Wednesday, January 30, 2013

30-Jan-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB Investment Services SHORT 20.50 0.15 HOLD
AIRM Misc. Transportation LONG 43.21 0.84 HOLD
ALJ Oil and Gas Operations LONG 18.95 -0.47 HOLD
ANDE Crops LONG 47.03 0.58 HOLD
BBT Regional Banks SHORT 30.56 -1.20 HOLD
BIG Retail (Specialty) LONG 31.81 -0.66 HOLD
BLX Regional Banks SHORT 23.15 0.96 HOLD
C Money Center Banks SHORT 41.95 -0.50 HOLD
CEF Misc. Financial Services SHORT 21.70 1.88 HOLD
CENTA Personal and Household Prods. LONG 9.39 -1.68 HOLD
ESI Schools LONG 15.95 -4.20 HOLD
FHN Regional Banks SHORT 10.23 0.59 HOLD
FRED Retail (Department and Discount) LONG 13.05 -0.76 HOLD
FTK Oil Well Services and Equipment LONG 13.04 -2.18 HOLD
GBX Railroads LONG 19.49 0.98 HOLD
HBC Regional Banks SHORT 57.12 0.47 HOLD
HCBK SandLs/Savings Banks SHORT 8.62 0.23 HOLD
IPAR Personal and Household Prods. LONG 21.83 2.01 HOLD
ISBC SandLs/Savings Banks SHORT 17.42 -2.74 HOLD
KEG Oil Well Services and Equipment LONG 8.30 -3.15 HOLD
KMR Oil Well Services and Equipment SHORT 82.09 -1.24 HOLD
KRNY SandLs/Savings Banks SHORT 10.17 0.69 HOLD
LAD Retail (Specialty) LONG 42.00 -2.71 HOLD
LINE Oil and Gas Operations SHORT 38.51 -2.08 HOLD
NAFC Retail (Grocery) LONG 20.14 -0.64 HOLD
NILE Retail (Specialty) LONG 33.17 -1.78 HOLD
NR Oil Well Services and Equipment LONG 8.51 -1.39 HOLD
NVS Major Drugs SHORT 68.21 0.65 HOLD
OMX Office Supplies LONG 10.51 -2.32 HOLD
SLV Misc. Financial Services SHORT 30.93 2.01 HOLD
SONC Restaurants LONG 11.16 -0.09 HOLD
STRA Schools LONG 56.02 0.90 HOLD
TCB Regional Banks SHORT 13.50 3.37 HOLD
TFSL SandLs/Savings Banks SHORT 9.92 -0.30 HOLD
TKC Communications Services SHORT 15.64 -7.29 HOLD
USB Regional Banks SHORT 33.14 -0.57 HOLD
USTR Office Supplies LONG 33.27 -0.98 HOLD
V Consumer Financial Services SHORT 155.01 -1.05 HOLD
VALE Metal Mining SHORT 19.47 -0.92 HOLD
WGL Natural Gas Utilities LONG 41.73 -0.60 HOLD
XTXI Oil Well Services and Equipment LONG 16.62 -1.95 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.96
SHORTS -0.34
TOTAL -0.62
S&P 500 -0.39
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -34.33 5.49 -39.98 -3.60 -0.49
S&P 500 18.30 4.80 -18.61 1.91 0.49

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