Tuesday, June 11, 2013

11-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.86 -0.20 HOLD
AHS LONG 14.73 -1.27 HOLD
ATVI SHORT 14.20 -2.41 HOLD
BAC SandLs/Savings Banks SHORT 13.12 -1.35 HOLD
BHP SHORT 62.45 -1.85 HOLD
C SHORT 49.95 -3.81 HOLD
CEF SHORT 15.53 -1.40 HOLD
CIT SHORT 45.78 -2.03 HOLD
CLR SHORT 84.53 -1.31 HOLD
DEST LONG 24.72 -1.32 HOLD
ESI LONG 27.20 -2.09 HOLD
FRED LONG 16.10 -1.11 HOLD
GLP LONG 36.55 0.99 HOLD
GPI Retail (Specialty) LONG 64.78 -1.10 HOLD
HBC SHORT 53.92 -1.17 HOLD
HOTT LONG 13.99 0.00 HOLD
ICFI LONG 30.23 -1.14 HOLD
IMKTA LONG 23.20 -0.34 HOLD
INWK LONG 10.31 -1.62 HOLD
ISBC SHORT 20.24 -0.83 HOLD
KMR SHORT 80.67 -1.42 HOLD
KNL Furniture and Fixtures LONG 14.51 -2.75 HOLD
KOP LONG 41.44 -2.01 HOLD
KRNY SHORT 9.90 -1.00 HOLD
LINE SHORT 33.03 -2.13 HOLD
MT SHORT 12.09 -2.89 HOLD
MYE LONG 15.38 -1.66 HOLD
NSH SHORT 25.42 -2.83 HOLD
NSIT LONG 19.22 -1.84 HOLD
NVS SHORT 72.00 -0.79 HOLD
O SHORT 43.69 -1.53 HOLD
ONB SHORT 13.33 -1.48 HOLD
OZM SHORT 10.70 -2.28 HOLD
PBR Oil and Gas - Integrated SHORT 16.19 -2.76 HOLD
RJET LONG 10.36 0.78 HOLD
SAFM LONG 71.13 -0.07 HOLD
SLV Misc. Financial Services SHORT 20.91 -1.18 HOLD
SPTN LONG 19.18 -2.59 HOLD
STM SHORT 9.54 -0.93 HOLD
TECD LONG 49.25 -0.85 HOLD
TFSL SHORT 11.02 -0.27 HOLD
TITN Construction Services LONG 20.31 -0.44 HOLD
TKC Communications Services SHORT 13.66 -1.87 HOLD
USB Regional Banks SHORT 35.41 -0.51 HOLD
USNA LONG 70.48 1.08 HOLD
VALE SHORT 13.98 -2.13 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.93
SHORTS -1.69
TOTAL 0.76
S&P 500 -1.03
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -23.64 10.55 -45.18 -1.06 -0.25
S&P 500 28.57 5.18 -18.61 2.25 0.63

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