Friday, May 31, 2013

31-May-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.18 0.54 HOLD
AHS LONG 13.39 -1.40 HOLD
ATVI SHORT 14.43 -3.74 HOLD
BAC SandLs/Savings Banks SHORT 13.66 -1.23 HOLD
BBT Regional Banks SHORT 32.92 -1.61 HOLD
BHP SHORT 65.32 -2.97 HOLD
C SHORT 51.99 -2.40 HOLD
CEF SHORT 15.96 -1.54 HOLD
CLR SHORT 81.13 -4.40 HOLD
DEST LONG 24.91 -0.84 HOLD
ESI LONG 23.97 -1.96 HOLD
FRED LONG 15.86 -1.06 HOLD
GLP LONG 32.91 -0.30 HOLD
GPI Retail (Specialty) LONG 63.55 0.68 HOLD
HBC SHORT 54.86 -2.21 HOLD
HOTT LONG 14.00 -0.07 HOLD
ICFI LONG 30.15 0.53 HOLD
IMKTA LONG 22.02 -5.53 HOLD
INWK LONG 10.84 -1.54 HOLD
ISBC SHORT 19.78 -2.56 HOLD
KMR SHORT 81.22 -1.69 HOLD
KNL Furniture and Fixtures LONG 15.66 -1.26 HOLD
KOP LONG 41.17 -0.05 HOLD
KRNY SHORT 9.90 -3.04 HOLD
LINE SHORT 32.90 -2.86 HOLD
MT SHORT 12.66 -3.06 HOLD
MYE LONG 14.71 -0.47 HOLD
NSH SHORT 27.52 -0.29 HOLD
NSIT LONG 19.25 -1.23 HOLD
NVS SHORT 71.76 -1.87 HOLD
O SHORT 45.45 -2.57 HOLD
ONB SHORT 13.36 -1.98 HOLD
OZM SHORT 11.19 -1.32 HOLD
PBR Oil and Gas - Integrated SHORT 17.77 -2.36 HOLD
RJET LONG 10.73 2.78 HOLD
SAFM LONG 69.02 0.61 HOLD
SLV Misc. Financial Services SHORT 21.43 -2.50 HOLD
SPTN LONG 17.77 -0.95 HOLD
STM SHORT 9.30 -2.11 HOLD
TECD LONG 50.12 -0.10 HOLD
TFSL SHORT 10.98 -0.63 HOLD
TITN Construction Services LONG 20.51 0.15 HOLD
TKC Communications Services SHORT 15.37 -3.03 HOLD
USB Regional Banks SHORT 35.06 -1.32 HOLD
USNA LONG 70.09 0.26 HOLD
VALE SHORT 14.40 -4.64 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.53
SHORTS -2.32
TOTAL 1.78
S&P 500 -1.44
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -26.87 9.93 -45.28 -1.31 -0.29
S&P 500 29.42 5.15 -18.61 2.36 0.65

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