Friday, March 16, 2012

16-Mar-2012 Daily positions

Pre Opening Longs: ABH, ACAS, AM, BBOX, CECO, CVG, DSX, FSLR, HNR, IGE,
KWK, MIL, RIMM, RSH, SYT, TC, TPC
Pre Opening Shorts: ACHN, ARIA, CIEN, DNDN, EWD, EXAS, IXN, PCYC, REGN,
SPY, VRTX, VWO
at 08:21 0 comments

Thursday, March 15, 2012

15-Mar-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 14.75 0.00 HOLD
ACAS Investment Services LONG 9.02 0.00 HOLD
ACHN Major Drugs SHORT 10.82 0.00 HOLD
AM Printing and Publishing LONG 16.15 0.31 HOLD
ARIA Biotechnology and Drugs SHORT 15.45 2.18 HOLD
BBOX Computer Networks LONG 26.30 0.27 HOLD
CECO Schools LONG 8.44 3.69 HOLD
CIEN Communications Equipment SHORT 15.92 3.38 HOLD
CVG Computer Services LONG 12.90 3.28 HOLD
DNDN Biotechnology and Drugs SHORT 10.34 -1.52 HOLD
DSX Water Transportation LONG 8.96 5.29 HOLD
EWD Misc. Financial Services SHORT 29.23 1.85 HOLD
EXAS Biotechnology and Drugs SHORT 10.02 0.30 HOLD
FSLR Semiconductors LONG 27.84 2.73 HOLD
HNR Oil and Gas Operations LONG 8.00 3.23 HOLD
IGE Misc. Financial Services LONG 40.70 0.39 HOLD
IXN Misc. Financial Services SHORT 69.67 0.59 HOLD
KWK Oil and Gas Operations LONG 5.62 3.12 HOLD
MIL Business Services LONG 7.61 0.93 HOLD
TPC Construction Services LONG 15.56 2.64 HOLD
PCYC Biotechnology and Drugs SHORT 25.44 0.04 HOLD
REGN Biotechnology and Drugs SHORT 115.75 4.53 HOLD
RIMM Communications Equipment LONG 13.45 2.28 HOLD
RSH Retail (Technology) LONG 6.76 2.04 HOLD
SPY Misc. Financial Services SHORT 140.72 0.58 HOLD
SYT Chemical Manufacturing LONG 65.61 2.12 HOLD
TC Metal Mining LONG 7.03 0.00 HOLD
VRTX Biotechnology and Drugs SHORT 42.81 3.61 HOLD
VWO Misc. Financial Services SHORT 44.47 0.82 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.90
SHORTS 1.36
TOTAL 0.54
S&P 500 0.58
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -17.79 3.31 -18.90 -5.24 -0.92
S&P 500 8.52 5.62 -18.61 1.47 0.45

at 16:31 0 comments

15-Mar-2012 Daily positions

Pre Opening Longs: ABH, ACAS, AM, BBOX, CECO, CVG, DSX, FSLR, HNR, IGE,
KWK, MIL, RIMM, RSH, SYT, TC, TPC
Pre Opening Shorts: ACHN, ARIA, CIEN, DNDN, EWD, EXAS, IXN, PCYC, REGN,
SPY, VRTX, VWO
at 08:22 0 comments

