Thursday, September 17, 2009

Update on portfolio

Total Position: Aprox. 1.5-to-1 net-long, considering hedges; 95% invested (pure-longs amnt to 59%)

Currently Long (according to size): SNDA (6.9%), NEU (5.6%), CTSH (5.6%), CYOU 5.5%), RKT (5.4%), ULTA (5.3%), CFSG (5.2%), CLW (5.1%), JDAS (4.2%), ININ (3.9%), SWI (3.4%), FNSR (2.6%)

Currently Short (according to size):
-SDS-long (SP500 Dbl-short; (12% position)
-FLEX (7%), new Cramer feature-pump (1-3 day trade)
-NITE (6%) newer Cramer fade (1-3 day trade)
(Note: inverse-ETF SKF represents being dbl-short the respective index).
-Also Long-UUP here (12.1%); which due to inverse correlation with equity mkts defines this as an equity hedge.

Futures Accounts:
-20% Dec BR Pound short, from 1.6497
-20% Dec SP500 short, from 163.50

No comments: