Wednesday, May 29, 2013

29-May-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM Business Services LONG 23.90 -0.58 HOLD
AHS LONG 13.75 -2.76 HOLD
ATVI SHORT 15.28 -2.98 HOLD
BAC SandLs/Savings Banks SHORT 13.48 0.97 HOLD
BBT Regional Banks SHORT 33.32 0.54 HOLD
BCO LONG 26.92 -0.74 SELL
BHP SHORT 66.16 0.24 HOLD
C SHORT 52.28 0.95 HOLD
CEF SHORT 15.81 1.28 HOLD
CLR SHORT 85.15 0.01 HOLD
DEST LONG 25.25 -1.37 HOLD
ESI LONG 23.36 -0.60 HOLD
FRED LONG 15.26 -1.23 HOLD
GLP LONG 34.75 -4.51 HOLD
GPI Retail (Specialty) LONG 64.19 -0.65 HOLD
HBC SHORT 55.35 -0.98 HOLD
HOTT LONG 13.96 -0.29 HOLD
ICFI LONG 29.63 -0.70 HOLD
IMKTA LONG 23.12 -0.82 HOLD
INWK LONG 11.16 -0.45 HOLD
ISBC SHORT 20.27 -1.22 HOLD
JBT LONG 21.60 -0.55 SELL
KMR SHORT 84.00 -2.03 HOLD
KNL Furniture and Fixtures LONG 15.75 -1.44 BUY
KOP LONG 41.02 -2.93 HOLD
KRNY SHORT 10.13 -1.65 HOLD
LINE SHORT 34.72 -0.09 HOLD
MT SHORT 12.92 0.23 HOLD
MYE LONG 14.70 -2.07 HOLD
NSH SHORT 28.00 -3.15 HOLD
NSIT LONG 19.14 -0.10 BUY
NVS SHORT 72.72 -0.99 HOLD
O SHORT 47.43 -2.79 HOLD
ONB SHORT 13.61 -1.45 HOLD
OZM SHORT 11.26 -2.93 HOLD
PBR Oil and Gas - Integrated SHORT 17.92 -1.97 HOLD
RJET LONG 10.18 -3.32 HOLD
SAFM LONG 65.99 0.66 HOLD
SLV Misc. Financial Services SHORT 21.71 0.84 HOLD
SPTN LONG 17.99 -2.49 HOLD
STM SHORT 9.31 -1.17 HOLD
TECD LONG 49.93 0.75 HOLD
TFSL SHORT 10.80 -2.88 HOLD
TITN Construction Services LONG 20.48 0.39 HOLD
TKC Communications Services SHORT 16.25 -0.61 HOLD
USB Regional Banks SHORT 35.33 -0.59 HOLD
USNA LONG 69.45 0.17 HOLD
VALE SHORT 14.90 -2.04 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.15
SHORTS -0.98
TOTAL -0.17
S&P 500 -0.62
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -29.28 9.79 -46.03 -1.46 -0.31
S&P 500 30.87 5.10 -18.61 2.50 0.69

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