Wednesday, June 8, 2011

08-Jun-2011 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AZN Biotechnology and Drugs LONG 51.66 -0.88 HOLD
CBR Software and Programming LONG 5.32 -3.45 HOLD
CQB Crops LONG 12.96 -1.89 HOLD
CROX Footwear LONG 21.40 -1.97 HOLD
CVI Oil and Gas Operations LONG 20.68 -1.15 HOLD
DEST Retail (Apparel) LONG 16.25 -3.45 HOLD
DIOD Semiconductors LONG 27.47 -2.00 HOLD
FRED Retail (Department and Discount) LONG 13.99 -1.62 HOLD
IXYS Semiconductors LONG 13.15 0.23 HOLD
JJSF Food Processing LONG 48.60 0.62 HOLD
LTXC Semiconductors LONG 8.55 -0.47 HOLD
LYTS Furniture and Fixtures LONG 7.31 0.27 HOLD
MDF Healthcare Facilities LONG 4.60 -0.86 HOLD
RSYS Computer Hardware LONG 8.11 0.12 HOLD
SOLR Semiconductors LONG 12.36 -3.93 HOLD
SPA LONG 9.35 -2.09 HOLD
SPY Misc. Financial Services SHORT 128.42 -0.42 HOLD
STMP Retail (Catalog and Mail Order) LONG 11.88 -1.66 HOLD
SWM Paper and Paper Products LONG 51.85 0.68 HOLD
TICC Misc. Financial Services LONG 9.93 -0.90 HOLD
WSTL Communications Equipment LONG 3.59 -0.55 HOLD
ZEUS Misc. Fabricated Products LONG 27.50 -0.76 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.22
SHORTS -0.42
TOTAL -0.80
S&P 500 -0.42
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO
Portfolio 1.15 0.86 -2.35 1.34
S&P 500 -3.07 0.76 -4.78 -4.04

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