Monday, June 10, 2013

10-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.91 1.01 HOLD
AHS LONG 14.92 -0.07 HOLD
ATVI SHORT 14.55 -1.22 HOLD
BAC SandLs/Savings Banks SHORT 13.30 -0.60 HOLD
BHP SHORT 63.63 -0.90 HOLD
C SHORT 51.93 0.64 HOLD
CEF SHORT 15.75 -0.19 HOLD
CIT SHORT 46.73 0.49 HOLD
CLR SHORT 85.65 1.25 HOLD
DEST LONG 25.05 0.72 HOLD
ESI LONG 27.78 3.58 HOLD
FRED LONG 16.28 1.06 HOLD
GLP LONG 36.19 2.96 HOLD
GPI Retail (Specialty) LONG 65.50 1.11 HOLD
HBC SHORT 54.56 -0.75 HOLD
HOTT LONG 13.99 0.00 HOLD
ICFI LONG 30.58 0.66 HOLD
IMKTA LONG 23.28 3.84 HOLD
INWK LONG 10.48 2.24 HOLD
ISBC SHORT 20.41 2.36 HOLD
KMR SHORT 81.83 -1.46 HOLD
KNL Furniture and Fixtures LONG 14.92 0.74 HOLD
KOP LONG 42.29 1.71 HOLD
KRNY SHORT 10.00 0.00 HOLD
LINE SHORT 33.75 -0.62 HOLD
MT SHORT 12.45 -0.88 HOLD
MYE LONG 15.64 1.82 HOLD
NSH SHORT 26.16 -3.79 HOLD
NSIT LONG 19.58 0.82 HOLD
NVS SHORT 72.57 0.82 HOLD
O SHORT 44.37 -1.03 HOLD
ONB SHORT 13.53 0.82 HOLD
OZM SHORT 10.95 2.62 HOLD
PBR Oil and Gas - Integrated SHORT 16.65 0.00 HOLD
RJET LONG 10.28 1.98 HOLD
SAFM LONG 71.18 0.17 HOLD
SLV Misc. Financial Services SHORT 21.16 1.44 HOLD
SPTN LONG 19.69 5.35 HOLD
STM SHORT 9.63 0.52 HOLD
TECD LONG 49.67 -0.10 HOLD
TFSL SHORT 11.05 0.27 HOLD
TITN Construction Services LONG 20.40 0.00 HOLD
TKC Communications Services SHORT 13.92 -1.07 HOLD
USB Regional Banks SHORT 35.59 -0.78 HOLD
USNA LONG 69.73 2.45 HOLD
VALE SHORT 14.29 -1.52 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.53
SHORTS -0.14
TOTAL 1.67
S&P 500 -0.01
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 3555041011202.10 1390814521044.93 -19.63 0.00 224370.67
S&P 500 29.89 5.11 -18.61 2.39 0.66

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