HFT SHEET FOR WEBSITE FEB 2023 : HFT Ideas – Open
1 | Hedge Fund Telemetry – OPEN TRADES | ||||||||||||||||||||||||||||||||||||
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2 | Summary Trade Stats – Open Trades | Count | Winning Trades | % Winning Trades | Losing Trades | % Losing Trades | Current $ Value | % of Current Value of Portfolio | $ P/L | Average % P/L | Average Days Out | HFT YTD (2024) Performance | HFT Performance Since Inception | ||||||||||||||||||||||||
3 | Longs (Open) | 6 | 3 | 50% | 3 | 50% | 391,265 | 22.7% | (53,135) | (7.33%) | 330 | (0.81%) | +72.17% | ||||||||||||||||||||||||
4 | Shorts (Open) | 13 | 3 | 23% | 10 | 77% | 965,463 | 56.1% | (7,831) | (0.97%) | 227 | SPX YTD (2024) | SPX Inception | ||||||||||||||||||||||||
5 | Total (Open) | 19 | 6 | 32% | 13 | 68% | 1,356,727 | 78.8% | (60,966) | (2.98%) | 260 | +6.92% | +56.83% | ||||||||||||||||||||||||
6 | Net Exposure | (574,198) | (33.4%) | ||||||||||||||||||||||||||||||||||
7 | Current Cash Available | 365,000 | 21.2% | Current Value of Portfolio | 1,721,727 | 4/28/2024 | |||||||||||||||||||||||||||||||
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9 | Symbol | Issue | Position | Initiation Date | Initial Weight of Portfolio (%) | Shares | Avg Entry Price | Last Price | Initial $ Amount | Current $ Value | P & L $ | P & L % | Calendar Days Out | Stop (Red=Hit Ylw=0.5%) | Current Weight of Portfolio (%) | ||||||||||||||||||||||
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11 | PARA | Paramount Global Class B | Long | 11/30/21 | 7.5% | 7,500 | 16.00 | 11.91 | 120,000 | 89,325 | (30,675) | (25.6%) | 880 | 0.00 | 5.2% | ||||||||||||||||||||||
12 | REKR | Rekor Systems Inc | Long | 01/04/22 | 7.5% | 40,000 | 2.35 | 1.79 | 94,000 | 71,600 | (22,400) | (23.8%) | 845 | 0.00 | 4.2% | ||||||||||||||||||||||
13 | BABA | Alibaba Group Holding Ltd – ADR | Long | 12/01/23 | 5.0% | 1,125 | 72.92 | 75.55 | 82,035 | 84,994 | 2,959 | 3.6% | 149 | 65.00 | 4.8% | ||||||||||||||||||||||
14 | BIDU | Baidu Inc | Long | 02/16/24 | 5.0% | 750 | 108.70 | 100.52 | 81,525 | 75,390 | (6,135) | (7.5%) | 72 | 90.00 | 4.7% | ||||||||||||||||||||||
15 | KWEB | KraneShares CSI China Internet ETF | Long | 04/01/24 | 2.0% | 1,250 | 26.79 | 28.80 | 33,488 | 36,000 | 2,513 | 7.5% | 27 | 24.00 | 1.9% | ||||||||||||||||||||||
16 | JWN | Nordstrom Inc | Long | 04/22/24 | 2.0% | 1,775 | 18.79 | 19.13 | 33,352 | 33,956 | 604 | 1.8% | 6 | 17.85 | 1.9% | ||||||||||||||||||||||
17 | UNP | Union Pacific Corp | Short | 04/23/24 | 2.0% | 150 | 237.23 | 242.79 | 35,585 | 34,751 | (834) | (2.3%) | 5 | 249.09 | 2.1% | ||||||||||||||||||||||
18 | GM | General Motors Co | Short | 04/23/24 | 2.0% | 750 | 45.40 | 45.84 | 34,050 | 33,720 | (330) | (1.0%) | 5 | 47.67 | 2.0% | ||||||||||||||||||||||
19 | IBIT | iShares Bitcoin Trust | Short | 04/09/24 | 2.0% | 875 | 39.20 | 36.32 | 34,300 | 36,820 | 2,520 | 7.3% | 19 | 41.16 | 2.0% | ||||||||||||||||||||||
