Friday, June 21, 2013

21-Jun-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.10 -0.37 HOLD
AHS LONG 14.40 2.93 HOLD
BAC SandLs/Savings Banks SHORT 12.69 -1.51 HOLD
BHP SHORT 58.92 1.10 HOLD
BLT LONG 12.53 0.56 HOLD
BLX SHORT 22.29 1.00 HOLD
BPOP Regional Banks SHORT 29.06 1.08 HOLD
C SHORT 46.87 -2.15 HOLD
CEF SHORT 14.11 1.36 HOLD
CIT SHORT 46.16 -1.33 HOLD
DENN Restaurants LONG 5.39 -1.46 HOLD
DEST LONG 25.20 0.04 HOLD
ESI LONG 23.54 -5.58 HOLD
FRED LONG 15.28 -1.16 HOLD
GLP LONG 37.87 0.19 HOLD
GPI Retail (Specialty) LONG 61.79 -0.80 HOLD
HBC SHORT 51.39 -0.04 HOLD
ICFI LONG 31.09 0.45 HOLD
INWK LONG 11.53 1.59 HOLD
ISBC SHORT 20.48 0.59 HOLD
KMR SHORT 77.57 0.17 HOLD
KNL Furniture and Fixtures LONG 14.15 3.97 HOLD
KOP LONG 39.26 -0.62 HOLD
KRNY SHORT 10.14 1.60 HOLD
LINE SHORT 33.69 1.14 HOLD
MT SHORT 11.53 -0.52 HOLD
NSH SHORT 24.42 -1.57 HOLD
NSIT LONG 17.56 0.17 HOLD
NVS SHORT 69.60 -0.59 HOLD
O SHORT 40.83 -0.46 HOLD
ONB SHORT 13.46 1.74 HOLD
OZM SHORT 10.17 0.10 HOLD
PBR Oil and Gas - Integrated SHORT 13.80 -1.92 HOLD
PBY LONG 11.30 -2.50 HOLD
RJET LONG 11.41 1.33 HOLD
SAFM LONG 64.64 -0.90 HOLD
SLV Misc. Financial Services SHORT 19.39 2.24 HOLD
SPTN LONG 18.60 1.97 HOLD
STRA LONG 49.37 -1.75 HOLD
TECD LONG 46.97 -0.93 HOLD
TFSL SHORT 10.83 -0.37 HOLD
TKC Communications Services SHORT 14.17 0.64 HOLD
USB Regional Banks SHORT 35.57 1.45 HOLD
USNA LONG 71.90 2.74 HOLD
VALE SHORT 13.65 0.29 HOLD
VLY SHORT 9.05 1.57 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.01
SHORTS 0.22
TOTAL -0.23
S&P 500 0.32
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 68088.81 20884.49 -19.39 0.08 81.99
S&P 500 25.39 5.53 -18.61 1.86 0.55

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