Friday, May 11, 2012

11-May-2012 Daily positions

Pre Opening Longs: ACAS, ARLP, ASNA, CVG, ESI, HNR, IGE, KKD, KWK, MNTA,
RIMM, RSH, SYT, TC, TNH, TPC
Pre Opening Shorts: ACHN, CIEN, DNDN, ELGX, EWD, EXAS, IDIX, IXN, PCYC,
RDEA, REGN, VRTX, VVUS
at 07:45 0 comments

Thursday, May 10, 2012

10-May-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 11.37 -1.30 SELL
ACAS Investment Services LONG 9.76 0.83 HOLD
ACHN Major Drugs SHORT 6.80 4.62 HOLD
AM Printing and Publishing LONG 15.00 -0.60 SELL
ARLP Coal LONG 59.50 1.09 BUY
CECO Schools LONG 7.00 0.14 SELL
CIEN Communications Equipment SHORT 12.06 -2.90 HOLD
CVG Computer Services LONG 12.52 -3.62 HOLD
ASNA Retail (Apparel) LONG 20.68 0.34 BUY
DNDN Biotechnology and Drugs SHORT 8.83 -1.45 HOLD
DSX Water Transportation LONG 7.70 -0.77 SELL
ELGX Medical Equipment and Supplies SHORT 14.94 2.47 HOLD
ESI Schools LONG 62.27 0.39 BUY
EWD Misc. Financial Services SHORT 26.79 -0.07 HOLD
EXAS Biotechnology and Drugs SHORT 10.50 3.35 HOLD
HNR Oil and Gas Operations LONG 5.71 -1.55 HOLD
IDIX Biotechnology and Drugs SHORT 8.41 2.06 HOLD
IGE Misc. Financial Services LONG 36.42 0.30 HOLD
IXN Misc. Financial Services SHORT 65.95 -0.68 HOLD
KKD Retail (Grocery) LONG 6.71 0.60 BUY
KWK Oil and Gas Operations LONG 4.29 -3.81 HOLD
MIL Business Services LONG 7.05 0.28 SELL
MNTA Biotechnology and Drugs LONG 14.12 2.02 BUY
TPC Construction Services LONG 12.03 0.17 HOLD
PCYC Biotechnology and Drugs SHORT 27.92 4.22 HOLD
RDEA Biotechnology and Drugs SHORT 31.67 0.06 HOLD
REGN Biotechnology and Drugs SHORT 131.14 1.34 HOLD
RIMM Communications Equipment LONG 11.80 -0.92 HOLD
RSH Retail (Technology) LONG 4.82 1.26 HOLD
SYT Chemical Manufacturing LONG 66.63 -1.05 HOLD
TC Metal Mining LONG 4.36 -0.23 HOLD
TNH Chemical Manufacturing LONG 203.40 -7.54 BUY
VRTX Biotechnology and Drugs SHORT 60.19 -0.27 HOLD
VVUS Biotechnology and Drugs SHORT 22.69 -0.26 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.73
SHORTS 0.96
TOTAL -1.69
S&P 500 0.21
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -32.23 5.38 -32.76 -5.21 -0.86
S&P 500 5.36 5.57 -18.61 0.81 0.24

at 16:31 0 comments

Wednesday, May 9, 2012

09-May-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 11.52 -4.79 HOLD
ACAS Investment Services LONG 9.68 0.52 HOLD
ACHN Major Drugs SHORT 6.50 7.44 HOLD
AM Printing and Publishing LONG 15.09 -0.40 HOLD
CECO Schools LONG 6.99 1.60 HOLD
CIEN Communications Equipment SHORT 12.42 -2.20 HOLD
CVG Computer Services LONG 12.99 -0.31 HOLD
DNDN Biotechnology and Drugs SHORT 8.96 2.40 HOLD
DSX Water Transportation LONG 7.76 0.00 HOLD
ELGX Medical Equipment and Supplies SHORT 14.58 -0.07 HOLD
EWD Misc. Financial Services SHORT 26.80 -1.33 HOLD
EXAS Biotechnology and Drugs SHORT 10.16 0.49 HOLD
HNR Oil and Gas Operations LONG 5.80 0.17 HOLD
IDIX Biotechnology and Drugs SHORT 8.25 3.51 HOLD
IGE Misc. Financial Services LONG 36.31 -0.38 HOLD
IXN Misc. Financial Services SHORT 66.45 -0.14 HOLD
KWK Oil and Gas Operations LONG 4.46 -4.29 HOLD
MIL Business Services LONG 7.02 -1.27 HOLD
TPC Construction Services LONG 12.01 -2.67 HOLD
PCYC Biotechnology and Drugs SHORT 26.79 -1.09 HOLD
RDEA Biotechnology and Drugs SHORT 31.65 -0.09 HOLD
REGN Biotechnology and Drugs SHORT 129.40 -1.17 HOLD
RIMM Communications Equipment LONG 11.91 -0.83 HOLD
RSH Retail (Technology) LONG 4.76 -4.03 HOLD
SYT Chemical Manufacturing LONG 67.34 -1.84 HOLD
TC Metal Mining LONG 4.37 3.80 HOLD
VRTX Biotechnology and Drugs SHORT 60.35 -5.94 HOLD
VVUS Biotechnology and Drugs SHORT 22.75 -0.13 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.98
SHORTS 0.13
TOTAL -1.11
S&P 500 -0.59
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -31.09 5.14 -31.62 -5.26 -0.86
S&P 500 5.14 5.58 -18.61 0.78 0.23

at 16:30 0 comments

09-May-2012 Daily positions

Pre Opening Longs: ABH, ACAS, AM, CECO, CVG, DSX, HNR, IGE, KWK, MIL, RIMM,
RSH, SYT, TC, TPC
Pre Opening Shorts: ACHN, CIEN, DNDN, ELGX, EWD, EXAS, IDIX, IXN, PCYC,
RDEA, REGN, VRTX, VVUS
at 07:52 0 comments

