Monday, June 17, 2013

17-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.74 2.49 HOLD
AHS LONG 13.91 -3.00 HOLD
ATVI SHORT 14.73 1.17 HOLD
BAC SandLs/Savings Banks SHORT 13.21 1.07 HOLD
BHP SHORT 63.27 0.78 HOLD
BPOP Regional Banks SHORT 28.80 0.17 HOLD
C SHORT 49.36 0.28 HOLD
CEF SHORT 15.54 -1.15 HOLD
CIT SHORT 46.65 1.92 HOLD
DENN Restaurants LONG 5.86 -1.35 HOLD
DEST LONG 25.48 3.03 HOLD
ESI LONG 26.12 -1.66 HOLD
FRED LONG 16.12 2.61 HOLD
GLP LONG 38.22 0.42 HOLD
GPI Retail (Specialty) LONG 63.63 0.14 HOLD
HBC SHORT 53.79 0.90 HOLD
ICFI LONG 30.58 -0.03 HOLD
IMKTA LONG 22.49 -1.49 HOLD
INWK LONG 11.28 2.08 HOLD
ISBC SHORT 19.91 0.71 HOLD
KMR SHORT 80.34 0.44 HOLD
KNL Furniture and Fixtures LONG 14.42 0.07 HOLD
KOP LONG 41.08 0.24 HOLD
KRNY SHORT 10.14 2.01 HOLD
LINE SHORT 30.52 -1.77 HOLD
MT SHORT 12.13 -0.49 HOLD
NSH SHORT 25.37 0.75 HOLD
NSIT LONG 18.65 -1.43 HOLD
NVS SHORT 73.29 0.89 HOLD
O SHORT 44.27 -1.47 HOLD
ONB SHORT 13.16 0.46 HOLD
OZM SHORT 10.99 0.18 HOLD
PBR Oil and Gas - Integrated SHORT 15.64 0.00 HOLD
PBY LONG 11.95 -0.08 HOLD
RJET LONG 11.03 4.35 HOLD
SAFM LONG 68.85 -0.04 HOLD
SLV Misc. Financial Services SHORT 21.09 -1.13 HOLD
SPTN LONG 18.80 0.32 HOLD
STM SHORT 9.71 2.21 HOLD
TECD LONG 49.08 -0.10 HOLD
TFSL SHORT 11.14 0.54 HOLD
TITN Construction Services LONG 19.84 -2.75 HOLD
TKC Communications Services SHORT 14.80 -0.94 HOLD
USB Regional Banks SHORT 35.23 0.63 HOLD
USNA LONG 73.28 -0.84 HOLD
VALE SHORT 14.16 0.21 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.14
SHORTS 0.34
TOTAL -0.19
S&P 500 0.81
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 5341823141865.72 2092409125095.67 -17.98 0.00 266461.60
S&P 500 29.66 5.15 -18.61 2.33 0.64

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