Monday, June 13, 2011

13-Jun-2011 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AZN Biotechnology and Drugs LONG 50.51 0.46 HOLD
CBR Software and Programming LONG 5.15 0.59 HOLD
CQB Crops LONG 12.49 0.40 HOLD
CROX Footwear LONG 21.93 1.34 HOLD
CVI Oil and Gas Operations LONG 21.46 2.53 HOLD
DEST Retail (Apparel) LONG 16.58 2.60 HOLD
DIOD Semiconductors LONG 22.98 -2.67 HOLD
FRED Retail (Department and Discount) LONG 13.93 0.51 SELL
JJSF Food Processing LONG 46.78 -0.11 HOLD
LTXC Semiconductors LONG 8.55 1.18 HOLD
LYTS Furniture and Fixtures LONG 7.60 1.88 HOLD
MDF Healthcare Facilities LONG 4.77 3.70 HOLD
MPR Misc. Capital Goods LONG 9.77 -1.71 HOLD
RCKY Footwear LONG 10.97 -0.54 HOLD
RSYS Computer Hardware LONG 7.66 -3.65 HOLD
SOL Semiconductors LONG 5.32 1.53 BUY
SPA LONG 9.35 -1.99 HOLD
SPY Misc. Financial Services SHORT 127.70 0.08 HOLD
STMP Retail (Catalog and Mail Order) LONG 12.30 1.99 HOLD
SWM Paper and Paper Products LONG 50.60 -1.90 HOLD
TICC Misc. Financial Services LONG 10.05 -0.30 HOLD
WSTL Communications Equipment LONG 3.59 0.00 HOLD
ZEUS Misc. Fabricated Products LONG 25.37 -2.87 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.07
SHORTS 0.08
TOTAL -0.01
S&P 500 0.07
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO
Portfolio 0.36 1.07 -2.78 0.34
S&P 500 -3.65 2.29 -4.78 -1.60

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