 | 5018.57 | 920.58 | 2 | 19.99 | -0.64% 0.88% |
0/0 |
| TIF | Short | 28.03.2012 71.0714 |
29.03.2012 68.5207 |
-3.59% | 174.55 3.51% |
70 | 4975.00 | 1095.13 | 2 | 87.28 | -0.22% 3.59% |
0/0 |
| VAR | Short | 28.03.2012 69.63 |
29.03.2012 68.41 |
-1.75% | 83.84 1.67% |
72 | 5013.36 | 1178.97 | 2 | 41.92 | -1.03% 1.75% |
0/0 |
| BBT | Long (n-bar) | 23.03.2012 30.7993 |
30.03.2012 31.19 |
1.27% | 59.29 1.19% |
162 | 4989.49 | 1238.26 | 6 | 9.88 | -1.39% 3.05% |
0/0 |
| NEE | Long (n-bar) | 23.03.2012 59.8295 |
30.03.2012 60.52 |
1.15% | 53.31 1.07% |
83 | 4965.85 | 1291.57 | 6 | 8.88 | -0.84% 1.37% |
0/0 |
| DD | Long | 30.03.2012 52.5691 |
02.04.2012 52.1466 |
-0.80% | -44.56 -0.88% |
96 | 5046.63 | 1247.01 | 2 | -22.28 | -0.80% 0.34% |
0/0 |
| EL | Long | 30.03.2012 62.72 |
02.04.2012 62.15 |
-0.91% | -49.60 -0.99% |
80 | 5017.60 | 1197.41 | 2 | -24.80 | -1.32% 0.00% |
0/0 |
| HPQ | Long | 30.03.2012 23.5194 |
03.04.2012 23.2372 |
-1.20% | -64.66 -1.28% |
215 | 5056.67 | 1132.74 | 3 | -21.55 | -1.20% 1.40% |
0/0 |
| EXPE | Short | 02.04.2012 33.1104 |
03.04.2012 32.9904 |
-0.36% | 14.25 0.28% |
152 | 5032.79 | 1146.99 | 2 | 7.12 | -1.36% 0.99% |
0/0 |
| NU | Short | 02.04.2012 36.611 |
03.04.2012 36.9079 |
0.81% | -44.96 -0.89% |
138 | 5052.32 | 1102.03 | 2 | -22.48 | -1.03% 0.22% |
0/0 |
| OC | Short | 02.04.2012 35.72 |
03.04.2012 34.2 |
-4.26% | 210.32 4.18% |
141 | 5036.52 | 1312.35 | 2 | 105.16 | -0.36% 4.26% |
0/0 |
| A | Long | 30.03.2012 44.6393 |
04.04.2012 44.0271 |
-1.37% | -73.19 -1.45% |
113 | 5044.24 | 1239.16 | 4 | -18.30 | -1.70% 0.87% |
0/0 |
| DLTR | Long | 30.03.2012 47.47 |
04.04.2012 47.1124 |
-0.75% | -41.90 -0.83% |
106 | 5031.82 | 1197.26 | 4 | -10.48 | -0.77% 1.39% |
0/0 |
| TJX | Long | 30.03.2012 39.2609 |
05.04.2012 40.2554 |
2.53% | 123.30 2.45% |
128 | 5025.40 | 1320.55 | 5 | 24.66 | -0.56% 2.53% |
0/0 |
| EIX | Short | 04.04.2012 42.37 |
05.04.2012 42.732 |
0.85% | -47.08 -0.93% |
119 | 5042.03 | 1273.47 | 2 | -23.54 | -1.18% 0.12% |
0/0 |
| PM | Long | 04.04.2012 89.07 |
05.04.2012 88.3762 |
-0.78% | -42.85 -0.86% |
56 | 4987.92 | 1230.62 | 2 | -21.43 | -0.78% 1.16% |
0/0 |
| DLR | Long (n-bar) | 30.03.2012 72.5667 |
09.04.2012 72.51 |
-0.08% | -7.91 -0.16% |
69 | 5007.10 | 1222.71 | 6 | -1.32 | -0.55% 1.52% |
0/0 |
| DIS | Long | 05.04.2012 43.04 |
09.04.2012 42.13 |
-2.11% | -110.47 -2.19% |
117 | 5035.68 | 1112.24 | 2 | -55.23 | -2.11% 0.33% |
0/0 |
| ROST | Long | 05.04.2012 59.3108 |
09.04.2012 58.7229 |
-0.99% | -53.97 -1.07% |
85 | 5041.42 | 1058.27 | 2 | -26.98 | -1.90% 0.98% |
0/0 |
| TIF | Long | 05.04.2012 67.9791 |
09.04.2012 66.1539 |
-2.68% | -139.07 -2.76% |
74 | 5030.45 | 919.20 | 2 | -69.53 | -2.68% 0.42% |
0/0 |
| TWC | Long | 05.04.2012 80.2585 |
09.04.2012 79.608 |
-0.81% | -44.98 -0.89% |
63 | 5056.28 | 874.22 | 2 | -22.49 | -1.12% 0.06% |
0/0 |
| UTX | Long | 05.04.2012 81.6189 |
09.04.2012 80.3063 |
-1.61% | -85.39 -1.69% |
62 | 5060.37 | 788.84 | 2 | -42.69 | -1.61% 0.03% |
0/0 |
| DD | Short (n-bar) | 02.04.2012 52.2017 |
10.04.2012 50.63 |
-3.01% | 148.46 2.93% |
97 | 5063.57 | 937.30 | 6 | 24.74 | -1.59% 3.01% |
0/0 |
| OC | Long | 10.04.2012 34.54 |
11.04.2012 33.29 |
-3.62% | -186.50 -3.70% |
146 | 5042.84 | 750.80 | 2 | -93.25 | -5.59% 0.03% |
0/0 |
| PEP | Short | 12.04.2012 64.4015 |
13.04.2012 64.8478 |
0.69% | -38.81 -0.77% |
78 | 5023.32 | 711.99 | 2 | -19.41 | -0.91% 0.41% |
0/0 |
| LO | Long | 12.04.2012 134.697 |
16.04.2012 133.476 |
-0.91% | -49.17 -0.99% |
37 | 4983.80 | 662.81 | 3 | -16.39 | -1.02% 1.83% |
0/0 |
| KO | Long | 13.04.2012 35.9349 |
17.04.2012 36.5486 |
1.71% | 81.92 1.63% |
140 | 5030.88 | 744.74 | 3 | 27.31 | -0.58% 1.71% |
0/0 |
| DIS | Short | 16.04.2012 41.65 |
17.04.2012 42.1107 |
1.11% | -59.28 -1.19% |
120 | 4998.00 | 685.45 | 2 | -29.64 | -1.15% 0.26% |
0/0 |
| EBAY | Short | 16.04.2012 35.95 |
17.04.2012 35.73 |
-0.61% | 26.58 0.53% |
139 | 4997.05 | 712.03 | 2 | 13.29 | -1.14% 1.45% |
0/0 |
| ESRX | Short | 16.04.2012 56.68 |
17.04.2012 57.362 |
1.20% | -64.02 -1.28% |
88 | 4987.84 | 648.01 | 2 | -32.01 | -1.20% 0.21% |
0/0 |
| KR | Short | 16.04.2012 23.3102 |
17.04.2012 23.5224 |
0.91% | -49.64 -0.99% |
215 | 5011.68 | 598.37 | 2 | -24.82 | -1.28% 0.08% |
0/0 |
| NUAN | Short | 16.04.2012 23.91 |
17.04.2012 23.7 |
-0.88% | 40.10 0.80% |
210 | 5021.10 | 638.47 | 2 | 20.05 | -0.88% 2.38% |
0/0 |
| ROST | Short | 16.04.2012 58.6006 |
17.04.2012 59.2651 |
1.13% | -60.48 -1.21% |
85 | 4981.05 | 577.99 | 2 | -30.24 | -1.13% 0.51% |
0/0 |
| DG | Long (n-bar) | 12.04.2012 46.21 |
19.04.2012 46.64 |
0.93% | 42.87 0.85% |
109 | 5036.89 | 620.86 | 6 | 7.14 | -1.15% 2.10% |
0/0 |
| ED | Short | 19.04.2012 57.172 |
20.04.2012 57.5224 |
0.61% | -34.84 -0.69% |
88 | 5031.14 | 586.02 | 2 | -17.42 | -0.61% 0.19% |
0/0 |
| JWN | Long | 19.04.2012 55.8083 |
20.04.2012 55.1747 |
-1.14% | -61.02 -1.21% |
90 | 5022.75 | 525.00 | 2 | -30.51 | -1.86% 0.26% |
0/0 |
| MRK | Short | 19.04.2012 37.9102 |
20.04.2012 38.1574 |
0.65% | -36.63 -0.73% |
132 | 5004.15 | 488.37 | 2 | -18.32 | -0.78% 0.42% |
0/0 |
| SPLS | Short | 19.04.2012 15.6908 |
20.04.2012 15.4308 |
-1.66% | 79.19 1.58% |
320 | 5021.05 | 567.56 | 2 | 39.59 | -1.00% 1.72% |
0/0 |
| CIE | Short | 20.04.2012 26.76 |
23.04.2012 25.68 |
-4.04% | 199.04 3.96% |
188 | 5030.88 | 766.60 | 2 | 99.52 | -2.91% 4.04% |
0/0 |
| ROST | Long (n-bar) | 17.04.2012 59.2607 |
24.04.2012 59.19 |
-0.12% | -9.94 -0.20% |
84 | 4977.90 | 756.66 | 6 | -1.66 | -0.69% 1.94% |
0/0 |
| NEM | Short | 20.04.2012 47.2711 |
24.04.2012 45.7719 |
-3.17% | 154.91 3.09% |
106 | 5010.74 | 911.57 | 3 | 51.64 | -1.57% 5.00% |
0/0 |
| BA | Long | 24.04.2012 72.78 |
25.04.2012 74.9343 |
2.96% | 144.65 2.88% |
69 | 5021.82 | 1056.22 | 2 | 72.32 | -0.60% 2.96% |
0/0 |
| EBAY | Long | 24.04.2012 39.95 |
25.04.2012 39.23 |
-1.80% | -94.72 -1.88% |
126 | 5033.70 | 961.50 | 2 | -47.36 | -2.18% 0.10% |