Tuesday, May 8, 2012

08-May-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 12.10 -2.50 HOLD
ACAS Investment Services LONG 9.63 -1.43 HOLD
ACHN Major Drugs SHORT 6.05 1.00 HOLD
AM Printing and Publishing LONG 15.15 -1.43 HOLD
CECO Schools LONG 6.88 -1.71 HOLD
CIEN Communications Equipment SHORT 12.70 -4.58 HOLD
CVG Computer Services LONG 13.03 0.08 HOLD
DNDN Biotechnology and Drugs SHORT 8.75 -25.15 HOLD
DSX Water Transportation LONG 7.76 0.65 HOLD
ELGX Medical Equipment and Supplies SHORT 14.59 -0.88 HOLD
EWD Misc. Financial Services SHORT 27.15 -1.24 HOLD
EXAS Biotechnology and Drugs SHORT 10.11 -1.27 HOLD
HNR Oil and Gas Operations LONG 5.79 -2.85 HOLD
IDIX Biotechnology and Drugs SHORT 7.97 4.18 HOLD
IGE Misc. Financial Services LONG 36.45 -0.92 HOLD
IXN Misc. Financial Services SHORT 66.54 -0.64 HOLD
KWK Oil and Gas Operations LONG 4.66 0.65 HOLD
MIL Business Services LONG 7.11 -1.11 HOLD
TPC Construction Services LONG 12.34 0.16 HOLD
PCYC Biotechnology and Drugs SHORT 27.08 0.13 HOLD
RDEA Biotechnology and Drugs SHORT 31.68 -0.06 HOLD
REGN Biotechnology and Drugs SHORT 130.93 0.49 HOLD
RIMM Communications Equipment LONG 12.01 1.61 HOLD
RSH Retail (Technology) LONG 4.96 -1.59 HOLD
SYT Chemical Manufacturing LONG 68.60 -0.15 HOLD
TC Metal Mining LONG 4.21 -9.27 HOLD
VRTX Biotechnology and Drugs SHORT 64.16 10.39 HOLD
VVUS Biotechnology and Drugs SHORT 22.78 -3.39 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.32
SHORTS -1.62
TOTAL 0.30
S&P 500 -0.40
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -30.31 4.99 -31.05 -5.30 -0.85
S&P 500 5.77 5.57 -18.61 0.88 0.26

at 16:30 0 comments

Monday, May 7, 2012

07-May-2012 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABH Paper and Paper Products LONG 12.41 -0.16 HOLD
ACAS Investment Services LONG 9.77 1.35 HOLD
ACHN Major Drugs SHORT 5.99 0.00 HOLD
AM Printing and Publishing LONG 15.37 1.45 HOLD
CECO Schools LONG 7.00 8.70 HOLD
CIEN Communications Equipment SHORT 13.31 0.08 HOLD
CVG Computer Services LONG 13.02 0.93 HOLD
DNDN Biotechnology and Drugs SHORT 11.69 3.18 HOLD
DSX Water Transportation LONG 7.71 -1.15 HOLD
ELGX Medical Equipment and Supplies SHORT 14.72 2.36 HOLD
EWD Misc. Financial Services SHORT 27.51 0.47 HOLD
EXAS Biotechnology and Drugs SHORT 10.24 2.14 HOLD
HNR Oil and Gas Operations LONG 5.96 -2.45 HOLD
IDIX Biotechnology and Drugs SHORT 7.65 0.66 HOLD
IGE Misc. Financial Services LONG 36.79 -0.22 HOLD
IXN Misc. Financial Services SHORT 66.97 -0.04 HOLD
KWK Oil and Gas Operations LONG 4.63 4.28 HOLD
MIL Business Services LONG 7.19 0.98 HOLD
TPC Construction Services LONG 12.32 -14.50 HOLD
PCYC Biotechnology and Drugs SHORT 27.05 1.88 HOLD
RDEA Biotechnology and Drugs SHORT 31.70 0.00 HOLD
REGN Biotechnology and Drugs SHORT 130.29 -0.84 HOLD
RIMM Communications Equipment LONG 11.82 -1.58 HOLD
RSH Retail (Technology) LONG 5.04 -0.79 HOLD
SYT Chemical Manufacturing LONG 68.70 -0.77 HOLD
TC Metal Mining LONG 4.64 -16.09 HOLD
VRTX Biotechnology and Drugs SHORT 58.12 55.36 HOLD
VVUS Biotechnology and Drugs SHORT 23.58 1.95 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.34
SHORTS 5.17
TOTAL -6.50
S&P 500 0.07
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -30.52 5.05 -31.06 -5.29 -0.86
S&P 500 6.20 5.56 -18.61 0.95 0.28

at 16:30 0 comments

07-May-2012 Daily positions

Pre Opening Longs: ABH, ACAS, AM, CECO, CVG, DSX, HNR, IGE, KWK, MIL, RIMM,
RSH, SYT, TC, TPC
Pre Opening Shorts: ACHN, CIEN, DNDN, ELGX, EWD, EXAS, IDIX, IXN, PCYC,
RDEA, REGN, VRTX, VVUS
at 07:20 0 comments
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