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忙着搞外汇系统,好几个星期没来了。总结以下到10月20日的成绩:

superquant (superquant)
LONG AN: OPEN 17.28, CLOSE 20.56, UP 18.98%
SHORT GPS: OPEN 20.97, CLOSE 22.6, UP 7.77%
NET RETURN: 11.20%

LONG AN: OPEN 17.28, CLOSE 20.56, UP 18.98%
SHORT PSS: OPEN 17.09, CLOSE 21.33, UP 24.8%
NET RETURN: -5.8%

LONG Y: OPEN 259.78, CLOSE 250.89, DOWN 3.4%
SHORT AJG: OPEN 23.84, CLOSE 24.05, UP 0.88%
NET RETURN: -4.3%

LONG Y: OPEN 259.78, CLOSE 250.89, DOWN 3.4%
SHORT MBI: OPEN 6.98, CLOSE 5.26, DOWN 24.6%
NET RETURN: 21.21%

LONG INTU: OPEN 27.67, CLOSE 29.62, UP 7%
SHORT JKHY: OPEN 23.13, CLOSE 24.24, UP 4.78%
NET RETURN: 2.2%

WIN RATIO: 60%
AVERAGE RETURN: 5% in 12 trading days
(#113406@43)
2009-10-21
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