0/0 |
| OC | Long | 24.04.2012 33.66 |
25.04.2012 31.97 |
-5.02% | -255.81 -5.10% |
149 | 5015.34 | 705.69 | 2 | -127.90 | -5.02% 2.91% |
0/0 |
| PM | Short | 24.04.2012 86.56 |
25.04.2012 87.3804 |
0.95% | -51.58 -1.03% |
58 | 5020.48 | 654.10 | 2 | -25.79 | -0.95% 0.51% |
0/0 |
| DOW | Long | 24.04.2012 34.93 |
26.04.2012 34.4684 |
-1.32% | -70.47 -1.40% |
144 | 5029.92 | 583.63 | 3 | -23.49 | -1.66% 3.29% |
0/0 |
| PNC | Long | 24.04.2012 65.1 |
26.04.2012 67.2231 |
3.26% | 159.48 3.18% |
77 | 5012.70 | 743.11 | 3 | 53.16 | -0.43% 3.26% |
0/0 |
| RRC | Long | 25.04.2012 59.0007 |
26.04.2012 62.2299 |
5.47% | 270.48 5.39% |
85 | 5015.06 | 1013.59 | 2 | 135.24 | -0.39% 5.47% |
0/0 |
| SRE | Long (n-bar) | 20.04.2012 63.64 |
27.04.2012 64.8 |
1.82% | 87.64 1.74% |
79 | 5027.56 | 1101.23 | 6 | 14.61 | -0.58% 1.82% |
0/0 |
| EXPE | Long | 25.04.2012 31.7396 |
27.04.2012 39.1122 |
23.23% | 1160.87 23.15% |
158 | 5014.86 | 2262.10 | 3 | 386.96 | -1.13% 23.23% |
0/0 |
| DG | Long | 26.04.2012 46.43 |
30.04.2012 48.69 |
4.87% | 240.08 4.79% |
108 | 5014.44 | 2502.18 | 3 | 80.03 | -0.43% 4.87% |
0/0 |
| PNRA | Short | 27.04.2012 157.69 |
30.04.2012 157.12 |
-0.36% | 14.24 0.28% |
32 | 5046.08 | 2516.42 | 2 | 7.12 | -1.38% 0.36% |
0/0 |
| HPQ | Long (n-bar) | 24.04.2012 24.3788 |
01.05.2012 25.02 |
2.63% | 128.08 2.55% |
206 | 5022.04 | 2644.50 | 6 | 21.35 | -1.22% 2.63% |
0/0 |
| BAC | Short | 30.04.2012 8.13007 |
01.05.2012 8.30361 |
2.13% | -113.33 -2.21% |
630 | 5121.95 | 2531.17 | 2 | -56.67 | -2.13% 1.23% |
0/0 |
| DGX | Short | 30.04.2012 57.48 |
01.05.2012 58.0765 |
1.04% | -57.09 -1.12% |
89 | 5115.72 | 2474.08 | 2 | -28.55 | -1.04% 0.38% |
0/0 |
| A | Short | 01.05.2012 41.8205 |
02.05.2012 42.5909 |
1.84% | -97.98 -1.92% |
122 | 5102.10 | 2376.09 | 2 | -48.99 | -3.20% 0.30% |
0/0 |
| EL | Long | 01.05.2012 65.48 |
02.05.2012 63.85 |
-2.49% | -131.14 -2.57% |
78 | 5107.44 | 2244.95 | 2 | -65.57 | -2.49% 0.00% |
0/0 |
| TROW | Long | 01.05.2012 62.8795 |
02.05.2012 62.1569 |
-1.15% | -62.54 -1.23% |
81 | 5093.24 | 2182.42 | 2 | -31.27 | -1.16% 1.01% |
0/0 |
| BAC | Short | 03.05.2012 8.06005 |
04.05.2012 7.69005 |
-4.59% | 230.58 4.51% |
634 | 5110.07 | 2413.00 | 2 | 115.29 | -1.36% 4.59% |
0/0 |
| NU | Long | 03.05.2012 36.7696 |
04.05.2012 35.4625 |
-3.56% | -184.39 -3.63% |
138 | 5074.21 | 2228.61 | 2 | -92.19 | -3.99% 0.72% |
0/0 |
| PRGO | Long | 03.05.2012 104.799 |
04.05.2012 103.705 |
-1.04% | -56.54 -1.12% |
48 | 5030.37 | 2172.07 | 2 | -28.27 | -1.04% 1.01% |
0/0 |
| TIF | Long | 03.05.2012 68.498 |
04.05.2012 67.2301 |
-1.85% | -97.83 -1.93% |
74 | 5068.85 | 2074.24 | 2 | -48.91 | -1.85% 0.08% |
0/0 |
| VZ | Long | 01.05.2012 40.45 |
07.05.2012 40.06 |
-0.96% | -53.14 -1.04% |
126 | 5096.70 | 2021.10 | 5 | -10.63 | -0.96% 0.96% |
0/0 |
| EL | Short | 04.05.2012 62 |
07.05.2012 60.35 |
-2.66% | 131.30 2.58% |
82 | 5084.00 | 2152.40 | 2 | 65.65 | -1.00% 2.79% |
0/0 |
| GD | Short | 04.05.2012 67.84 |
07.05.2012 66.96 |
-1.30% | 62.00 1.22% |
75 | 5088.00 | 2214.40 | 2 | 31.00 | -0.25% 1.52% |
0/0 |
| VAR | Short | 04.05.2012 64.32 |
07.05.2012 63 |
-2.05% | 100.28 1.97% |
79 | 5081.28 | 2314.68 | 2 | 50.14 | -0.22% 2.05% |
0/0 |
| DGX | Long (n-bar) | 01.05.2012 57.81 |
08.05.2012 57.58 |
-0.40% | -24.24 -0.48% |
88 | 5087.28 | 2290.44 | 6 | -4.04 | -1.70% 1.80% |
0/0 |
| DLR | Long | 08.05.2012 73.2587 |
09.05.2012 72.5936 |
-0.91% | -49.89 -0.99% |
69 | 5054.85 | 2240.54 | 2 | -24.95 | -0.97% 0.24% |
0/0 |
| ESRX | Short | 10.05.2012 53.69 |
11.05.2012 56.06 |
4.41% | -229.15 -4.49% |
95 | 5100.55 | 2011.39 | 2 | -114.58 | -4.41% 0.02% |
0/0 |
| PNRA | Long | 10.05.2012 154.88 |
14.05.2012 152.651 |
-1.44% | -77.55 -1.52% |
33 | 5111.04 | 1933.84 | 3 | -25.85 | -1.44% 1.00% |
0/0 |
| BBT | Short | 11.05.2012 31.45 |
14.05.2012 31.09 |
-1.14% | 54.32 1.07% |
162 | 5094.90 | 1988.16 | 2 | 27.16 | -1.65% 1.14% |
0/0 |
| GD | Short | 11.05.2012 66.33 |
14.05.2012 65.8 |
-0.80% | 36.28 0.72% |
76 | 5041.08 | 2024.44 | 2 | 18.14 | -1.66% 0.80% |
0/0 |
| HRS | Short | 11.05.2012 40.7214 |
14.05.2012 40.1911 |
-1.30% | 62.28 1.22% |
125 | 5090.18 | 2086.72 | 2 | 31.14 | -1.39% 1.30% |
0/0 |
| NEM | Short | 11.05.2012 45.4771 |
14.05.2012 43.7542 |
-3.79% | 188.96 3.71% |
112 | 5093.43 | 2275.68 | 2 | 94.48 | -1.11% 3.79% |
0/0 |
| PLL | Short | 11.05.2012 57.44 |
14.05.2012 58.1619 |
1.26% | -67.53 -1.34% |
88 | 5054.72 | 2208.15 | 2 | -33.76 | -2.63% 0.59% |
0/0 |
| SBAC | Short | 11.05.2012 52.89 |
14.05.2012 51.82 |
-2.02% | 98.72 1.94% |
96 | 5077.44 | 2306.87 | 2 | 49.36 | -0.89% 2.02% |
0/0 |
| SYY | Short | 11.05.2012 27.72 |
14.05.2012 27.33 |
-1.41% | 67.37 1.33% |
183 | 5072.76 | 2374.24 | 2 | 33.69 | -1.12% 1.41% |
0/0 |
| TKR | Short | 11.05.2012 52.8336 |
14.05.2012 52.2943 |
-1.02% | 47.77 0.94% |
96 | 5072.02 | 2422.01 | 2 | 23.89 | -2.88% 1.02% |
0/0 |
| UTX | Short | 11.05.2012 76.372 |
14.05.2012 75.1719 |
-1.57% | 75.21 1.49% |
66 | 5040.55 | 2497.22 | 2 | 37.60 | -1.51% 1.57% |
0/0 |
| DLR | Long | 14.05.2012 72.7786 |
15.05.2012 71.9715 |
-1.11% | -60.49 -1.19% |
70 | 5094.50 | 2436.73 | 2 | -30.25 | -1.37% 0.10% |
0/0 |
| HPQ | Short | 14.05.2012 22.8598 |
15.05.2012 22.2402 |
-2.71% | 134.80 2.63% |
224 | 5120.60 | 2571.53 | 2 | 67.40 | -0.78% 2.71% |
0/0 |
| LO | Long | 14.05.2012 127.418 |
15.05.2012 125.967 |
-1.14% | -62.03 -1.22% |
40 | 5096.71 | 2509.50 | 2 | -31.01 | -1.14% 0.24% |
0/0 |
| ROST | Short | 14.05.2012 61.1783 |
15.05.2012 60.2618 |
-1.50% | 72.07 1.42% |
83 | 5077.80 | 2581.58 | 2 | 36.04 | -0.49% 1.50% |
0/0 |
| EXPE | Long (n-bar) | 09.05.2012 41.0999 |
16.05.2012 42.92 |
4.43% | 221.69 4.35% |
124 | 5096.39 | 2803.26 | 6 | 36.95 | -2.65% 4.43% |
0/0 |
| VAR | Long (n-bar) | 09.05.2012 63.7 |
16.05.2012 63.46 |
-0.38% | -23.20 -0.46% |
80 | 5096.00 | 2780.06 | 6 | -3.87 | -1.76% 1.92% |
0/0 |