20 | XLI | Industrial Select Sector SPDR Fund | Short | 03/28/24 | 2.0% | 275 | 125.95 | 122.66 | 34,636 | 35,541 | 905 | 2.6% | 31 | 132.25 | 2.0% | ||||||||||||||||||||||
21 | SMH | VanEck Semiconductor ETF | Short | 01/22/24 | 5.0% | 500 | 201.94 | 217.64 | 100,970 | 93,120 | (7,850) | (7.8%) | 97 | 230.00 | 5.9% | ||||||||||||||||||||||
22 | VTI | Vanguard Total Stock Market Index Fund ETF | Short | 12/29/23 | 3.0% | 225 | 237.05 | 251.78 | 53,336 | 50,022 | (3,314) | (6.2%) | 121 | 255.00 | 3.1% | ||||||||||||||||||||||
23 | DIA | SPDR Dow Jones Industrial Average ETF Trust | Short | 12/14/23 | 4.0% | 200 | 372.80 | 382.31 | 74,560 | 72,658 | (1,902) | (2.6%) | 136 | 391.44 | 4.3% | ||||||||||||||||||||||
24 | MGK | Vanguard Mega Cap Growth Index Fund ETF | Short | 11/29/23 | 5.0% | 350 | 268.02 | 277.92 | 93,807 | 90,342 | (3,465) | (3.7%) | 151 | 290.00 | 5.4% | ||||||||||||||||||||||
25 | XLY | Consumer Discretionary Select Sector SPDR Fund | Short | 10/04/23 | 5.0% | 550 | 159.75 | 175.91 | 87,863 | 78,975 | (8,888) | (10.1%) | 207 | 185.00 | 5.1% | ||||||||||||||||||||||
26 | ARKK | ARK Innovation ETF | Short | 05/10/23 | 5.0% | 2,500 | 40.58 | 44.07 | 101,450 | 92,725 | (8,725) | (8.6%) | 354 | 55.00 | 5.9% | ||||||||||||||||||||||
27 | AAPL | Apple Inc | Short | 02/21/23 | 5.0% | 500 | 166.99 | 169.30 | 83,495 | 82,340 | (1,155) | (1.4%) | 432 | 190.00 | 4.8% | ||||||||||||||||||||||
28 | XLK | Technology Select Sector SPDR Fund | Short | 02/09/23 | 5.0% | 650 | 183.88 | 199.83 | 119,522 | 109,155 | (10,368) | (8.7%) | 444 | 215.00 | 6.9% | ||||||||||||||||||||||
29 | TSLA | Tesla Inc | Short | 09/16/21 | 5.0% | 500 | 239.44 | 168.29 | 119,720 | 155,295 | 35,575 | 29.7% | 955 | 250.00 | 9.0% | ||||||||||||||||||||||
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32 | Recently Closed Trades: | ||||||||||||||||||||||||||||||||||||
33 | Symbol | Issue | Position | Initiation Date | Initial Weight of Portfolio (%) | Shares | Avg Entry Price | Closing Price | Initial $ Amount | Closing $ Value | P & L $ | P & L % | Closed Date | Days Out | |||||||||||||||||||||||
34 | INTC | Intel Corp | Long | 04/25/24 | 2.0% | 925 | 35.05 | 31.77 | 32,421 | 29,387 | (3,034) | (9.4%) | 4/26/24 | 1 | |||||||||||||||||||||||
35 | MHK | Mohawk Industries Inc | Short | 04/25/24 | 1.0% | 150 | 109.88 | 117.76 | 16,482 | 15,300 | (1,182) | (7.2%) | 4/27/24 | 2 | |||||||||||||||||||||||
36 | FXI | iShares China Large-Cap ETF | Long | 12/04/23 | 3.0% | 2,100 | 24.32 | 25.82 | 51,072 | 54,222 | 3,150 | 6.2% | 4/26/24 | 144 | |||||||||||||||||||||||
37 | RIG | Transocean LTD | Long | 02/16/24 | 1.0% | 3,375 | 4.92 | 5.90 | 16,605 | 19,913 | 3,308 | 19.9% | 4/27/24 | 71 | |||||||||||||||||||||||
38 | DBC | Invesco DB Commodity Index Tracking Fund | Long | 03/04/24 | 2.0% | 1,500 | 22.64 | 23.68 | 33,960 | 35,520 | 1,560 | 4.6% | 4/28/24 | 55 | |||||||||||||||||||||||
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