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6.30.10 Trading: Market Neutral Strategy

Portfolio closed +1174 points (YTD +3103), majority of gain today came from idt which was purchased 6.29.10 and sold 6.30.10 for a 20.3% profit. 7 trades executed today, 4 closeout trades and 3 open trades, the close out trades are at the bottom of the page under closed positions.
 

In Out Ticker L/SS Q PP  Net  5% NTS MP  Net  G/L %
6/8 gild L 150 33.33     5,000 5% 34.64 34.28     5,143 143 3%
6/10 gdx L 99 50.63     5,000 5% 50.64 51.96     5,131 131 3%
6/25 azo L 51 196.13  10,000 4% 188.28 193.22     9,852 -148 -1%
6/30 ctrp L 257 38.90  10,000 4% 37.56     9,656 -344 -3%
 30,000  29,781 -219
6/8 tlb SS 395 12.67     5,000 5% 10.55 10.31     4,069 931 19%
6/11 atk SS 75 66.62     5,000 5% 65.89 62.06     4,658 342 7%
6/24 rht SS 318 31.46  10,000 4% 30.60 28.94     9,199 801 8%
6/24 wag SS 359 27.88  10,000 4% 27.55 26.70     9,577 423 4%
6/29 nflx SS 88 114.10  10,000 4% 114.33 108.65     9,522 478 5%
6/30 bks SS 759 13.17  10,000 4% 12.90     9,795 205 2%
6/30 isle SS 1057 9.46  10,000 4% 9.26     9,789 211 2%
 60,000  56,608 3392
 90,000  93,173  3,173
Closed Positions
long
6/8 6/16 hsy L 100 49.93     5,000 5% 47.73 49.89     4,996 -4 0%
6/11 6/21 lulu L 125 40.10     5,000 5% 43.70 43.70     5,449 449 9%
6/11 6/22 nflx L 42 119.25     5,000 5% 118.57 118.57     4,971 -29 -1%
6/16 6/22 cmg L 33 153.40     5,000 5% 145.73     4,750 -250 -5%
6/11 6/24 deck L 32 157.47     5,000 5% 157.70 157.70     5,007 7 0%
6/9 6/24 L 1295 3.86     5,000 5% 3.82 3.82     4,948 -52 -1%
6/8 6/24 goog L 10 481.87     5,000 5% 476.00 476.00     4,939 -61 -1%
6/15 6/24 fslr L 44 113.78     5,000 5% 117.33 117.33     5,156 156 3%
6/16 6/24 pcln L 25 197.78     5,000 5% 187.89     4,750 -250 -5%
6/9 6/25 rost L 89 56.40     5,000 5% 54.58 54.51     4,832 -168 -3%
6/8 6/29 aapl L 20 248.86     5,000 5% 259.35 259.35     5,211 211 4%
6/24 6/29 mga L 144 69.30  10,000 4% 66.75 66.75     9,632 -368 -4%
6/29 6/30 wina L 294 34.05  10,000 4% 32.76 34.12  10,021 21 0%
6/29 6/30 idt L 861 11.61  10,000 4% 13.08 13.08  11,266 1266 13%
short
6/8 6/9 rig SS 111 45.05     5,000 5%     5,250 -250 -5%
6/8 6/9 fslr SS 49 101.40     5,000 5%     5,250 -250 -5%
6/8 6/9 ote SS 1488 3.36     5,000 5%     5,250 -250 -5%
6/8 6/15 amzn SS 43 117.50     5,000 5%     5,250 -250 -5%
6/8 6/15 pcln SS 28 176.89     5,000 5%     5,274 -274 -5%
6/9 6/18 tklc SS 368 13.57     5,000 5%     5,250 -250 -5%
6/10 6/18 gs SS 38 132.74     5,000 5%     5,250 -250 -5%
6/9 6/21 aubn SS 285 17.57     5,000 5%     5,250 -250 -5%
6/15 6/24 vxx SS 182 27.41     5,000 5% 25.97 25.97     4,737 263 5%
6/8 6/24 pby SS 538 9.29     5,000 5% 9.27     4,989 11 0%
6/29 6/29 ostk SS 524 19.09  10,000 4% 19.27 18.75     9,822 178 2%
6/8 6/30 bp SS 142 35.28     5,000 5% 28.40 28.40     4,025 975 20%
6/30 6/30 vxx SS 337 29.66  10,000 4% 30.85  10,401 -401 -4%
-70
 3,103
6/25 6/28 6/29 6/30
1516 1639 1929 3103
123 290 1174