| GWW | Short | 11.05.2012 201.42 |
16.05.2012 191.77 |
-4.79% | 237.25 4.71% |
25 | 5035.50 | 3017.31 | 4 | 59.31 | -0.03% 5.60% |
0/0 |
| RRC | Long | 15.05.2012 66.5896 |
16.05.2012 64.29 |
-3.45% | -181.07 -3.53% |
77 | 5127.40 | 2836.24 | 2 | -90.54 | -4.46% 0.06% |
0/0 |
| WHR | Short | 15.05.2012 60.2121 |
16.05.2012 61.4385 |
2.04% | -108.25 -2.12% |
85 | 5118.02 | 2727.99 | 2 | -54.12 | -2.77% 0.94% |
0/0 |
| KMB | Long | 15.05.2012 79.058 |
17.05.2012 78.5922 |
-0.59% | -33.81 -0.67% |
64 | 5059.71 | 2694.19 | 3 | -11.27 | -0.81% 0.25% |
0/0 |
| EMC | Short | 16.05.2012 25.96 |
17.05.2012 25.43 |
-2.04% | 100.41 1.96% |
197 | 5114.12 | 2794.60 | 2 | 50.21 | -1.39% 2.04% |
0/0 |
| TROW | Short | 16.05.2012 58.9404 |
17.05.2012 57.67 |
-2.16% | 105.26 2.08% |
86 | 5068.88 | 2899.85 | 2 | 52.63 | -1.89% 2.16% |
0/0 |
| ESRX | Long (n-bar) | 11.05.2012 56.06 |
18.05.2012 50.88 |
-9.24% | -470.20 -9.32% |
90 | 5045.40 | 2429.65 | 6 | -78.37 | -9.24% 1.41% |
0/0 |
| GWW | Short | 17.05.2012 191.72 |
18.05.2012 185.73 |
-3.12% | 151.74 3.04% |
26 | 4984.72 | 2581.39 | 2 | 75.87 | -0.22% 3.12% |
0/0 |
| PRGO | Short | 17.05.2012 101.259 |
18.05.2012 98.1709 |
-3.05% | 150.41 2.97% |
50 | 5062.95 | 2731.80 | 2 | 75.20 | -0.72% 3.05% |
0/0 |
| RRC | Short | 17.05.2012 63.9402 |
18.05.2012 60.9603 |
-4.66% | 234.39 4.58% |
80 | 5115.21 | 2966.19 | 2 | 117.20 | -1.56% 4.66% |
0/0 |
| TWX | Short | 17.05.2012 34.96 |
18.05.2012 33.9306 |
-2.94% | 146.29 2.87% |
146 | 5104.16 | 3112.48 | 2 | 73.15 | -0.19% 2.94% |
0/0 |
| DLTR | Short | 17.05.2012 48.6 |
21.05.2012 47.405 |
-2.46% | 121.48 2.38% |
105 | 5103.00 | 3233.96 | 3 | 40.49 | -1.22% 4.63% |
0/0 |
| VAR | Short (n-bar) | 16.05.2012 63.5 |
23.05.2012 61.09 |
-3.80% | 188.80 3.72% |
80 | 5080.00 | 3422.76 | 6 | 31.47 | -0.83% 3.94% |
0/0 |
| NEE | Long | 22.05.2012 64.7194 |
23.05.2012 64.3003 |
-0.65% | -37.11 -0.73% |
79 | 5112.83 | 3385.65 | 2 | -18.55 | -0.65% 0.77% |
0/0 |
| BA | Short | 23.05.2012 70.69 |
24.05.2012 71.64 |
1.34% | -73.35 -1.42% |
73 | 5160.37 | 3312.30 | 2 | -36.68 | -1.34% 1.09% |
0/0 |
| DAL | Short | 23.05.2012 10.42 |
24.05.2012 10.9 |
4.61% | -242.08 -4.68% |
496 | 5168.32 | 3070.22 | 2 | -121.04 | -4.61% 1.63% |
0/0 |
| DIS | Short | 23.05.2012 44.08 |
24.05.2012 44.5495 |
1.07% | -58.94 -1.14% |
117 | 5157.36 | 3011.28 | 2 | -29.47 | -1.07% 0.61% |
0/0 |
| DOW | Short | 23.05.2012 30.15 |
24.05.2012 31.75 |
5.31% | -277.60 -5.38% |
171 | 5155.65 | 2733.68 | 2 | -138.80 | -5.31% 2.49% |
0/0 |
| GD | Short | 23.05.2012 64.09 |
24.05.2012 62.77 |
-2.06% | 101.60 1.98% |
80 | 5127.20 | 2835.28 | 2 | 50.80 | -1.01% 2.06% |
0/0 |
| LO | Short | 23.05.2012 123.324 |
24.05.2012 124.668 |
1.09% | -59.12 -1.17% |
41 | 5056.28 | 2776.16 | 2 | -29.56 | -1.82% 0.07% |
0/0 |
| NI | Short | 23.05.2012 24.65 |
24.05.2012 24.8781 |
0.93% | -51.68 -1.00% |
209 | 5151.85 | 2724.49 | 2 | -25.84 | -0.93% 0.97% |
0/0 |
| NUAN | Short | 23.05.2012 21.07 |
24.05.2012 20.62 |
-2.14% | 106.25 2.06% |
245 | 5162.15 | 2830.74 | 2 | 53.12 | -1.85% 2.14% |
0/0 |
| PSA | Short | 23.05.2012 130.515 |
24.05.2012 131.934 |
1.09% | -59.38 -1.17% |
39 | 5090.07 | 2771.36 | 2 | -29.69 | -1.09% 1.36% |
0/0 |
| TJX | Short | 23.05.2012 40.18 |
24.05.2012 41.06 |
2.19% | -116.64 -2.27% |
128 | 5143.04 | 2654.72 | 2 | -58.32 | -2.19% 0.15% |
0/0 |
| TKR | Short | 23.05.2012 50.71 |
24.05.2012 52.22 |
2.98% | -156.51 -3.06% |
101 | 5121.71 | 2498.21 | 2 | -78.25 | -2.98% 1.64% |
0/0 |
| WHR | Long | 24.05.2012 59.26 |
29.05.2012 62.8608 |
6.08% | 305.67 6.00% |
86 | 5096.36 | 2803.88 | 3 | 101.89 | -2.80% 6.08% |
0/0 |
| ED | Long | 23.05.2012 59.22 |
30.05.2012 60.2574 |
1.75% | 86.26 1.67% |
87 | 5152.14 | 2890.14 | 5 | 17.25 | -0.41% 1.75% |
0/0 |
| SBAC | Short | 29.05.2012 51.95 |
30.05.2012 51.39 |
-1.08% | 51.44 1.00% |
99 | 5143.05 | 2941.58 | 2 | 25.72 | -1.50% 1.08% |
0/0 |
| TROW | Long | 24.05.2012 57.5212 |
31.05.2012 56.7533 |
-1.34% | -72.35 -1.41% |
89 | 5119.39 | 2869.23 | 5 | -14.47 | -1.34% 0.94% |
0/0 |
| EIX | Long | 30.05.2012 45.29 |
31.05.2012 44.73 |
-1.24% | -67.28 -1.31% |
113 | 5117.77 | 2801.95 | 2 | -33.64 | -1.39% 0.07% |
0/0 |
| PRGO | Long (n-bar) | 24.05.2012 101.31 |
01.06.2012 101.44 |
0.13% | 2.50 0.05% |
50 | 5065.50 | 2804.46 | 6 | 0.42 | -0.57% 3.51% |
0/0 |
| TJX | Long (n-bar) | 24.05.2012 41.06 |
01.06.2012 40.9 |
-0.39% | -23.84 -0.47% |
124 | 5091.44 | 2780.62 | 6 | -3.97 | -1.07% 4.07% |
0/0 |
| CIE | Long | 29.05.2012 22.28 |
01.06.2012 21.5524 |
-3.27% | -172.08 -3.34% |
231 | 5146.68 | 2608.53 | 4 | -43.02 | -3.27% 4.26% |
0/0 |
| PETM | Long | 31.05.2012 64.63 |
01.06.2012 63.2 |
-2.21% | -116.97 -2.29% |
79 | 5105.77 | 2491.56 | 2 | -58.48 | -2.21% 0.29% |
0/0 |
| UTX | Short | 01.06.2012 72.71 |
04.06.2012 70.8 |
-2.63% | 129.70 2.55% |
70 | 5089.70 | 2621.26 | 2 | 64.85 | -0.78% 2.63% |
0/0 |
| DOW | Long | 05.06.2012 30.69 |
07.06.2012 32.2085 |
4.95% | 249.59 4.87% |
167 | 5125.23 | 2870.85 | 3 | 83.20 | -1.56% 4.95% |
0/0 |
| NEE | Long | 05.06.2012 64.91 |
07.06.2012 66.2869 |
2.12% | 104.78 2.04% |
79 | 5127.89 | 2975.62 | 3 | 34.93 | -0.66% 2.12% |
0/0 |
| PETM | Long | 05.06.2012 63.57 |
07.06.2012 66.2807 |
4.26% | 212.85 4.19% |
80 | 5085.60 | 3188.47 | 3 | 70.95 | -1.07% 4.26% |
0/0 |
| SRE | Long | 05.06.2012 64.47 |
07.06.2012 66.1086 |
2.54% | 125.45 2.46% |
79 | 5093.13 | 3313.93 | 3 | 41.82 | -1.81% 2.54% |
0/0 |
| SYY | Long | 05.06.2012 27.81 |
07.06.2012 28.5145 |
2.53% | 125.62 2.46% |
184 | 5117.04 | 3439.55 | 3 | 41.87 | -1.26% 2.53% |
0/0 |
| D | Long | 06.06.2012 51.73 |
07.06.2012 52.7086 |
1.89% | 92.88 1.81% |
99 | 5121.27 | 3532.43 | 2 | 46.44 | -0.39% 1.89% |
0/0 |
| DAL | Long | 06.06.2012 10.7 |
07.06.2012 10.3768 |
-3.02% | -159.16 -3.10% |
480 | 5136.00 | 3373.27 | 2 | -79.58 | -3.02% 0.84% |
0/0 |
| DF | Long | 06.06.2012 19.3625 |
