Thursday, November 8, 2012

08-Nov-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ATVI Software and Programming SHORT 11.00 -1.17 HOLD
BAC SandLs/Savings Banks SHORT 9.39 1.73 HOLD
BAS Oil Well Services and Equipment LONG 9.31 -1.69 HOLD
BBT Regional Banks SHORT 27.65 -0.47 HOLD
BOKF Regional Banks SHORT 57.70 -0.50 HOLD
BX Investment Services SHORT 14.61 -1.35 HOLD
CEC Restaurants LONG 31.74 -1.28 HOLD
CEF Misc. Financial Services SHORT 22.83 1.87 HOLD
CET Misc. Financial Services SHORT 19.89 -0.31 HOLD
CORE LONG 43.71 -6.88 HOLD
CPLA Schools LONG 28.72 -2.51 HOLD
CSE Regional Banks SHORT 7.67 -1.16 HOLD
DUK Electric Utilities SHORT 62.56 -0.60 HOLD
ESI Schools LONG 18.21 -6.62 HOLD
EVV Misc. Financial Services SHORT 17.18 -0.55 HOLD
FCNCA Regional Banks SHORT 167.89 -1.42 COVER
FRED Retail (Department and Discount) LONG 13.02 -3.27 HOLD
FTK Oil Well Services and Equipment LONG 10.21 -4.93 HOLD
GBX Railroads LONG 13.85 1.47 HOLD
GLD Misc. Financial Services SHORT 167.99 0.90 HOLD
HBC Regional Banks SHORT 48.04 -1.58 HOLD
HCBK SandLs/Savings Banks SHORT 8.21 -0.48 HOLD
IAU Misc. Financial Services SHORT 16.87 0.95 HOLD
ISBC SandLs/Savings Banks SHORT 16.67 -1.01 HOLD
JBT Misc. Capital Goods LONG 15.55 0.65 HOLD
KEG Oil Well Services and Equipment LONG 5.82 -1.02 HOLD
KELYA Business Services LONG 13.48 -2.32 HOLD
KMR Oil Well Services and Equipment SHORT 74.01 -0.88 HOLD
KOP Chemical Manufacturing LONG 33.65 -4.57 HOLD
KRNY SandLs/Savings Banks SHORT 9.00 -0.11 HOLD
LAD Retail (Specialty) LONG 33.56 -1.93 HOLD
LCC Airline LONG 13.02 3.42 HOLD
NJR Natural Gas Utilities LONG 41.47 -0.91 SELL
NLY Misc. Financial Services SHORT 14.87 -0.27 HOLD
NP Paper and Paper Products LONG 25.52 -0.85 HOLD
NR Oil Well Services and Equipment LONG 6.61 -2.51 HOLD
NVS Major Drugs SHORT 60.08 -0.03 SHORT
OMX LONG 8.01 -1.96 HOLD
RUSHA Retail (Specialty) LONG 19.48 -0.66 HOLD
SONC Restaurants LONG 9.70 -3.77 HOLD
STRA Schools LONG 56.17 -3.95 HOLD
TCB Regional Banks SHORT 11.09 -1.16 HOLD
TEN Auto and Truck Parts LONG 29.73 -3.47 SELL
TFSL SandLs/Savings Banks SHORT 8.48 -1.51 HOLD
TKC Communications Services SHORT 15.09 -0.26 HOLD
USB Regional Banks SHORT 32.17 -0.68 HOLD
USNA Conglomerates LONG 42.33 0.47 BUY
USTR Office Supplies LONG 28.58 -0.31 HOLD
VQ Oil and Gas Operations LONG 12.49 0.00 HOLD
WFC Regional Banks SHORT 32.35 -1.70 HOLD
WGL Natural Gas Utilities LONG 37.92 -0.55 BUY
XTXI Oil Well Services and Equipment LONG 12.72 -2.60 HOLD
TODAY SUMMARY GAINS(%)
LONGS -2.10
SHORTS -0.49
TOTAL -1.61
S&P 500 -1.20
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -38.83 5.11 -39.30 -4.93 -0.64
S&P 500 8.05 5.59 -18.60 0.84 0.25

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