Monday, June 3, 2013

03-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.60 1.74 HOLD
AHS LONG 13.17 -1.64 HOLD
ATVI SHORT 14.63 1.39 HOLD
BAC SandLs/Savings Banks SHORT 13.55 -0.81 HOLD
BBT Regional Banks SHORT 33.09 0.52 COVER
BHP SHORT 66.81 2.28 HOLD
C SHORT 51.96 -0.06 HOLD
CEF SHORT 16.29 2.07 HOLD
CIT SHORT 46.56 1.04 SHORT
CLR SHORT 83.11 2.44 HOLD
DEST LONG 25.34 1.73 HOLD
ESI LONG 23.21 -3.17 HOLD
FRED LONG 16.05 1.20 HOLD
GLP LONG 33.82 2.77 HOLD
GPI Retail (Specialty) LONG 63.68 0.20 HOLD
HBC SHORT 55.70 1.53 HOLD
HOTT LONG 13.99 -0.07 HOLD
ICFI LONG 30.52 1.23 HOLD
IMKTA LONG 21.73 -1.32 HOLD
INWK LONG 11.00 1.48 HOLD
ISBC SHORT 19.92 0.71 HOLD
KMR SHORT 82.14 1.13 HOLD
KNL Furniture and Fixtures LONG 15.14 -3.32 HOLD
KOP LONG 40.41 -1.85 HOLD
KRNY SHORT 10.25 3.54 HOLD
LINE SHORT 33.07 0.52 HOLD
MT SHORT 12.95 2.29 HOLD
MYE LONG 15.16 3.06 HOLD
NSH SHORT 27.20 -1.16 HOLD
NSIT LONG 19.80 2.86 HOLD
NVS SHORT 71.59 -0.24 HOLD
O SHORT 44.62 -1.83 HOLD
ONB SHORT 13.41 0.37 HOLD
OZM SHORT 11.15 -0.36 HOLD
PBR Oil and Gas - Integrated SHORT 18.02 1.43 HOLD
RJET LONG 10.39 -3.17 HOLD
SAFM LONG 69.64 0.90 HOLD
SLV Misc. Financial Services SHORT 21.97 2.50 HOLD
SPTN LONG 19.14 7.71 HOLD
STM SHORT 9.37 0.75 HOLD
TECD LONG 50.05 -0.14 HOLD
TFSL SHORT 10.95 -0.27 HOLD
TITN Construction Services LONG 20.94 2.10 HOLD
TKC Communications Services SHORT 14.44 -6.05 HOLD
USB Regional Banks SHORT 35.27 0.60 HOLD
USNA LONG 67.30 -3.98 HOLD
VALE SHORT 14.81 2.85 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.40
SHORTS 0.65
TOTAL -0.25
S&P 500 0.56
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -27.13 9.89 -45.31 -1.33 -0.29
S&P 500 30.14 5.14 -18.61 2.42 0.67

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