07.06.2012 20.3199 |
4.94% | 249.72 4.87% |
265 | 5131.06 | 3623.00 | 2 | 124.86 | -0.26% 4.94% |
0/0 |
| PLL | Short | 07.06.2012 51.65 |
08.06.2012 52.5315 |
1.71% | -92.15 -1.78% |
100 | 5165.00 | 3530.85 | 2 | -46.07 | -1.90% 1.01% |
0/0 |
| EXPE | Long | 06.06.2012 45.59 |
11.06.2012 48.5288 |
6.45% | 325.15 6.37% |
112 | 5106.08 | 3856.00 | 4 | 81.29 | -0.11% 6.45% |
0/0 |
| A | Short | 08.06.2012 39.52 |
11.06.2012 38.8202 |
-1.77% | 87.67 1.69% |
131 | 5177.11 | 3943.67 | 2 | 43.84 | -1.08% 1.77% |
0/0 |
| EL | Short | 08.06.2012 54.62 |
11.06.2012 55.45 |
1.52% | -82.02 -1.60% |
94 | 5134.28 | 3861.65 | 2 | -41.01 | -1.52% 0.44% |
0/0 |
| PM | Short | 08.06.2012 83.35 |
11.06.2012 84.41 |
1.27% | -69.72 -1.35% |
62 | 5167.70 | 3791.93 | 2 | -34.86 | -1.27% 0.14% |
0/0 |
| PNC | Short | 08.06.2012 58.27 |
11.06.2012 59.72 |
2.49% | -133.05 -2.57% |
89 | 5186.03 | 3658.88 | 2 | -66.52 | -2.49% 0.72% |
0/0 |
| SBAC | Short | 08.06.2012 52.24 |
11.06.2012 53.1 |
1.65% | -89.14 -1.72% |
99 | 5171.76 | 3569.74 | 2 | -44.57 | -1.65% 1.28% |
0/0 |
| TROW | Short | 08.06.2012 57.4129 |
11.06.2012 59.0923 |
2.93% | -155.15 -3.00% |
90 | 5167.16 | 3414.59 | 2 | -77.57 | -2.93% 0.39% |
0/0 |
| SBUX | Long | 06.06.2012 53.09 |
12.06.2012 52.0689 |
-1.92% | -102.02 -2.00% |
96 | 5096.64 | 3312.57 | 5 | -20.40 | -1.92% 2.43% |
0/0 |
| DF | Long | 11.06.2012 20.175 |
12.06.2012 19.8752 |
-1.49% | -80.74 -1.56% |
256 | 5164.80 | 3231.83 | 2 | -40.37 | -1.67% 0.62% |
0/0 |
| EMC | Long | 11.06.2012 25 |
12.06.2012 24.39 |
-2.44% | -129.66 -2.52% |
206 | 5150.00 | 3102.17 | 2 | -64.83 | -2.76% 0.00% |
0/0 |
| HPQ | Long | 11.06.2012 22.36 |
12.06.2012 21.47 |
-3.98% | -209.59 -4.06% |
231 | 5165.16 | 2892.58 | 2 | -104.80 | -4.38% 0.31% |
0/0 |
| RRC | Long | 11.06.2012 57.2886 |
12.06.2012 55.7808 |
-2.63% | -139.70 -2.71% |
90 | 5155.98 | 2752.88 | 2 | -69.85 | -3.45% 0.17% |
0/0 |
| SPLS | Long | 11.06.2012 12.8297 |
12.06.2012 12.6267 |
-1.58% | -85.61 -1.66% |
402 | 5157.56 | 2667.26 | 2 | -42.81 | -3.11% 0.52% |
0/0 |
| TKR | Long | 11.06.2012 48.6 |
12.06.2012 46.5 |
-4.32% | -226.60 -4.40% |
106 | 5151.60 | 2440.66 | 2 | -113.30 | -5.37% 0.10% |
0/0 |
| WHR | Long | 11.06.2012 61.39 |
12.06.2012 59.19 |
-3.58% | -188.80 -3.66% |
84 | 5156.76 | 2251.86 | 2 | -94.40 | -4.33% 0.16% |
0/0 |
| DGX | Short | 12.06.2012 55.07 |
13.06.2012 55.6211 |
1.00% | -54.70 -1.08% |
92 | 5066.44 | 2197.17 | 2 | -27.35 | -1.00% 0.35% |
0/0 |
| EBAY | Short | 12.06.2012 40.7 |
13.06.2012 39.87 |
-2.04% | 99.75 1.96% |
125 | 5087.50 | 2296.92 | 2 | 49.88 | -1.43% 2.04% |
0/0 |
| RE | Short | 12.06.2012 101.96 |
13.06.2012 103.13 |
1.15% | -62.50 -1.23% |
50 | 5098.00 | 2234.42 | 2 | -31.25 | -1.21% 0.05% |
0/0 |
| DAL | Short (n-bar) | 07.06.2012 10.4 |
14.06.2012 10.45 |
0.48% | -28.95 -0.56% |
499 | 5189.60 | 2205.47 | 6 | -4.82 | -4.52% 4.90% |
0/0 |
| GWW | Long | 13.06.2012 182.41 |
14.06.2012 177.68 |
-2.59% | -136.44 -2.67% |
28 | 5107.48 | 2069.03 | 2 | -68.22 | -3.55% 0.00% |
0/0 |
| RRC | Long | 13.06.2012 56.5497 |
14.06.2012 55.1384 |
-2.50% | -131.02 -2.57% |
90 | 5089.48 | 1938.00 | 2 | -65.51 | -2.88% 0.46% |
0/0 |
| BA | Long (n-bar) | 11.06.2012 70.61 |
18.06.2012 71.9 |
1.83% | 90.17 1.75% |
73 | 5154.53 | 2028.17 | 6 | 15.03 | -1.15% 3.13% |
0/0 |
| EL | Long (n-bar) | 11.06.2012 55.45 |
18.06.2012 55.38 |
-0.13% | -10.51 -0.20% |
93 | 5156.85 | 2017.66 | 6 | -1.75 | -2.81% 0.65% |
0/0 |
| NEM | Long (n-bar) | 11.06.2012 50.58 |
18.06.2012 50.85 |
0.53% | 23.54 0.46% |
102 | 5159.16 | 2041.20 | 6 | 3.92 | -2.69% 1.58% |
0/0 |
| VAR | Long (n-bar) | 11.06.2012 59.84 |
18.06.2012 60.46 |
1.04% | 49.32 0.96% |
86 | 5146.24 | 2090.52 | 6 | 8.22 | -1.91% 1.04% |
0/0 |
| BAC | Long | 13.06.2012 7.55 |
19.06.2012 8.1777 |
8.31% | 421.58 8.24% |
678 | 5118.90 | 2512.10 | 5 | 84.32 | -2.65% 8.31% |
0/0 |
| JWN | Long | 15.06.2012 48.52 |
19.06.2012 50.8399 |
4.78% | 239.59 4.70% |
105 | 5094.60 | 2751.69 | 3 | 79.86 | -0.62% 4.78% |
0/0 |
| HPQ | Short | 18.06.2012 21.5 |
19.06.2012 20.75 |
-3.49% | 174.50 3.41% |
238 | 5117.00 | 2926.19 | 2 | 87.25 | -0.51% 3.49% |
0/0 |
| RRC | Short | 18.06.2012 56.6 |
19.06.2012 59.55 |
5.21% | -269.50 -5.29% |
90 | 5094.00 | 2656.69 | 2 | -134.75 | -5.21% 0.65% |
0/0 |
| A | Long (n-bar) | 13.06.2012 39.4699 |
20.06.2012 40.53 |
2.69% | 132.76 2.61% |
129 | 5091.61 | 2789.45 | 6 | 22.13 | -1.90% 4.41% |
0/0 |
| RE | Long (n-bar) | 13.06.2012 103.24 |
20.06.2012 104.48 |
1.20% | 56.76 1.12% |
49 | 5058.76 | 2846.21 | 6 | 9.46 | -1.91% 1.39% |
0/0 |
| EXPE | Long | 15.06.2012 47.8 |
20.06.2012 46.7621 |
-2.17% | -114.02 -2.25% |
106 | 5066.80 | 2732.19 | 4 | -28.50 | -2.17% 5.98% |
0/0 |
| EIX | Long | 19.06.2012 46.33 |
20.06.2012 45.89 |
-0.95% | -52.84 -1.03% |
111 | 5142.63 | 2679.35 | 2 | -26.42 | -1.08% 0.11% |
0/0 |
| KMB | Long | 19.06.2012 82.96 |
20.06.2012 82.4799 |
-0.58% | -33.77 -0.66% |
62 | 5143.52 | 2645.58 | 2 | -16.88 | -0.58% 0.45% |
0/0 |
| PLL | Long | 19.06.2012 54.14 |
20.06.2012 53.4616 |
-1.25% | -68.45 -1.33% |
95 | 5143.30 | 2577.13 | 2 | -34.23 | -1.25% 1.26% |
0/0 |
| DD | Long (n-bar) | 15.06.2012 49.86 |
22.06.2012 49.96 |
0.20% | 6.20 0.12% |
102 | 5085.72 | 2583.33 | 6 | 1.03 | -0.86% 3.23% |
0/0 |
| LO | Long | 21.06.2012 128.71 |
26.06.2012 127.456 |
-0.97% | -52.89 -1.05% |
39 | 5019.69 | 2530.44 | 4 | -13.22 | -0.97% 0.78% |
0/0 |
| KO | Short | 25.06.2012 37.23 |
26.06.2012 37.4991 |
0.72% | -41.14 -0.80% |
138 | 5137.74 | 2489.30 | 2 | -20.57 | -0.72% 0.39% |
0/0 |
| WEC | Long | 25.06.2012 38.8 |
27.06.2012 39.6276 |
2.13% | 105.25 2.05% |
132 | 5121.60 | 2594.54 | 3 | 35.08 | -1.21% 2.13% |
0/0 |
| WHR | Short (n-bar) | 21.06.2012 61.38 |
28.06.2012 57.44 |
-6.42% | 323.02 6.34% |
83 | 5094.54 | 2917.56 | 6 | 53.84 | -0.93% 11.89% |
0/0 |
| PETM | Long | 26.06.2012 66.2 |
28.06.2012 65.31 |
-1.34% | -72.53 -1.42% |
