Wednesday, February 8, 2012

08-Feb-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 16.12 1.13 BUY
ACAS Investment Services LONG 8.55 0.59 HOLD
ACHN Major Drugs SHORT 9.98 -3.85 SHORT
ARIA Biotechnology and Drugs SHORT 15.22 -3.18 HOLD
BBW Retail (Specialty) LONG 8.58 3.00 HOLD
CASC Auto and Truck Parts LONG 58.63 1.45 SELL
CET Misc. Financial Services LONG 21.95 0.68 BUY
CVV Semiconductors LONG 15.37 -1.79 SELL
DUSA Biotechnology and Drugs LONG 5.02 -1.38 HOLD
HGG Retail (Technology) LONG 11.34 7.08 HOLD
HITK Biotechnology and Drugs LONG 39.99 0.45 HOLD
HNR Oil and Gas Operations LONG 7.01 -2.23 HOLD
HOFT Furniture and Fixtures LONG 13.00 0.78 HOLD
ITT Misc. Capital Goods LONG 22.60 -0.48 BUY
JRN Printing and Publishing LONG 5.27 0.19 SELL
JST Electronic Instr. and Controls LONG 8.89 1.25 HOLD
KIRK Retail (Specialty) LONG 16.80 1.82 HOLD
MIND Oil Well Services and Equipment LONG 23.49 2.44 HOLD
PCYC Biotechnology and Drugs SHORT 17.99 -3.12 SHORT
RIMM Communications Equipment LONG 16.49 -1.32 HOLD
REX Chemical Manufacturing LONG 27.60 2.64 HOLD
RTEC Semiconductors LONG 10.77 1.22 HOLD
SENEA Food Processing LONG 27.63 -1.14 HOLD
SPY Misc. Financial Services SHORT 135.19 0.30 COVER
VDSI Software and Programming LONG 9.21 1.32 SELL
VWO Misc. Financial Services SHORT 44.23 0.77 HOLD
XRTX Computer Storage Devices LONG 17.11 1.06 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.92
SHORTS -0.70
TOTAL 1.62
S&P 500 0.30
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -2.62 3.88 -17.53 -0.73 -0.16
S&P 500 4.26 5.21 -18.61 0.88 0.25

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