Tuesday, July 2, 2013

02-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.44 -0.57 HOLD
AHS LONG 15.10 -0.13 HOLD
BAC SandLs/Savings Banks SHORT 12.90 -0.23 HOLD
BHP SHORT 57.83 -0.05 HOLD
BLT LONG 11.73 -0.59 HOLD
BLX SHORT 22.52 -0.22 HOLD
BPOP Regional Banks SHORT 31.02 0.13 HOLD
C SHORT 48.15 -0.21 HOLD
CEF SHORT 13.65 -0.58 HOLD
CIT SHORT 47.82 0.50 HOLD
DENN Restaurants LONG 5.62 -1.75 HOLD
DEST LONG 25.80 1.49 HOLD
ESI LONG 24.71 -1.04 HOLD
FRED LONG 15.74 0.45 HOLD
GLP LONG 39.35 -3.20 HOLD
GPI Retail (Specialty) LONG 65.00 0.17 HOLD
HBC SHORT 52.58 -0.32 HOLD
ICFI LONG 31.89 -0.37 HOLD
INWK LONG 11.42 2.88 HOLD
ISBC SHORT 21.63 1.22 HOLD
KMR SHORT 84.66 -0.02 HOLD
KNL Furniture and Fixtures LONG 14.26 -2.60 HOLD
KOP LONG 38.80 -0.28 HOLD
KRNY SHORT 10.35 0.00 HOLD
LINE SHORT 27.05 -18.74 HOLD
MT SHORT 11.21 -0.97 HOLD
NSH SHORT 26.34 -3.76 HOLD
NSIT LONG 18.36 -0.70 HOLD
NVS SHORT 70.66 -0.30 HOLD
O SHORT 43.23 3.30 HOLD
ONB SHORT 14.22 0.49 HOLD
OZM SHORT 10.64 -0.75 HOLD
PBR Oil and Gas - Integrated SHORT 12.81 -3.61 HOLD
PBY LONG 11.68 -1.02 HOLD
RJET LONG 11.48 -0.78 HOLD
SAFM LONG 66.88 -1.95 HOLD
SLV Misc. Financial Services SHORT 18.67 -1.37 HOLD
SPTN LONG 19.11 2.82 HOLD
STRA LONG 48.97 -1.63 HOLD
TECD LONG 47.52 0.00 HOLD
TFSL SHORT 11.25 0.00 HOLD
TKC Communications Services SHORT 14.59 -1.08 HOLD
USB Regional Banks SHORT 36.30 -0.03 HOLD
USNA LONG 71.98 -1.18 HOLD
VALE SHORT 12.87 -2.72 HOLD
VLY SHORT 9.53 -0.63 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.47
SHORTS -1.20
TOTAL 0.72
S&P 500 -0.18
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -14.73 9.85 -39.52 -0.67 -0.17
S&P 500 26.97 5.40 -18.61 1.99 0.58

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