77 | 5097.40 | 2845.03 | 3 | -24.18 | -1.34% 1.30% |
0/0 |
| EMC | Long | 27.06.2012 24.19 |
28.06.2012 23.7537 |
-1.80% | -96.94 -1.88% |
213 | 5152.47 | 2748.09 | 2 | -48.47 | -1.82% 0.45% |
0/0 |
| ESRX | Long | 27.06.2012 52.35 |
28.06.2012 54.5628 |
4.23% | 212.86 4.15% |
98 | 5130.30 | 2960.95 | 2 | 106.43 | -0.59% 4.23% |
0/0 |
| OC | Long | 27.06.2012 27.44 |
28.06.2012 26.67 |
-2.81% | -148.76 -2.88% |
188 | 5158.72 | 2812.19 | 2 | -74.38 | -3.94% 1.28% |
0/0 |
| PCAR | Long | 27.06.2012 37.86 |
28.06.2012 37.2458 |
-1.62% | -87.53 -1.70% |
136 | 5148.96 | 2724.66 | 2 | -43.76 | -1.62% 0.98% |
0/0 |
| HAR | Long | 26.06.2012 37.37 |
29.06.2012 39.6495 |
6.10% | 308.29 6.02% |
137 | 5119.69 | 3032.95 | 4 | 77.07 | -2.09% 6.10% |
0/0 |
| NU | Long | 26.06.2012 37.75 |
29.06.2012 38.84 |
2.89% | 144.24 2.81% |
136 | 5134.00 | 3177.19 | 4 | 36.06 | -0.37% 2.89% |
0/0 |
| PSA | Long | 26.06.2012 138.13 |
29.06.2012 143.12 |
3.61% | 180.63 3.53% |
37 | 5110.81 | 3357.82 | 4 | 45.16 | -0.28% 3.61% |
0/0 |
| A | Short | 28.06.2012 37.9491 |
29.06.2012 38.6314 |
1.80% | -96.11 -1.88% |
135 | 5123.13 | 3261.71 | 2 | -48.06 | -1.80% 2.29% |
0/0 |
| EBAY | Short | 28.06.2012 41.1 |
29.06.2012 41.8423 |
1.81% | -96.78 -1.88% |
125 | 5137.50 | 3164.93 | 2 | -48.39 | -1.81% 2.24% |
0/0 |
| KMB | Short | 28.06.2012 81.66 |
29.06.2012 82.99 |
1.63% | -86.46 -1.71% |
62 | 5062.92 | 3078.47 | 2 | -43.23 | -1.63% 0.44% |
0/0 |
| SHW | Short | 28.06.2012 128.75 |
29.06.2012 132.12 |
2.62% | -135.43 -2.70% |
39 | 5021.25 | 2943.04 | 2 | -67.72 | -2.62% 1.03% |
0/0 |
| PNC | Long | 26.06.2012 58.7 |
02.07.2012 61.66 |
5.04% | 253.52 4.96% |
87 | 5106.90 | 3196.56 | 5 | 50.70 | -1.12% 5.04% |
0/0 |
| VZ | Long | 26.06.2012 43.83 |
02.07.2012 44.8861 |
2.41% | 119.56 2.33% |
117 | 5128.11 | 3316.12 | 5 | 23.91 | -0.75% 2.41% |
0/0 |
| KO | Long (n-bar) | 26.06.2012 37.495 |
03.07.2012 39.58 |
5.56% | 281.65 5.48% |
137 | 5136.81 | 3597.76 | 6 | 46.94 | -1.05% 5.56% |
0/0 |
| PCAR | Short (n-bar) | 28.06.2012 37.39 |
06.07.2012 37.76 |
0.99% | -54.69 -1.07% |
137 | 5122.43 | 3543.07 | 6 | -9.11 | -5.38% 0.80% |
0/0 |
| BAC | Long | 29.06.2012 8 |
06.07.2012 7.69 |
-3.87% | -203.64 -3.95% |
644 | 5152.00 | 3339.43 | 5 | -40.73 | -3.87% 2.63% |
0/0 |
| EBAY | Short | 05.07.2012 40.96 |
06.07.2012 39.95 |
-2.47% | 123.26 2.39% |
126 | 5160.96 | 3462.69 | 2 | 61.63 | -1.10% 2.47% |
0/0 |
| SYY | Short | 05.07.2012 29.37 |
06.07.2012 28.88 |
-1.67% | 82.24 1.59% |
176 | 5169.12 | 3544.93 | 2 | 41.12 | -0.85% 1.67% |
0/0 |
| SHW | Long | 05.07.2012 132.59 |
09.07.2012 130.973 |
-1.22% | -67.08 -1.30% |
39 | 5171.01 | 3477.85 | 3 | -22.36 | -1.22% 0.63% |
0/0 |
| SM | Short | 06.07.2012 48.3 |
09.07.2012 47.55 |
-1.55% | 76.25 1.48% |
107 | 5168.10 | 3554.10 | 2 | 38.13 | -1.16% 2.84% |
0/0 |
| PNRA | Long | 05.07.2012 139.19 |
10.07.2012 145.763 |
4.72% | 239.20 4.64% |
37 | 5150.03 | 3793.30 | 4 | 59.80 | -0.83% 4.72% |
0/0 |
| FE | Long | 09.07.2012 49.38 |
10.07.2012 49.014 |
-0.74% | -42.43 -0.82% |
105 | 5184.90 | 3750.87 | 2 | -21.22 | -1.40% 0.08% |
0/0 |
| MRK | Long | 09.07.2012 41.71 |
10.07.2012 41.3615 |
-0.84% | -47.21 -0.91% |
124 | 5172.04 | 3703.66 | 2 | -23.60 | -0.84% 1.32% |
0/0 |
| SBAC | Long | 09.07.2012 58.06 |
10.07.2012 57.4715 |
-1.01% | -56.38 -1.09% |
89 | 5167.34 | 3647.28 | 2 | -28.19 | -1.01% 1.12% |
0/0 |
| KSU | Long | 05.07.2012 69.54 |
11.07.2012 68.309 |
-1.77% | -95.10 -1.85% |
74 | 5145.96 | 3552.19 | 5 | -19.02 | -1.77% 3.36% |
0/0 |
| LO | Short | 10.07.2012 135.25 |
11.07.2012 136.528 |
0.95% | -52.57 -1.02% |
38 | 5139.50 | 3499.62 | 2 | -26.29 | -0.95% 0.27% |
0/0 |
| PRGO | Long | 10.07.2012 118.58 |
11.07.2012 115.48 |
-2.61% | -140.40 -2.69% |
44 | 5217.52 | 3359.22 | 2 | -70.20 | -3.43% 0.05% |
0/0 |
| RRC | Long | 10.07.2012 62.06 |
11.07.2012 59.82 |
-3.61% | -192.16 -3.69% |
84 | 5213.04 | 3167.06 | 2 | -96.08 | -4.22% 0.52% |
0/0 |
| SRE | Long | 10.07.2012 68.81 |
11.07.2012 68.22 |
-0.86% | -48.25 -0.93% |
75 | 5160.75 | 3118.81 | 2 | -24.13 | -1.22% 0.01% |
0/0 |
| UTX | Long | 10.07.2012 75.73 |
11.07.2012 74.08 |
-2.18% | -116.20 -2.26% |
68 | 5149.64 | 3002.61 | 2 | -58.10 | -2.80% 0.32% |
0/0 |
| SFD | Short (n-bar) | 05.07.2012 21.41 |
12.07.2012 18.81 |
-12.14% | 622.60 12.07% |
241 | 5159.81 | 3625.21 | 6 | 103.77 | -0.00% 12.14% |
0/0 |
| FE | Short | 11.07.2012 48.51 |
12.07.2012 48.8732 |
0.75% | -42.50 -0.83% |
106 | 5142.06 | 3582.70 | 2 | -21.25 | -1.42% -0.00% |
0/0 |
| JWN | Short | 11.07.2012 51.42 |
12.07.2012 49.4 |
-3.93% | 198.00 3.85% |
100 | 5142.00 | 3780.70 | 2 | 99.00 | -1.03% 3.93% |
0/0 |
| T | Short | 11.07.2012 35.34 |
12.07.2012 34.65 |
-1.95% | 96.74 1.87% |
146 | 5159.64 | 3877.44 | 2 | 48.37 | -0.40% 1.95% |
0/0 |
| VAR | Short (n-bar) | 06.07.2012 60.63 |
13.07.2012 57.84 |
-4.60% | 233.15 4.52% |
85 | 5153.55 | 4110.59 | 6 | 38.86 | -0.48% 5.99% |
0/0 |
| ESRX | Long | 10.07.2012 54.8 |
13.07.2012 56.9002 |
3.83% | 195.52 3.76% |
95 | 5206.00 | 4306.11 | 4 | 48.88 | -0.95% 3.83% |
0/0 |
| EIX | Long (n-bar) | 10.07.2012 45.91 |
17.07.2012 45.67 |
-0.52% | -31.12 -0.60% |
113 | 5187.83 | 4274.99 | 6 | -5.19 | -0.70% 1.50% |
0/0 |
| KMB | Long | 13.07.2012 84.63 |
17.07.2012 86.0308 |
1.66% | 81.45 1.58% |
61 | 5162.43 | 4356.44 | 3 | 27.15 | -0.28% 1.66% |
0/0 |
| PM | Long | 16.07.2012 90.54 |
17.07.2012 89.8125 |
-0.80% | -45.47 -0.88% |
57 | 5160.78 | 4310.97 | 2 | -22.73 | -0.80% 0.51% |
0/0 |
| DAL | Long | 16.07.2012 10.93 |
18.07.2012 10.685 |
-2.24% | -121.10 -2.32% |
478 | 5224.54 | 4189.88 | 3 | -40.37 | -2.24% 1.65% |
0/0 |
| DG | Long | 16.07.2012 54.69 |
18.07.2012 54.0441 |
-1.18% | -65.36 -1.26% |
95 | 5195.55 | 4124.52 | 3 | -21.79 | -1.21% 0.99% |
0/0 |
| EL | Short | 17.07.2012 50.93 |
18.07.2012 51.7756 |
1.66% | -90.25 -1.74% |
102 | 5194.86 | 4034.27 | 2 | -45.12 | -1.81% 0.67% |