Wednesday, March 14, 2012

14-Mar-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 14.75 0.00 HOLD
ACAS Investment Services LONG 9.02 0.00 HOLD
ACHN Major Drugs SHORT 10.82 0.00 HOLD
AM Printing and Publishing LONG 16.10 0.56 HOLD
ARIA Biotechnology and Drugs SHORT 15.12 -0.07 HOLD
BBOX Computer Networks LONG 26.23 -2.16 HOLD
CECO Schools LONG 8.14 -2.86 HOLD
CIEN Communications Equipment SHORT 15.40 -1.53 HOLD
CVG Computer Services LONG 12.49 -1.42 HOLD
DNDN Biotechnology and Drugs SHORT 10.50 0.67 HOLD
DSX Water Transportation LONG 8.51 -0.93 HOLD
EWD Misc. Financial Services SHORT 28.70 -0.93 HOLD
EXAS Biotechnology and Drugs SHORT 9.99 0.30 HOLD
FSLR Semiconductors LONG 27.10 -0.81 HOLD
HNR Oil and Gas Operations LONG 7.75 -1.40 HOLD
IGE Misc. Financial Services LONG 40.54 -1.55 HOLD
IXN Misc. Financial Services SHORT 69.26 0.45 HOLD
KWK Oil and Gas Operations LONG 5.45 -0.91 HOLD
MIL Business Services LONG 7.54 -1.31 HOLD
TPC Construction Services LONG 15.16 -0.20 HOLD
PCYC Biotechnology and Drugs SHORT 25.43 0.36 HOLD
REGN Biotechnology and Drugs SHORT 110.73 -1.20 HOLD
RIMM Communications Equipment LONG 13.15 -2.52 HOLD
RSH Retail (Technology) LONG 6.63 -2.57 HOLD
SPY Misc. Financial Services SHORT 139.91 -0.11 HOLD
SYT Chemical Manufacturing LONG 64.25 -0.45 HOLD
TC Metal Mining LONG 7.03 -1.68 HOLD
VRTX Biotechnology and Drugs SHORT 41.32 -0.96 HOLD
VWO Misc. Financial Services SHORT 44.11 -1.69 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.19
SHORTS -0.39
TOTAL -0.80
S&P 500 -0.11
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -18.27 3.40 -18.90 -5.26 -0.95
S&P 500 7.90 5.56 -18.61 1.39 0.41

at 16:32 0 comments

14-Mar-2012 Daily positions

Pre Opening Longs: ABH, ACAS, AM, BBOX, CECO, CVG, DSX, FSLR, HNR, IGE,
KWK, MIL, RIMM, RSH, SYT, TC, TPC
Pre Opening Shorts: ACHN, ARIA, CIEN, DNDN, EWD, EXAS, IXN, PCYC, REGN,
SPY, VRTX, VWO
at 08:09 0 comments

Tuesday, March 13, 2012

13-Mar-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 14.75 0.00 HOLD
ACAS Investment Services LONG 9.02 0.00 HOLD
ACHN Major Drugs SHORT 10.82 0.00 HOLD
AM Printing and Publishing LONG 16.01 1.84 HOLD
ARIA Biotechnology and Drugs SHORT 15.13 1.20 HOLD
BBOX Computer Networks LONG 26.81 1.55 HOLD
CECO Schools LONG 8.38 6.35 HOLD
CIEN Communications Equipment SHORT 15.64 7.34 HOLD
CVG Computer Services LONG 12.67 1.93 HOLD
DNDN Biotechnology and Drugs SHORT 10.43 5.57 HOLD
DSX Water Transportation LONG 8.59 0.70 HOLD
EWD Misc. Financial Services SHORT 28.95 2.08 HOLD
EXAS Biotechnology and Drugs SHORT 9.96 3.75 HOLD
FSLR Semiconductors LONG 27.32 5.77 HOLD
HNR Oil and Gas Operations LONG 7.86 -0.38 HOLD
IGE Misc. Financial Services LONG 41.18 1.23 HOLD
IXN Misc. Financial Services SHORT 68.86 1.56 HOLD
KWK Oil and Gas Operations LONG 5.50 4.76 HOLD
MIL Business Services LONG 7.64 1.33 HOLD
TPC Construction Services LONG 15.19 1.88 HOLD
PCYC Biotechnology and Drugs SHORT 25.34 0.68 HOLD
REGN Biotechnology and Drugs SHORT 112.07 1.74 HOLD
RIMM Communications Equipment LONG 13.49 2.90 HOLD
RSH Retail (Technology) LONG 6.93 1.02 HOLD
SPY Misc. Financial Services SHORT 140.06 1.80 HOLD
SYT Chemical Manufacturing LONG 64.54 0.84 HOLD
TC Metal Mining LONG 7.15 2.14 HOLD
VRTX Biotechnology and Drugs SHORT 41.72 0.24 HOLD
VWO Misc. Financial Services SHORT 44.89 2.61 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.99
SHORTS 2.38
TOTAL -0.39
S&P 500 1.80
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -17.50 3.30 -18.14 -5.22 -0.95
S&P 500 8.01 5.57 -18.61 1.41 0.42

