Monday, May 20, 2013

20-May-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM Business Services LONG 23.29 0.00 HOLD
AHS Business Services LONG 13.92 -2.11 HOLD
ATVI SHORT 15.18 1.61 HOLD
BAC SandLs/Savings Banks SHORT 13.51 0.60 HOLD
BAS LONG 14.15 1.65 HOLD
BBT Regional Banks SHORT 32.66 0.34 HOLD
BCO LONG 27.04 0.22 HOLD
BHP Metal Mining SHORT 68.07 0.61 HOLD
C Money Center Banks SHORT 51.60 0.29 HOLD
CEF SHORT 16.15 6.04 HOLD
CLR SHORT 87.32 0.74 HOLD
DEST LONG 25.28 0.00 HOLD
ESI LONG 26.78 4.00 HOLD
GBX LONG 24.48 1.24 HOLD
GLP LONG 36.51 -2.12 HOLD
GPI Retail (Specialty) LONG 63.97 0.44 HOLD
HBC SHORT 58.61 1.45 HOLD
HOTT LONG 13.93 -0.14 HOLD
ICFI LONG 29.24 1.28 HOLD
IMKTA LONG 21.80 1.11 HOLD
INWK LONG 10.99 1.67 HOLD
ISBC SHORT 19.97 -0.50 HOLD
JBT LONG 21.78 0.37 HOLD
KMR Oil Well Services and Equipment SHORT 86.73 0.59 HOLD
KOP LONG 42.35 -0.68 HOLD
KRNY SHORT 10.31 -0.67 HOLD
LINE SHORT 35.44 0.88 HOLD
MT SHORT 13.14 1.86 HOLD
MYE LONG 15.18 -1.62 HOLD
NSH SHORT 30.58 -0.29 HOLD
NVS SHORT 74.16 0.01 HOLD
O SHORT 54.72 -0.67 HOLD
ONB SHORT 13.63 2.33 HOLD
PBR Oil and Gas - Integrated SHORT 18.91 0.96 HOLD
RJET LONG 10.55 -3.74 HOLD
SAFM LONG 65.13 0.74 HOLD
SLV Misc. Financial Services SHORT 22.25 3.97 HOLD
SPTN LONG 17.58 2.39 HOLD
STM SHORT 9.61 1.80 HOLD
TECD LONG 49.37 1.31 HOLD
TFSL SHORT 11.27 1.08 HOLD
TITN Construction Services LONG 22.56 -0.49 HOLD
TKC Communications Services SHORT 15.94 -1.85 HOLD
USB Regional Banks SHORT 35.13 1.33 HOLD
USNA LONG 68.03 3.93 HOLD
VALE SHORT 16.01 2.56 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.43
SHORTS 1.04
TOTAL -0.61
S&P 500 0.02
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -21.63 8.34 -39.49 -1.25 -0.26
S&P 500 32.21 5.06 -18.61 2.65 0.72

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