0/0 |
| PNC | Short | 17.07.2012 60.86 |
18.07.2012 60.37 |
-0.81% | 37.65 0.73% |
85 | 5173.10 | 4071.92 | 2 | 18.83 | -1.40% 0.81% |
0/0 |
| BA | Long | 13.07.2012 72.07 |
19.07.2012 74.8235 |
3.82% | 194.25 3.74% |
72 | 5189.04 | 4266.18 | 5 | 38.85 | -0.31% 3.82% |
0/0 |
| TROW | Long | 13.07.2012 60.79 |
19.07.2012 63.3291 |
4.18% | 211.82 4.10% |
85 | 5167.15 | 4478.00 | 5 | 42.36 | -0.35% 4.18% |
0/0 |
| DLTR | Long (n-bar) | 13.07.2012 52.3 |
20.07.2012 51.4117 |
-1.70% | -91.95 -1.78% |
99 | 5177.70 | 4386.05 | 6 | -15.32 | -1.70% 2.70% |
0/0 |
| HPQ | Short | 20.07.2012 18.97 |
23.07.2012 18 |
-5.11% | 262.75 5.04% |
275 | 5216.75 | 4648.80 | 2 | 131.37 | -0.37% 5.11% |
0/0 |
| SPLS | Short | 20.07.2012 12.65 |
23.07.2012 12.16 |
-3.87% | 197.88 3.80% |
412 | 5211.80 | 4846.68 | 2 | 98.94 | -0.87% 3.87% |
0/0 |
| EIX | Long | 19.07.2012 45.77 |
24.07.2012 45.4674 |
-0.66% | -38.49 -0.74% |
114 | 5217.78 | 4808.19 | 4 | -9.62 | -0.81% 0.72% |
0/0 |
| DOW | Short | 23.07.2012 30.31 |
24.07.2012 29.81 |
-1.65% | 82.00 1.57% |
172 | 5213.32 | 4890.19 | 2 | 41.00 | -0.66% 1.81% |
0/0 |
| EXPE | Short | 23.07.2012 46.19 |
24.07.2012 45.82 |
-0.80% | 37.81 0.72% |
113 | 5219.47 | 4928.00 | 2 | 18.90 | -0.95% 3.23% |
0/0 |
| SHW | Short | 23.07.2012 129.5 |
24.07.2012 131.455 |
1.51% | -82.21 -1.59% |
40 | 5180.00 | 4845.79 | 2 | -41.10 | -1.78% 0.63% |
0/0 |
| DIS | Long | 24.07.2012 48.11 |
26.07.2012 49.619 |
3.14% | 158.97 3.06% |
108 | 5195.88 | 5004.76 | 3 | 52.99 | -0.87% 3.14% |
0/0 |
| DG | Short | 25.07.2012 50.98 |
26.07.2012 51.846 |
1.70% | -92.33 -1.78% |
102 | 5199.96 | 4912.43 | 2 | -46.17 | -1.70% 3.06% |
0/0 |
| DLTR | Short | 25.07.2012 50.35 |
26.07.2012 51.0958 |
1.48% | -81.56 -1.56% |
104 | 5236.40 | 4830.87 | 2 | -40.78 | -1.48% 0.66% |
0/0 |
| EXPE | Short | 25.07.2012 45.67 |
26.07.2012 43.56 |
-4.62% | 236.54 4.54% |
114 | 5206.38 | 5067.41 | 2 | 118.27 | -1.62% 4.62% |
0/0 |
| WEC | Long | 25.07.2012 40.68 |
26.07.2012 40.36 |
-0.79% | -44.96 -0.86% |
128 | 5207.04 | 5022.45 | 2 | -22.48 | -2.29% 0.10% |
0/0 |
| EMC | Long | 24.07.2012 24.98 |
27.07.2012 26.5183 |
6.16% | 317.50 6.08% |
209 | 5220.82 | 5339.94 | 4 | 79.37 | -2.00% 6.16% |
0/0 |
| KSU | Long | 24.07.2012 70.05 |
27.07.2012 73.7882 |
5.34% | 272.63 5.26% |
74 | 5183.70 | 5612.57 | 4 | 68.16 | -1.88% 5.34% |
0/0 |
| UTX | Long | 26.07.2012 73.29 |
27.07.2012 72.2013 |
-1.49% | -81.30 -1.56% |
71 | 5203.59 | 5531.27 | 2 | -40.65 | -1.49% 2.76% |
0/0 |
| DG | Short | 30.07.2012 50.72 |
31.07.2012 50.32 |
-0.79% | 37.60 0.71% |
104 | 5274.88 | 5568.87 | 2 | 18.80 | -1.81% 0.79% |
0/0 |
| DD | Long | 26.07.2012 48.99 |
01.08.2012 50.9132 |
3.93% | 201.79 3.85% |
107 | 5241.93 | 5770.66 | 5 | 40.36 | -1.04% 3.93% |
0/0 |
| DLTR | Short | 31.07.2012 51.2 |
01.08.2012 49.9 |
-2.54% | 129.90 2.46% |
103 | 5273.60 | 5900.56 | 2 | 64.95 | -0.37% 2.54% |
0/0 |
| GD | Short | 31.07.2012 63.2 |
01.08.2012 62.95 |
-0.40% | 16.75 0.32% |
83 | 5245.60 | 5917.31 | 2 | 8.38 | -1.19% 0.40% |
0/0 |
| ROST | Short | 31.07.2012 66.8 |
01.08.2012 65.73 |
-1.60% | 80.53 1.53% |
79 | 5277.20 | 5997.84 | 2 | 40.26 | -0.78% 1.60% |
0/0 |
| TKR | Short | 31.07.2012 36.6265 |
01.08.2012 37.9123 |
3.51% | -189.16 -3.59% |
144 | 5274.22 | 5808.69 | 2 | -94.58 | -3.51% 1.98% |
0/0 |
| LO | Long | 31.07.2012 127.99 |
02.08.2012 126.471 |
-1.19% | -66.29 -1.26% |
41 | 5247.59 | 5742.40 | 3 | -22.10 | -1.19% 0.91% |
0/0 |
| DGX | Short | 01.08.2012 58.35 |
02.08.2012 57.57 |
-1.34% | 66.20 1.26% |
90 | 5251.50 | 5808.60 | 2 | 33.10 | -2.54% 1.34% |
0/0 |
| PNC | Short | 01.08.2012 59.03 |
02.08.2012 57.8 |
-2.08% | 105.47 2.01% |
89 | 5253.67 | 5914.07 | 2 | 52.74 | -1.15% 2.08% |
0/0 |
| TROW | Long | 01.08.2012 61.29 |
02.08.2012 59.5 |
-2.92% | -157.94 -3.00% |
86 | 5270.94 | 5756.13 | 2 | -78.97 | -2.92% 0.07% |
0/0 |
| WEC | Short | 01.08.2012 40.38 |
02.08.2012 39.3521 |
-2.55% | 130.65 2.47% |
131 | 5289.78 | 5886.78 | 2 | 65.33 | -1.93% 2.55% |
0/0 |
| DAL | Short | 02.08.2012 9.35 |
03.08.2012 9.17 |
-1.93% | 97.70 1.85% |
565 | 5282.75 | 5984.48 | 2 | 48.85 | -1.28% 2.25% |
0/0 |
| EXPE | Short | 02.08.2012 55.8409 |
03.08.2012 57.3571 |
2.72% | -146.52 -2.79% |
94 | 5249.05 | 5837.96 | 2 | -73.26 | -2.72% 0.89% |
0/0 |
| SPLS | Short | 02.08.2012 12.6 |
03.08.2012 12.7785 |
1.42% | -78.78 -1.49% |
419 | 5279.40 | 5759.18 | 2 | -39.39 | -1.42% 1.59% |
0/0 |
| TIF | Short | 02.08.2012 54.47 |
03.08.2012 53.78 |
-1.27% | 62.93 1.19% |
97 | 5283.59 | 5822.11 | 2 | 31.46 | -0.22% 3.14% |
0/0 |
| UTX | Short | 02.08.2012 73.7512 |
03.08.2012 74.7329 |
1.33% | -73.70 -1.41% |
71 | 5236.34 | 5748.41 | 2 | -36.85 | -1.33% 1.56% |
0/0 |
| PSA | Long | 03.08.2012 152.29 |
06.08.2012 148.76 |
-2.32% | -124.02 -2.40% |
34 | 5177.86 | 5624.39 | 2 | -62.01 | -3.32% 0.26% |
0/0 |
| EBAY | Short | 06.08.2012 44.33 |
07.08.2012 45.1424 |
1.83% | -100.68 -1.91% |
119 | 5275.27 | 5523.71 | 2 | -50.34 | -1.83% 0.38% |
0/0 |
| ESRX | Short | 06.08.2012 56.63 |
07.08.2012 55.94 |
-1.22% | 60.17 1.14% |
93 | 5266.59 | 5583.88 | 2 | 30.09 | -1.31% 1.31% |
0/0 |
| PNRA | Short | 06.08.2012 155.21 |
07.08.2012 154.87 |
-0.22% | 7.56 0.14% |
34 | 5277.14 | 5591.44 | 2 | 3.78 | -1.33% 0.39% |
0/0 |
| PRGO | Short | 06.08.2012 115.45 |
07.08.2012 114.55 |
-0.78% | 36.50 0.70% |
45 | 5195.25 | 5627.94 | 2 | 18.25 | -0.86% 0.78% |
0/0 |
| DG | Long (n-bar) | 01.08.2012 51.38 |
08.08.2012 52.1 |
1.40% | 70.16 1.33% |
103 | 5292.14 | 5698.10 | 6 | 11.69 | -0.97% 3.09% |
0/0 |
| ED | Short | 07.08.2012 63.8702 |
08.08.2012 63.0522 |
-1.28% | 63.89 1.21% |
83 | 5301.23 | 5762.00 | 2 | 31.95 | -0.51% 1.28% |
0/0 |
| JWN | Short | 07.08.2012 54.24 |
08.08.2012 55.13 |
1.64% | -90.33 -1.72% |
97 | 5261.28 | 5671.67 | 2 | -45.17 | -2.78% 0.18% |
0/0 |
| KO | Short | 07.08.2012 40.26 |
08.08.2012 39.68 |
-1.44% | 71.98 1.36% |
