Tuesday, August 21, 2012

21-Aug-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ANDE Crops LONG 39.90 1.84 HOLD
BAC SandLs/Savings Banks SHORT 8.19 0.49 HOLD
BAS Oil Well Services and Equipment LONG 12.19 0.91 HOLD
BBT Regional Banks SHORT 31.66 -0.60 HOLD
BOKF Regional Banks SHORT 58.18 -0.51 HOLD
BX Investment Services SHORT 13.66 0.00 HOLD
CEF Misc. Financial Services SHORT 20.52 1.43 HOLD
CET Misc. Financial Services SHORT 20.26 0.25 HOLD
CORE Retail (Grocery) LONG 46.51 -1.71 HOLD
CPLA Schools LONG 34.05 2.25 HOLD
CSE Regional Banks SHORT 6.93 1.32 HOLD
ESI Schools LONG 33.13 2.06 HOLD
EVV Misc. Financial Services SHORT 16.58 -0.30 HOLD
FCNCA Regional Banks SHORT 166.80 0.35 HOLD
FRED Retail (Department and Discount) LONG 15.38 -2.66 HOLD
GBX Railroads LONG 15.86 0.19 HOLD
GDX Misc. Financial Services SHORT 46.38 1.67 HOLD
HBC Regional Banks SHORT 44.62 0.50 HOLD
ISBC SandLs/Savings Banks SHORT 16.91 0.89 HOLD
JBT Misc. Capital Goods LONG 16.45 -2.03 HOLD
JPM Money Center Banks SHORT 38.04 1.79 HOLD
KELYA Business Services LONG 12.90 -0.77 HOLD
KMR Oil Well Services and Equipment SHORT 74.10 -0.18 HOLD
KOP Chemical Manufacturing LONG 31.94 -1.72 HOLD
KRNY SandLs/Savings Banks SHORT 9.72 1.36 HOLD
LAD Retail (Specialty) LONG 28.69 -1.68 HOLD
NFP Investment Services LONG 15.22 -1.04 HOLD
NJR Natural Gas Utilities LONG 45.90 -0.28 HOLD
NLY Misc. Financial Services SHORT 16.96 -0.70 HOLD
NP Paper and Paper Products LONG 28.48 0.49 HOLD
NR Oil Well Services and Equipment LONG 7.22 2.56 HOLD
OMX Office Supplies LONG 5.50 -1.43 HOLD
RIG Oil Well Services and Equipment SHORT 49.13 -0.18 HOLD
RUSHA Retail (Specialty) LONG 18.11 0.61 HOLD
SONC Restaurants LONG 9.77 1.56 HOLD
STI Regional Banks SHORT 25.28 -0.67 HOLD
STRA Schools LONG 69.61 -0.57 HOLD
TEN Auto and Truck Parts LONG 31.67 0.48 HOLD
TFSL SandLs/Savings Banks SHORT 8.72 0.58 HOLD
TKC Communications Services SHORT 14.02 0.57 HOLD
USB Regional Banks SHORT 33.03 -0.60 HOLD
USTR Office Supplies LONG 24.89 -0.96 HOLD
VQ Oil and Gas Operations LONG 10.61 0.66 HOLD
WFC Regional Banks SHORT 34.38 0.91 HOLD
XTXI Oil Well Services and Equipment LONG 12.92 -1.97 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.14
SHORTS 0.38
TOTAL -0.52
S&P 500 -0.30
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -35.27 5.34 -39.30 -4.80 -0.65
S&P 500 10.37 5.08 -18.60 1.37 0.37

No comments:

Post a Comment