Thursday, June 13, 2013

13-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.50 -0.49 HOLD
AHS LONG 14.80 1.86 HOLD
ATVI SHORT 14.51 2.33 HOLD
BAC SandLs/Savings Banks SHORT 13.21 1.15 HOLD
BHP SHORT 63.60 2.60 HOLD
BPOP Regional Banks SHORT 29.12 2.07 SHORT
C SHORT 50.29 1.72 HOLD
CEF SHORT 15.56 -0.58 HOLD
CIT SHORT 46.28 1.96 HOLD
CLR SHORT 87.56 2.31 COVER
DEST LONG 24.83 0.73 HOLD
ESI LONG 27.43 -0.83 HOLD
FRED LONG 15.92 0.95 HOLD
GLP LONG 37.80 1.59 HOLD
GPI Retail (Specialty) LONG 64.36 1.64 HOLD
HBC SHORT 54.52 1.08 HOLD
HOTT LONG 14.00 0.00 HOLD
ICFI LONG 30.77 1.32 HOLD
IMKTA LONG 23.29 2.55 HOLD
INWK LONG 10.91 2.92 HOLD
ISBC SHORT 20.15 1.46 HOLD
KMR SHORT 81.34 1.59 HOLD
KNL Furniture and Fixtures LONG 14.66 1.95 HOLD
KOP LONG 41.42 0.15 HOLD
KRNY SHORT 10.19 2.31 HOLD
LINE SHORT 31.77 -2.81 HOLD
MT SHORT 12.28 3.45 HOLD
MYE LONG 15.54 1.83 SELL
NSH SHORT 25.45 1.68 HOLD
NSIT LONG 19.37 2.11 HOLD
NVS SHORT 72.77 0.25 HOLD
O SHORT 44.10 2.34 HOLD
ONB SHORT 13.45 1.82 HOLD
OZM SHORT 10.90 3.02 HOLD
PBR Oil and Gas - Integrated SHORT 16.36 4.34 HOLD
PBY LONG 12.00 -0.41 BUY
RJET LONG 10.49 1.84 HOLD
SAFM LONG 70.02 -0.62 HOLD
SLV Misc. Financial Services SHORT 21.04 0.10 HOLD
SPTN LONG 19.44 4.35 HOLD
STM SHORT 9.62 2.89 HOLD
TECD LONG 49.69 1.04 HOLD
TFSL SHORT 11.05 -0.27 HOLD
TITN Construction Services LONG 20.63 2.84 HOLD
TKC Communications Services SHORT 14.84 -0.27 HOLD
USB Regional Banks SHORT 35.46 0.17 HOLD
USNA LONG 72.79 4.75 HOLD
VALE SHORT 14.47 5.54 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.55
SHORTS 1.61
TOTAL -0.06
S&P 500 1.52
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 11.97 26.40 -45.18 0.19 0.11
S&P 500 29.44 5.14 -18.61 2.33 0.64

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