Tuesday, May 21, 2013

21-May-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM Business Services LONG 23.25 -0.19 HOLD
AHS LONG 13.60 -2.30 HOLD
ATVI SHORT 15.55 2.44 HOLD
BAC SandLs/Savings Banks SHORT 13.45 -0.45 HOLD
BAS LONG 14.50 2.47 HOLD
BBT Regional Banks SHORT 32.75 0.28 HOLD
BCO LONG 27.05 0.04 HOLD
BHP Metal Mining SHORT 69.13 1.55 HOLD
C Money Center Banks SHORT 51.68 0.16 HOLD
CEF SHORT 15.70 -2.76 HOLD
CLR SHORT 86.06 -1.44 HOLD
DEST LONG 25.21 -0.28 HOLD
ESI LONG 27.90 4.18 HOLD
GBX LONG 24.63 0.61 HOLD
GLP LONG 36.85 0.93 HOLD
GPI Retail (Specialty) LONG 64.02 0.08 HOLD
HBC SHORT 58.22 -0.67 HOLD
HOTT LONG 13.94 0.11 HOLD
ICFI LONG 29.45 0.72 HOLD
IMKTA LONG 21.52 -1.28 HOLD
INWK LONG 10.90 -0.82 HOLD
ISBC SHORT 20.14 0.85 HOLD
JBT LONG 21.87 0.41 HOLD
KMR Oil Well Services and Equipment SHORT 87.23 0.58 HOLD
KOP LONG 42.34 -0.02 HOLD
KRNY SHORT 10.39 0.78 HOLD
LINE SHORT 35.24 -0.56 HOLD
MT SHORT 13.23 0.67 HOLD
MYE LONG 15.01 -1.12 HOLD
NSH SHORT 30.03 -1.80 HOLD
NVS SHORT 74.61 0.61 HOLD
O SHORT 55.04 0.58 HOLD
ONB SHORT 13.65 0.14 HOLD
PBR Oil and Gas - Integrated SHORT 18.96 0.26 HOLD
RJET LONG 10.30 -2.37 HOLD
SAFM LONG 66.32 1.83 HOLD
SLV Misc. Financial Services SHORT 21.63 -2.92 HOLD
SPTN LONG 17.67 0.51 HOLD
STM SHORT 9.84 2.34 HOLD
TECD LONG 49.80 0.87 HOLD
TFSL SHORT 11.26 -0.09 HOLD
TITN Construction Services LONG 22.75 0.84 HOLD
TKC Communications Services SHORT 16.30 2.26 HOLD
USB Regional Banks SHORT 35.30 0.48 HOLD
USNA LONG 67.99 -0.06 HOLD
VALE SHORT 16.22 1.31 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.23
SHORTS 0.19
TOTAL 0.04
S&P 500 0.16
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -21.60 8.35 -39.49 -1.24 -0.26
S&P 500 32.39 5.08 -18.61 2.65 0.72

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