131 | 5274.06 | 5743.65 | 2 | 35.99 | -0.56% 1.44% |
0/0 |
| LO | Short | 07.08.2012 125.86 |
08.08.2012 121.93 |
-3.12% | 161.06 3.05% |
42 | 5286.12 | 5904.71 | 2 | 80.53 | -0.60% 3.12% |
0/0 |
| NEE | Short | 07.08.2012 70.34 |
08.08.2012 69.45 |
-1.27% | 62.75 1.19% |
75 | 5275.50 | 5967.46 | 2 | 31.38 | -0.50% 1.27% |
0/0 |
| NI | Short | 07.08.2012 25.23 |
08.08.2012 25.07 |
-0.63% | 29.60 0.56% |
210 | 5298.30 | 5997.06 | 2 | 14.80 | -0.79% 0.63% |
0/0 |
| NU | Short | 07.08.2012 39.46 |
08.08.2012 39.15 |
-0.79% | 37.54 0.71% |
134 | 5287.64 | 6034.60 | 2 | 18.77 | -0.71% 0.79% |
0/0 |
| WEC | Short | 07.08.2012 40.04 |
08.08.2012 39.1321 |
-2.27% | 115.84 2.19% |
132 | 5285.28 | 6150.44 | 2 | 57.92 | -0.78% 2.27% |
0/0 |
| DIS | Short | 08.08.2012 49.36 |
09.08.2012 50.28 |
1.86% | -103.36 -1.94% |
108 | 5330.88 | 6047.08 | 2 | -51.68 | -2.61% 0.63% |
0/0 |
| DOW | Short | 08.08.2012 29.92 |
09.08.2012 29.82 |
-0.33% | 13.80 0.26% |
178 | 5325.76 | 6060.88 | 2 | 6.90 | -0.64% 0.33% |
0/0 |
| GWW | Short | 08.08.2012 206.693 |
09.08.2012 203.71 |
-1.44% | 70.56 1.37% |
25 | 5167.31 | 6131.44 | 2 | 35.28 | -0.24% 1.44% |
0/0 |
| DGX | Long (n-bar) | 03.08.2012 58.86 |
10.08.2012 59.47 |
1.04% | 50.29 0.96% |
89 | 5238.54 | 6181.73 | 6 | 8.38 | -0.24% 2.75% |
0/0 |
| EXPE | Long (n-bar) | 03.08.2012 57.0706 |
10.08.2012 54.3 |
-4.85% | -258.89 -4.93% |
92 | 5250.49 | 5922.84 | 6 | -43.15 | -4.85% 3.99% |
0/0 |
| PNC | Long (n-bar) | 03.08.2012 59.4 |
10.08.2012 60.73 |
2.24% | 114.37 2.16% |
89 | 5286.60 | 6037.21 | 6 | 19.06 | -0.37% 3.18% |
0/0 |
| TKR | Long (n-bar) | 03.08.2012 37.4602 |
10.08.2012 40.94 |
9.29% | 486.66 9.21% |
141 | 5281.88 | 6523.86 | 6 | 81.11 | -1.73% 9.77% |
0/0 |
| WHR | Long (n-bar) | 03.08.2012 68.71 |
10.08.2012 71.84 |
4.56% | 237.01 4.48% |
77 | 5290.67 | 6760.87 | 6 | 39.50 | -0.76% 5.60% |
0/0 |
| BBT | Long | 09.08.2012 31.69 |
10.08.2012 31.3866 |
-0.96% | -54.97 -1.03% |
168 | 5323.92 | 6705.91 | 2 | -27.48 | -0.96% 0.28% |
0/0 |
| NI | Long | 09.08.2012 25.41 |
10.08.2012 25.1733 |
-0.93% | -53.70 -1.01% |
210 | 5336.10 | 6652.21 | 2 | -26.85 | -1.06% 0.08% |
0/0 |
| VAR | Short | 09.08.2012 56.47 |
10.08.2012 55.63 |
-1.49% | 74.96 1.41% |
94 | 5308.18 | 6727.17 | 2 | 37.48 | -0.85% 1.49% |
0/0 |
| D | Long | 10.08.2012 53.77 |
13.08.2012 53.348 |
-0.78% | -45.78 -0.86% |
99 | 5323.23 | 6681.39 | 2 | -22.89 | -0.78% 0.11% |
0/0 |
| PNRA | Short | 10.08.2012 155.33 |
13.08.2012 154 |
-0.86% | 41.22 0.78% |
34 | 5281.22 | 6722.61 | 2 | 20.61 | -0.91% 0.86% |
0/0 |
| SYY | Short | 10.08.2012 28.59 |
13.08.2012 29.46 |
3.04% | -165.82 -3.12% |
186 | 5317.74 | 6556.79 | 2 | -82.91 | -3.04% 0.24% |
0/0 |
| EBAY | Long (n-bar) | 07.08.2012 45.05 |
14.08.2012 45.36 |
0.69% | 32.27 0.61% |
117 | 5270.85 | 6589.06 | 6 | 5.38 | -2.93% 2.09% |
0/0 |
| VZ | Long | 10.08.2012 44.49 |
14.08.2012 44.0987 |
-0.88% | -50.56 -0.95% |
119 | 5294.31 | 6538.51 | 3 | -16.85 | -1.24% 0.25% |
0/0 |
| BA | Long | 13.08.2012 73.9194 |
14.08.2012 73.1975 |
-0.98% | -55.98 -1.05% |
72 | 5322.20 | 6482.53 | 2 | -27.99 | -1.02% 0.09% |
0/0 |
| A | Long | 13.08.2012 40.6 |
15.08.2012 40.0234 |
-1.42% | -79.54 -1.50% |
131 | 5318.60 | 6402.99 | 3 | -26.51 | -1.42% 0.86% |
0/0 |
| DLR | Long | 13.08.2012 76.41 |
15.08.2012 75.6211 |
-1.03% | -58.43 -1.11% |
69 | 5272.29 | 6344.56 | 3 | -19.48 | -1.03% 0.29% |
0/0 |
| DHI | Long | 14.08.2012 18.35 |
15.08.2012 17.9538 |
-2.16% | -118.89 -2.23% |
290 | 5321.50 | 6225.66 | 2 | -59.45 | -2.16% 0.71% |
0/0 |
| ED | Short | 14.08.2012 63.14 |
15.08.2012 62.63 |
-0.81% | 38.84 0.73% |
84 | 5303.76 | 6264.50 | 2 | 19.42 | -0.63% 0.81% |
0/0 |
| T | Short | 14.08.2012 37.27 |
15.08.2012 36.97 |
-0.80% | 38.60 0.73% |
142 | 5292.34 | 6303.10 | 2 | 19.30 | -0.67% 0.80% |
0/0 |
| JWN | Long (n-bar) | 09.08.2012 55.62 |
16.08.2012 56.56 |
1.69% | 86.24 1.62% |
96 | 5339.52 | 6389.34 | 6 | 14.37 | -2.88% 2.12% |
0/0 |
| PCAR | Long (n-bar) | 09.08.2012 40.5194 |
16.08.2012 41.72 |
2.96% | 153.28 2.89% |
131 | 5308.04 | 6542.63 | 6 | 25.55 | -0.88% 2.96% |
0/0 |
| SBAC | Long (n-bar) | 09.08.2012 60.26 |
16.08.2012 59.5454 |
-1.19% | -66.88 -1.26% |
88 | 5302.88 | 6475.75 | 6 | -11.15 | -1.19% 2.02% |
0/0 |
| PRGO | Long | 14.08.2012 115.83 |
16.08.2012 110.79 |
-4.35% | -230.80 -4.43% |
45 | 5212.35 | 6244.95 | 3 | -76.93 | -4.35% 2.89% |
0/0 |
| EBAY | Short | 15.08.2012 45.2 |
16.08.2012 45.8948 |
1.54% | -85.29 -1.61% |
117 | 5288.40 | 6159.66 | 2 | -42.64 | -1.54% 0.55% |
0/0 |
| MRK | Short | 15.08.2012 44.23 |
16.08.2012 43.85 |
-0.86% | 41.60 0.78% |
120 | 5307.60 | 6201.26 | 2 | 20.80 | -0.34% 0.86% |
0/0 |
| NEE | Short | 15.08.2012 69.36 |
16.08.2012 69.27 |
-0.13% | 2.84 0.05% |
76 | 5271.36 | 6204.10 | 2 | 1.42 | -0.43% 0.27% |
0/0 |
| PNC | Short (n-bar) | 10.08.2012 60.47 |
17.08.2012 62.05 |
2.61% | -143.04 -2.69% |
88 | 5321.36 | 6061.06 | 6 | -23.84 | -2.61% 0.99% |
0/0 |
| GPS | Short | 16.08.2012 34.5 |
17.08.2012 35.89 |
4.03% | -218.06 -4.10% |
154 | 5313.00 | 5843.00 | 2 | -109.03 | -4.03% 3.33% |
0/0 |
| LO | Long | 16.08.2012 125.28 |
17.08.2012 129.73 |
3.55% | 182.90 3.48% |
42 | 5261.76 | 6025.90 | 2 | 91.45 | -0.47% 3.55% |
0/0 |
| GD | Long (n-bar) | 13.08.2012 63.73 |
20.08.2012 65.796 |
3.24% | 167.48 3.17% |
83 | 5289.59 | 6193.38 | 6 | 27.91 | -1.33% 3.24% |
0/0 |
| GWW | Long (n-bar) | 13.08.2012 201.03 |
20.08.2012 205.8 |
2.37% | 120.02 2.30% |
26 | 5226.78 | 6313.40 | 6 | 20.00 | -1.26% 3.34% |
0/0 |
| SM | Long (n-bar) | 13.08.2012 47.73 |
20.08.2012 47.51 |
-0.46% | -28.42 -0.54% |
111 | 5298.03 | 6284.98 | 6 | -4.74 | -2.98% 3.10% |
0/0 |
| SHW | Long | 17.08.2012 140.56 |
20.08.2012 139.126 |
-1.02% | -58.47 -1.09% |
38 | 5341.28 | 6226.50 | 2 | -29.24 | -1.02% 0.63% |
0/0 |
| OC | Long (n-bar) | 14.08.2012 30.31 |
21.08.2012 32.3841 |
6.84% | 358.96 6.77% |
175 | 5304.25 | 6585.47 | 6 | 59.83 | -2.28% 6.84% |
