Friday, June 14, 2013

14-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.14 -1.47 HOLD
AHS LONG 14.34 -3.11 HOLD
ATVI SHORT 14.56 0.34 HOLD
BAC SandLs/Savings Banks SHORT 13.07 -1.06 HOLD
BHP SHORT 62.78 -1.29 HOLD
BPOP Regional Banks SHORT 28.75 -1.27 HOLD
C SHORT 49.22 -2.13 HOLD
CEF SHORT 15.72 1.03 HOLD
CIT SHORT 45.77 -1.10 HOLD
DENN Restaurants LONG 5.94 -1.33 BUY
DEST LONG 24.73 -0.40 HOLD
ESI LONG 26.56 -3.17 HOLD
FRED LONG 15.71 -1.32 HOLD
GLP LONG 38.26 1.00 HOLD
GPI Retail (Specialty) LONG 63.54 -1.27 HOLD
HBC SHORT 53.31 -2.22 HOLD
HOTT LONG 14.00 0.00 SELL
ICFI LONG 30.59 -0.58 HOLD
IMKTA LONG 22.83 -1.98 HOLD
INWK LONG 11.05 1.28 HOLD
ISBC SHORT 19.77 -1.89 HOLD
KMR SHORT 79.99 -1.66 HOLD
KNL Furniture and Fixtures LONG 14.41 -1.71 HOLD
KOP LONG 40.98 -1.06 HOLD
KRNY SHORT 9.94 -2.45 HOLD
LINE SHORT 31.07 -2.20 HOLD
MT SHORT 12.19 -0.73 HOLD
NSH SHORT 25.18 -1.06 HOLD
NSIT LONG 18.92 -2.32 HOLD
NVS SHORT 72.64 -0.18 HOLD
O SHORT 44.93 1.88 HOLD
ONB SHORT 13.10 -2.60 HOLD
OZM SHORT 10.97 0.64 HOLD
PBR Oil and Gas - Integrated SHORT 15.64 -4.40 HOLD
PBY LONG 11.96 -0.33 HOLD
RJET LONG 10.57 0.76 HOLD
SAFM LONG 68.88 -1.63 HOLD
SLV Misc. Financial Services SHORT 21.32 1.33 HOLD
SPTN LONG 18.74 -3.60 HOLD
STM SHORT 9.50 -1.25 HOLD
TECD LONG 49.13 -1.13 HOLD
TFSL SHORT 11.08 0.27 HOLD
TITN Construction Services LONG 20.40 -1.11 HOLD
TKC Communications Services SHORT 14.94 0.67 HOLD
USB Regional Banks SHORT 35.01 -1.27 HOLD
USNA LONG 73.90 1.52 HOLD
VALE SHORT 14.13 -2.35 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.03
SHORTS -1.00
TOTAL -0.03
S&P 500 -0.64
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -24.46 10.56 -45.54 -1.09 -0.25
S&P 500 28.61 5.20 -18.61 2.24 0.62

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