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7.7.10 Trading: Market Neutral Strategy

What a day!…After the market opened up I had anticipated a contraction mid day… was completely off and held on to 3 losing positions until late afternoon which then I reversed my shorts to buys and regained the loss of the day and then some in the last hour. Goog, isrg and fslr were down .95,.73,.73%. Closed those three positions at 3pm and went long; isrg,fslr,nflx regaining .56,.57,2.96%. Also went long EUR today. Closed the day 50% long 35% short and 15% in cash.  Tomorrow will be one full month of trading. 

KEEP IN MIND: Peak earnings season is two weeks away. Most of the S&P1500 reports between July 13 and Aug 16.

 

In Out Ticker L/SS Q PP  Net

4%

ML MP  Net G/L %
                         

6/25

  azo L

51

196.13

       10,000

4%

7.85

197.11

       10,050

50

0.50%

7/1

  do L

158

63.14

       10,000

4%

2.53

64.26

       10,177

177

1.77%

7/1

  aro L

332

30.10

       10,000

4%

1.20

30.31

       10,070

70

0.70%

7/7

  EUR L

7958

1.26

       10,000

4%

0.05

1.27

       10,068

68

0.68%

7/7

  crr L

127

78.88

       10,000

4%

3.16

79.05

       10,022

22

0.22%

                   50,000              50,387

387

 
                         

6/11

  atk SS

75

66.62

          5,000

5%

3.33

62.33

          4,678

322

6.44%

6/24

  wag SS

359

27.88

       10,000

4%

1.12

27.15

          9,738

262

2.62%

7/7

  arcl SS

889

11.25

       10,000

4%

0.45

11.31

       10,053

-53

-0.53%

7/7

  hott SS

2101

4.76

       10,000

4%

0.19

4.84

       10,168

-168

-1.68%

                         
                   35,000              34,638

362

 
                         
                   85,000              85,750            750  
                         
Closed Positions                        
long                        

6/10

7/1

gdx L

99

50.63

          5,000

5%

2.53

50.64

          5,001

1

0.02%

6/30

7/1

ctrp L

257

38.90

       10,000

4%

1.56

37.34

          9,599

-401

-4.01%

7/1

7/6

f L

964

10.37

       10,000

4%

0.41

10.40

       10,029

29

0.29%

7/1

7/6

bj L

241

41.56

       10,000

4%

1.66

43.39

       10,440

440

4.40%

7/6

7/6

idt L

702

14.24

       10,000

4%

0.57

14.39

       10,105

105

1.05%

7/7

7/7

isrg L

31

320.42

       10,000

4%

12.82

322.22

       10,056

56

0.56%

7/7

7/7

fslr L

78

127.75

       10,000

4%

5.11

128.48

       10,057

57

0.57%

7/7

7/7

nflx L

87

115.08

       10,000

4%

4.60

118.49

       10,296

296

2.96%

short                        

6/30

7/1

isle SS

1057

9.46

       10,000

4%

0.38

10.20

       10,782

-782

-7.82%

6/29

7/1

nflx SS

88

114.10

       10,000

4%

4.56

110.29

          9,666

334

3.34%

6/30

7/1

bks SS

759

13.17

       10,000

4%

0.53

13.32

       10,114

-114

-1.14%

7/1

7/1

amzn SS

92

108.61

       10,000

4%

4.34

110.89

       10,210

-210

-2.10%

6/8

7/1

tlb SS

395

12.67

          5,000

5%

0.63

10.55

          4,163

837

16.73%

7/1

7/1

lulu SS

278

36.00

       10,000

4%

1.44

37.44

       10,400

-400

-4.00%

7/1

7/2

isrg SS

32

311.00

       10,000

4%

12.44

308.51

          9,920

80

0.80%

7/1

7/2

pcln SS

56

178.42

       10,000

4%

7.14

176.97

          9,919

81

0.81%

6/24

7/2

rht SS

318

31.46

       10,000

4%

1.26

29.08

          9,243

757

7.57%

7/6

7/6

nflx SS

90

110.71

       10,000

4%

4.43

110.00

          9,936

64

0.64%

7/6

7/6

aapl SS

40

251.55

       10,000

4%

10.06

250.65

          9,964

36

0.36%

7/6

7/6

pcln SS

55

181.78

       10,000

4%

7.27

179.90

          9,897

103

1.03%

7/6

7/6

isrg SS

32

315.77

       10,000

4%

12.63

313.72

          9,935

65

0.65%

7/6

7/6

idt SS

694

14.40

       10,000

4%

0.58

14.31

          9,938

63

0.63%

7/7

7/7

goog SS

23

441.17

       10,000

4%

17.65

445.37

       10,095

-95

-0.95%

7/7

7/7

isrg SS

31

318.00

       10,000

4%

12.72

320.31

       10,073

-73

-0.73%

7/7

7/7

fslr SS

79

126.85

       10,000

4%

5.07

127.78

       10,073

-73

-0.73%

                     

1382

 
                            2,132  

 

 

6/25

6/28

6/29

6/30

7/1

7/2

7/6

7/7

 

1516

1639

1929

3103

1739

1646

          1,863

2132

 
 

123

290

1174

-1364

-93

217

269