Wednesday, August 10, 2011

10-Aug-2011 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto and Truck Manufacturers LONG 12.80 -6.36 HOLD
AXTI Semiconductors LONG 8.00 -1.48 HOLD
BGFV Retail (Specialty) LONG 7.05 -6.99 HOLD
CRY Medical Equipment and Supplies LONG 4.96 -8.82 HOLD
DIOD Semiconductors LONG 19.56 -1.11 HOLD
GIL Apparel/Accessories LONG 25.78 -2.35 HOLD
HURC Scientific and Technical Instr. LONG 24.64 -7.02 HOLD
KTEC Misc. Capital Goods LONG 15.40 -3.27 HOLD
LDL Misc. Capital Goods LONG 9.29 -12.28 HOLD
MASC Misc. Fabricated Products LONG 6.61 -1.78 HOLD
PACR Misc. Transportation LONG 4.17 -10.13 HOLD
RCKY Footwear LONG 11.03 0.27 HOLD
RIMG Computer Peripherals LONG 12.86 -6.88 HOLD
RSYS Computer Hardware LONG 7.62 -4.15 HOLD
SFE Business Services LONG 13.35 -9.37 HOLD
SGK Printing Services LONG 10.83 -10.94 HOLD
SOL Semiconductors LONG 3.23 2.54 HOLD
SPY Misc. Financial Services SHORT 112.29 -4.42 HOLD
SWIR Communications Equipment LONG 7.47 -2.61 HOLD
SYX Retail (Catalog and Mail Order) LONG 12.96 -8.92 HOLD
TESS Communications Equipment LONG 14.89 0.95 HOLD
TICC Misc. Financial Services LONG 8.25 -6.78 HOLD
TSEM Semiconductors LONG 0.80 -8.05 HOLD
UFI Textiles - Non Apparel LONG 10.63 -11.34 HOLD
TODAY SUMMARY GAINS(%)
LONGS -5.52
SHORTS -4.42
TOTAL -1.10
S&P 500 -4.42
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -0.38 1.63 -6.76 -0.54 -0.13
S&P 500 -14.39 4.49 -17.31 -6.79 -1.76

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