Tuesday, September 18, 2012

18-Sep-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ANDE Crops LONG 38.70 -2.76 HOLD
BAC SandLs/Savings Banks SHORT 9.23 -0.75 HOLD
BAS Oil Well Services and Equipment LONG 12.64 -3.44 HOLD
BBT Regional Banks SHORT 33.46 -0.33 HOLD
BOKF Regional Banks SHORT 59.12 0.66 HOLD
BX Investment Services SHORT 15.23 1.87 HOLD
CEC Restaurants LONG 30.92 -0.19 HOLD
CEF Misc. Financial Services SHORT 23.65 1.07 HOLD
CET Misc. Financial Services SHORT 20.52 0.00 HOLD
CORE Retail (Grocery) LONG 47.17 1.11 HOLD
CPLA Schools LONG 35.28 -0.93 HOLD
CSE Regional Banks SHORT 7.52 0.67 HOLD
DUK Electric Utilities SHORT 63.16 -1.53 HOLD
ESI Schools LONG 39.77 2.82 HOLD
EVV Misc. Financial Services SHORT 16.70 0.85 HOLD
FCNCA Regional Banks SHORT 167.60 -0.27 HOLD
FRED Retail (Department and Discount) LONG 14.37 0.00 HOLD
GBX Railroads LONG 17.89 -1.05 HOLD
HBC Regional Banks SHORT 47.07 -0.51 HOLD
HCBK SandLs/Savings Banks SHORT 7.86 -0.25 HOLD
IAU Misc. Financial Services SHORT 17.25 0.82 HOLD
ISBC SandLs/Savings Banks SHORT 17.59 -0.45 HOLD
JBT Misc. Capital Goods LONG 17.18 0.53 HOLD
JPM Money Center Banks SHORT 41.26 0.17 HOLD
KELYA Business Services LONG 12.94 -4.71 HOLD
KMR Oil Well Services and Equipment SHORT 75.01 -0.52 HOLD
KOP Chemical Manufacturing LONG 36.92 0.22 HOLD
KRNY SandLs/Savings Banks SHORT 9.93 0.00 HOLD
LAD Retail (Specialty) LONG 31.56 -2.71 HOLD
NJR Natural Gas Utilities LONG 46.37 0.91 HOLD
NLY Misc. Financial Services SHORT 17.28 0.58 HOLD
NP Paper and Paper Products LONG 29.99 -1.28 HOLD
NR Oil Well Services and Equipment LONG 7.79 -2.26 HOLD
OMX Office Supplies LONG 7.57 -1.94 HOLD
RUSHA Retail (Specialty) LONG 18.03 -1.15 HOLD
SONC Restaurants LONG 10.24 0.29 HOLD
STI Regional Banks SHORT 28.69 -1.54 HOLD
STRA Schools LONG 70.82 4.19 HOLD
TEN Auto and Truck Parts LONG 30.11 0.37 HOLD
TFSL SandLs/Savings Banks SHORT 9.06 0.00 HOLD
TKC Communications Services SHORT 15.37 0.07 HOLD
USB Regional Banks SHORT 34.19 0.00 HOLD
USTR Office Supplies LONG 27.34 -0.07 HOLD
VQ Oil and Gas Operations LONG 11.70 -1.18 HOLD
WFC Regional Banks SHORT 35.44 0.31 HOLD
XTXI Oil Well Services and Equipment LONG 13.62 2.33 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.47
SHORTS 0.04
TOTAL -0.51
S&P 500 -0.08
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -34.92 5.30 -39.30 -4.59 -0.62
S&P 500 14.15 5.07 -18.60 1.77 0.48

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