Thursday, June 20, 2013

20-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.19 -0.41 HOLD
AHS LONG 13.99 -0.43 HOLD
ATVI SHORT 13.88 -2.46 COVER
BAC SandLs/Savings Banks SHORT 12.89 -2.27 HOLD
BHP SHORT 58.28 -4.24 HOLD
BLT LONG 12.46 -1.81 BUY
BLX SHORT 22.07 -1.39 SHORT
BPOP Regional Banks SHORT 28.75 -0.21 HOLD
C SHORT 47.90 -3.29 HOLD
CEF SHORT 13.92 -8.06 HOLD
CIT SHORT 46.78 -1.62 HOLD
DENN Restaurants LONG 5.47 -5.85 HOLD
DEST LONG 25.19 -1.33 HOLD
ESI LONG 24.93 0.73 HOLD
FRED LONG 15.46 -3.19 HOLD
GLP LONG 37.80 -1.79 HOLD
GPI Retail (Specialty) LONG 62.29 -4.83 HOLD
HBC SHORT 51.41 -3.53 HOLD
ICFI LONG 30.95 0.23 HOLD
INWK LONG 11.35 -0.96 HOLD
ISBC SHORT 20.36 -0.54 HOLD
KMR SHORT 77.44 -2.47 HOLD
KNL Furniture and Fixtures LONG 13.61 -3.27 HOLD
KOP LONG 39.57 -3.23 HOLD
KRNY SHORT 9.98 -1.29 HOLD
LINE SHORT 33.31 1.00 HOLD
MT SHORT 11.59 -2.77 HOLD
NSH SHORT 24.81 -2.25 HOLD
NSIT LONG 17.53 -4.47 HOLD
NVS SHORT 70.01 -2.63 HOLD
O SHORT 41.02 -5.59 HOLD
ONB SHORT 13.23 -1.56 HOLD
OZM SHORT 10.16 -5.49 HOLD
PBR Oil and Gas - Integrated SHORT 14.07 -4.61 HOLD
PBY LONG 11.59 -2.85 HOLD
RJET LONG 11.26 -1.75 HOLD
SAFM LONG 65.23 -3.59 HOLD
SLV Misc. Financial Services SHORT 18.97 -7.94 HOLD
SPTN LONG 18.24 -1.46 HOLD
STM SHORT 9.27 -4.83 COVER
STRA LONG 50.25 -1.32 HOLD
TECD LONG 47.41 -2.53 HOLD
TFSL SHORT 10.89 -1.00 HOLD
TITN Construction Services LONG 19.69 0.64 SELL
TKC Communications Services SHORT 14.08 -4.35 HOLD
USB Regional Banks SHORT 35.06 -0.37 HOLD
USNA LONG 69.98 -4.03 HOLD
VALE SHORT 13.61 -2.65 HOLD
VLY SHORT 8.91 0.22 SHORT
TODAY SUMMARY GAINS(%)
LONGS -2.18
SHORTS -3.00
TOTAL 0.82
S&P 500 -2.48
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 155649900.82 56812041.20 -18.37 0.00 2646.09
S&P 500 25.65 5.50 -18.61 1.89 0.56

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