0/0 |
| BAC | Long | 16.08.2012 7.92 |
21.08.2012 8.25021 |
4.17% | 217.90 4.09% |
672 | 5322.24 | 6803.37 | 4 | 54.48 | -1.14% 4.17% |
0/0 |
| NEM | Long | 16.08.2012 46.78 |
21.08.2012 48.8524 |
4.43% | 230.18 4.35% |
113 | 5286.14 | 7033.55 | 4 | 57.54 | -0.49% 4.43% |
0/0 |
| DAL | Long | 20.08.2012 9.23 |
21.08.2012 9.77152 |
5.87% | 310.08 5.79% |
580 | 5353.40 | 7343.63 | 2 | 155.04 | -1.41% 5.87% |
0/0 |
| NEE | Short | 20.08.2012 69.41 |
21.08.2012 68.51 |
-1.30% | 65.30 1.22% |
77 | 5344.57 | 7408.93 | 2 | 32.65 | -0.20% 1.30% |
0/0 |
| A | Short (n-bar) | 15.08.2012 40.2 |
22.08.2012 37.46 |
-6.82% | 357.68 6.74% |
132 | 5306.40 | 7766.61 | 6 | 59.61 | -1.62% 9.08% |
0/0 |
| DD | Long | 21.08.2012 50.67 |
22.08.2012 50.14 |
-1.05% | -60.18 -1.12% |
106 | 5371.02 | 7706.43 | 2 | -30.09 | -1.05% 0.77% |
0/0 |
| DOW | Long | 21.08.2012 30.3 |
22.08.2012 30.0071 |
-0.97% | -56.14 -1.04% |
178 | 5393.40 | 7650.29 | 2 | -28.07 | -0.97% 0.79% |
0/0 |
| RRC | Long (n-bar) | 16.08.2012 67.27 |
23.08.2012 65.8905 |
-2.05% | -112.98 -2.13% |
79 | 5314.33 | 7537.31 | 6 | -18.83 | -2.05% 4.06% |
0/0 |
| EXPE | Short | 22.08.2012 51.1507 |
23.08.2012 52.2709 |
2.19% | -121.62 -2.26% |
105 | 5370.82 | 7415.69 | 2 | -60.81 | -2.19% 1.21% |
0/0 |
| KMB | Short | 22.08.2012 83.98 |
23.08.2012 83.33 |
-0.77% | 37.60 0.70% |
64 | 5374.72 | 7453.29 | 2 | 18.80 | -0.38% 0.77% |
0/0 |
| PRGO | Short | 22.08.2012 107.34 |
23.08.2012 109.058 |
1.60% | -89.90 -1.68% |
50 | 5367.00 | 7363.39 | 2 | -44.95 | -1.60% 0.38% |
0/0 |
| SBUX | Long | 23.08.2012 48.37 |
24.08.2012 47.69 |
-1.41% | -78.80 -1.48% |
110 | 5320.70 | 7284.59 | 2 | -39.40 | -1.41% 0.04% |
0/0 |
| NEM | Long | 27.08.2012 49.5 |
28.08.2012 48.8456 |
-1.32% | -74.67 -1.40% |
108 | 5346.00 | 7209.92 | 2 | -37.33 | -1.32% 0.36% |
0/0 |
| PETM | Long | 27.08.2012 71.09 |
28.08.2012 70.3676 |
-1.02% | -58.18 -1.09% |
75 | 5331.75 | 7151.74 | 2 | -29.09 | -1.02% 0.30% |
0/0 |
| RRC | Long | 27.08.2012 66.49 |
28.08.2012 65.3469 |
-1.72% | -95.45 -1.79% |
80 | 5319.20 | 7056.29 | 2 | -47.73 | -1.72% 1.35% |
0/0 |
| LO | Long | 24.08.2012 128.69 |
29.08.2012 127.424 |
-0.98% | -55.89 -1.06% |
41 | 5276.29 | 7000.40 | 4 | -13.97 | -1.12% 1.24% |
0/0 |
| WHR | Long | 27.08.2012 74.88 |
29.08.2012 73.776 |
-1.47% | -82.38 -1.55% |
71 | 5316.48 | 6918.01 | 3 | -27.46 | -1.62% 0.24% |
0/0 |
| ED | Short | 28.08.2012 61.14 |
29.08.2012 60.76 |
-0.62% | 29.06 0.55% |
87 | 5319.18 | 6947.07 | 2 | 14.53 | -0.39% 0.62% |
0/0 |
| EMC | Short | 28.08.2012 26.25 |
29.08.2012 26.6129 |
1.38% | -77.67 -1.46% |
203 | 5328.75 | 6869.40 | 2 | -38.84 | -1.45% 0.50% |
0/0 |
| GD | Short | 28.08.2012 65.35 |
29.08.2012 65.9349 |
0.90% | -51.38 -0.97% |
81 | 5293.35 | 6818.02 | 2 | -25.69 | -0.90% 0.15% |
0/0 |
| PSA | Short | 28.08.2012 142 |
29.08.2012 143.43 |
1.01% | -56.91 -1.08% |
37 | 5254.00 | 6761.11 | 2 | -28.46 | -1.15% 0.08% |
0/0 |
| SYY | Short | 28.08.2012 30.32 |
29.08.2012 30.31 |
-0.03% | -2.24 -0.04% |
176 | 5336.32 | 6758.87 | 2 | -1.12 | -0.76% 0.03% |
0/0 |
| TWX | Short | 28.08.2012 41.76 |
29.08.2012 42.1241 |
0.87% | -50.60 -0.95% |
128 | 5345.28 | 6708.27 | 2 | -25.30 | -0.87% 1.05% |
0/0 |
| PRGO | Long (n-bar) | 23.08.2012 108.59 |
30.08.2012 109.73 |
1.05% | 51.86 0.97% |
49 | 5320.91 | 6760.13 | 6 | 8.64 | -1.60% 2.67% |
0/0 |
| D | Short | 29.08.2012 53.34 |
30.08.2012 52.5 |
-1.57% | 80.00 1.50% |
100 | 5334.00 | 6840.13 | 2 | 40.00 | -0.15% 1.57% |
0/0 |
| ESRX | Long | 29.08.2012 62.07 |
30.08.2012 61.4 |
-1.08% | -61.62 -1.15% |
86 | 5338.02 | 6778.51 | 2 | -30.81 | -1.08% 0.64% |
0/0 |
| OC | Long | 29.08.2012 33.34 |
30.08.2012 32.7541 |
-1.76% | -97.75 -1.83% |
160 | 5334.40 | 6680.76 | 2 | -48.87 | -2.13% 0.18% |
0/0 |
| DF | Long (n-bar) | 24.08.2012 16.35 |
31.08.2012 16.42 |
0.43% | 18.96 0.35% |
328 | 5362.80 | 6699.72 | 6 | 3.16 | -2.02% 1.28% |
0/0 |
| BA | Short | 30.08.2012 71.05 |
31.08.2012 71.7031 |
0.92% | -52.33 -1.00% |
74 | 5257.70 | 6647.39 | 2 | -26.17 | -0.92% 0.77% |
0/0 |
| JWN | Long | 30.08.2012 58.21 |
31.08.2012 57.5813 |
-1.08% | -61.21 -1.16% |
91 | 5297.11 | 6586.18 | 2 | -30.61 | -1.24% 0.40% |
0/0 |
| KR | Short | 30.08.2012 22.09 |
31.08.2012 22.3 |
0.95% | -54.61 -1.03% |
241 | 5323.69 | 6531.57 | 2 | -27.31 | -0.95% 0.27% |
0/0 |
| NI | Short | 30.08.2012 24.24 |
31.08.2012 24.4084 |
0.69% | -40.89 -0.77% |
219 | 5308.56 | 6490.68 | 2 | -20.44 | -0.69% 0.08% |
0/0 |
| TIF | Open Long | 27.08.2012 61.69 |
31.08.2012 61.95 |
0.42% | 18.36 0.35% |
86 | 5305.34 | 6509.04 | 6 | 3.06 | -0.11% 2.48% |
0/0 |
| GPS | Open Short | 28.08.2012 34.99 |
31.08.2012 35.82 |
2.37% | -130.99 -2.45% |
153 | 5353.47 | 6378.05 | 5 | -26.20 | -4.60% 0.26% |
0/0 |
| PETM | Open Short | 28.08.2012 70.72 |
31.08.2012 70.92 |
0.28% | -19.00 -0.36% |
75 | 5304.00 | 6359.05 | 5 | -3.80 | -0.59% 0.58% |
0/0 |
| GD | Open Long | 29.08.2012 65.99 |
31.08.2012 65.51 |
-0.73% | -42.40 -0.80% |
80 | 5279.20 | 6316.65 | 4 | -10.60 | -1.83% 0.30% |
0/0 |
| SHW | Open Long | 29.08.2012 143.13 |
31.08.2012 143.08 |
-0.03% | -5.85 -0.11% |
37 | 5295.81 | 6310.80 | 4 | -1.46 | -0.79% 1.24% |
0/0 |
| WHR | Open Short | 29.08.2012 73.78 |
31.08.2012 75.46 |
2.28% | -124.96 -2.35% |
72 | 5312.16 | 6185.84 | 4 | -31.24 | -3.66% 0.57% |
0/0 |
| DHI | Open Long | 30.08.2012 18.9 |
31.08.2012 18.99 |
0.48% | 21.29 0.40% |
281 | 5310.90 | 6207.13 | 3 | 7.10 | -2.33% 1.59% |
0/0 |
| ESRX | Open Short | 30.08.2012 61.4 |
31.08.2012 62.62 |
1.99% | -108.92 -2.06% |
86 | 5280.40 | 6098.21 | 3 | -36.31 | -2.28% 0.41% |
0/0 |
| BBT | Open Long | 31.08.2012 31.77 |
31.08.2012 31.54 |
-0.72% | -42.18 -0.80% |
166 | 5273.82 | 6056.03 | 2 | -21.09 | -1.04% 0.09% |
0/0 |
| SYY | Open Long | 31.08.2012 30.44 |
31.08.2012 30.3 |
-0.46% | -28.36 -0.54% |
174 | 5296.56 | 6027.67 | 2 | -14.18 | -0.89% 0.13% |
0/0 |