Wednesday, June 5, 2013

05-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 25.16 -1.10 HOLD
AHS LONG 13.91 1.83 HOLD
ATVI SHORT 14.30 -0.63 HOLD
BAC SandLs/Savings Banks SHORT 13.09 -1.95 HOLD
BHP SHORT 64.42 -2.76 HOLD
C SHORT 50.03 -2.34 HOLD
CEF SHORT 16.08 0.06 HOLD
CIT SHORT 45.69 -0.22 HOLD
CLR SHORT 81.01 -2.27 HOLD
DEST LONG 25.01 -0.61 HOLD
ESI LONG 25.06 8.11 HOLD
FRED LONG 15.96 -0.25 HOLD
GLP LONG 34.12 -2.21 HOLD
GPI Retail (Specialty) LONG 62.67 -2.26 HOLD
HBC SHORT 54.81 -1.72 HOLD
HOTT LONG 13.98 -0.07 HOLD
ICFI LONG 29.79 -1.16 HOLD
IMKTA LONG 21.92 -0.50 HOLD
INWK LONG 10.30 -3.29 HOLD
ISBC SHORT 19.57 -0.76 HOLD
KMR SHORT 80.81 -1.79 HOLD
KNL Furniture and Fixtures LONG 14.77 -2.12 HOLD
KOP LONG 40.59 -0.88 HOLD
KRNY SHORT 10.05 0.40 HOLD
LINE SHORT 33.04 -0.57 HOLD
MT SHORT 12.49 -2.50 HOLD
MYE LONG 14.70 -2.46 HOLD
NSH SHORT 26.32 -1.31 HOLD
NSIT LONG 19.33 -0.92 HOLD
NVS SHORT 71.07 -1.09 HOLD
O SHORT 43.79 0.85 HOLD
ONB SHORT 13.21 -0.90 HOLD
OZM SHORT 10.70 -3.08 HOLD
PBR Oil and Gas - Integrated SHORT 17.08 -3.88 HOLD
RJET LONG 9.82 -4.38 HOLD
SAFM LONG 68.92 -0.55 HOLD
SLV Misc. Financial Services SHORT 21.77 0.02 HOLD
SPTN LONG 18.82 -0.26 HOLD
STM SHORT 9.67 -1.43 HOLD
TECD LONG 49.20 -0.85 HOLD
TFSL SHORT 10.89 -0.64 HOLD
TITN Construction Services LONG 20.25 -1.60 HOLD
TKC Communications Services SHORT 14.57 -2.54 HOLD
USB Regional Banks SHORT 35.01 -0.71 HOLD
USNA LONG 64.92 -2.35 HOLD
VALE SHORT 14.55 -3.13 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.85
SHORTS -1.40
TOTAL 0.54
S&P 500 -1.44
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 3449808920102.04 1387630199922.27 -19.73 0.00 233114.84
S&P 500 27.07 5.23 -18.61 2.14 0.60

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