at 16:30 0 comments

13-Mar-2012 Daily positions

Pre Opening Longs: ABH, ACAS, AM, BBOX, CECO, CVG, DSX, FSLR, HNR, IGE,
KWK, MIL, RIMM, RSH, SYT, TC, TPC
Pre Opening Shorts: ACHN, ARIA, CIEN, DNDN, EWD, EXAS, IXN, PCYC, REGN,
SPY, VRTX, VWO
at 07:51 0 comments

Monday, March 12, 2012

12-Mar-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 14.75 0.00 HOLD
ACAS Investment Services LONG 9.02 0.00 HOLD
ACHN Major Drugs SHORT 10.82 0.00 HOLD
AM Printing and Publishing LONG 15.72 0.45 HOLD
ARIA Biotechnology and Drugs SHORT 14.95 1.56 HOLD
BBOX Computer Networks LONG 26.40 -0.49 HOLD
CECO Schools LONG 7.88 -2.48 HOLD
CET Misc. Financial Services LONG 21.81 -0.37 SELL
CIEN Communications Equipment SHORT 14.57 -2.80 HOLD
CVG Computer Services LONG 12.43 -0.72 BUY
DNDN Biotechnology and Drugs SHORT 9.88 -1.98 HOLD
DSX Water Transportation LONG 8.53 -1.39 HOLD
EWD Misc. Financial Services SHORT 28.36 0.32 HOLD
EXAS Biotechnology and Drugs SHORT 9.60 1.37 HOLD
FSLR Semiconductors LONG 25.83 -6.04 HOLD
HNR Oil and Gas Operations LONG 7.89 -1.74 HOLD
IGE Misc. Financial Services LONG 40.67 -1.21 HOLD
ITT Misc. Capital Goods LONG 22.73 -0.66 SELL
IXN Misc. Financial Services SHORT 67.80 0.00 HOLD
KWK Oil and Gas Operations LONG 5.25 -3.49 HOLD
MIL Business Services LONG 7.54 0.00 BUY
TPC Construction Services LONG 14.91 1.08 BUY
PCYC Biotechnology and Drugs SHORT 25.17 -0.79 HOLD
REGN Biotechnology and Drugs SHORT 110.15 2.74 HOLD
RIMM Communications Equipment LONG 13.11 -3.46 HOLD
RSH Retail (Technology) LONG 6.86 -2.00 HOLD
SPY Misc. Financial Services SHORT 137.58 0.01 HOLD
SYT Chemical Manufacturing LONG 64.00 -0.71 HOLD
TC Metal Mining LONG 7.00 -1.82 HOLD
VRTX Biotechnology and Drugs SHORT 41.62 -0.41 HOLD
VWO Misc. Financial Services SHORT 43.75 -0.93 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.59
SHORTS -0.08
TOTAL -1.51
S&P 500 0.01
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -17.22 3.27 -17.86 -5.19 -0.95
S&P 500 6.10 5.38 -18.61 1.12 0.32

at 16:30 0 comments

12-Mar-2012 Daily positions

Pre Opening Longs: ABH, ACAS, AM, BBOX, CECO, CET, DSX, FSLR, HNR, IGE,
ITT, KWK, RIMM, RSH, SYT, TC
Pre Opening Shorts: ACHN, ARIA, CIEN, DNDN, EWD, EXAS, IXN, PCYC, REGN,
SPY, VRTX, VWO
at 07:25 0 comments
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