Thursday, May 30, 2013

30-May-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.05 0.63 HOLD
AHS LONG 13.58 -1.24 HOLD
ATVI SHORT 14.99 -1.90 HOLD
BAC SandLs/Savings Banks SHORT 13.83 2.60 HOLD
BBT Regional Banks SHORT 33.46 0.42 HOLD
BHP SHORT 67.32 1.75 HOLD
C SHORT 53.27 1.89 HOLD
CEF SHORT 16.21 2.53 HOLD
CLR SHORT 84.86 -0.34 HOLD
DEST LONG 25.12 -0.51 HOLD
ESI LONG 24.45 4.67 HOLD
FRED LONG 16.03 5.46 HOLD
GLP LONG 33.01 -5.01 HOLD
GPI Retail (Specialty) LONG 63.12 -1.42 HOLD
HBC SHORT 56.10 1.36 HOLD
HOTT LONG 14.01 0.36 HOLD
ICFI LONG 29.99 1.21 HOLD
IMKTA LONG 23.31 0.82 HOLD
INWK LONG 11.01 -1.34 HOLD
ISBC SHORT 20.30 0.15 HOLD
KMR SHORT 82.62 -1.64 HOLD
KNL Furniture and Fixtures LONG 15.86 0.70 HOLD
KOP LONG 41.19 0.41 HOLD
KRNY SHORT 10.21 0.79 HOLD
LINE SHORT 33.87 -2.45 HOLD
MT SHORT 13.06 1.08 HOLD
MYE LONG 14.78 0.54 HOLD
NSH SHORT 27.60 -1.43 HOLD
NSIT LONG 19.49 1.83 HOLD
NVS SHORT 73.13 0.56 HOLD
O SHORT 46.65 -1.27 HOLD
ONB SHORT 13.63 0.89 HOLD
OZM SHORT 11.34 0.71 HOLD
PBR Oil and Gas - Integrated SHORT 18.20 1.56 HOLD
RJET LONG 10.44 2.55 HOLD
SAFM LONG 68.60 3.96 HOLD
SLV Misc. Financial Services SHORT 21.97 1.20 HOLD
SPTN LONG 17.94 -0.28 HOLD
STM SHORT 9.50 2.04 HOLD
TECD LONG 50.17 0.48 HOLD
TFSL SHORT 11.05 2.31 HOLD
TITN Construction Services LONG 20.48 0.00 HOLD
TKC Communications Services SHORT 15.85 -2.46 HOLD
USB Regional Banks SHORT 35.53 0.57 HOLD
USNA LONG 69.91 0.66 HOLD
VALE SHORT 15.10 1.34 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.69
SHORTS 0.49
TOTAL 0.20
S&P 500 0.37
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -28.15 9.67 -45.28 -1.42 -0.30
S&P 500 31.31 5.11 -18.61 2.53 0.69

No comments:

Post a Comment