Monday, July 8, 2013

08-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 24.75 0.65 HOLD
AHS LONG 15.40 0.46 HOLD
BAC SandLs/Savings Banks SHORT 13.28 1.68 HOLD
BHP SHORT 56.41 0.16 HOLD
BLT LONG 11.75 -1.34 HOLD
BLX SHORT 23.15 0.70 HOLD
BPOP Regional Banks SHORT 32.26 1.45 HOLD
C SHORT 49.52 2.04 HOLD
CEF SHORT 13.70 2.24 HOLD
CIT SHORT 48.81 0.43 HOLD
DENN Restaurants LONG 5.77 -0.69 HOLD
DEST LONG 27.29 2.79 HOLD
ESI LONG 24.60 1.23 HOLD
FRED LONG 16.64 3.23 HOLD
GLP LONG 39.43 1.60 HOLD
GPI Retail (Specialty) LONG 66.95 1.26 HOLD
HBC SHORT 53.68 0.09 HOLD
ICFI LONG 32.49 0.28 HOLD
INWK LONG 11.17 0.18 HOLD
ISBC SHORT 22.33 -0.40 HOLD
KMR SHORT 85.25 1.19 HOLD
KNL Furniture and Fixtures LONG 14.80 0.34 HOLD
KOP LONG 39.11 0.28 HOLD
KRNY SHORT 10.77 -1.10 HOLD
LINE SHORT 25.13 8.28 HOLD
MT SHORT 11.32 1.16 HOLD
NSH SHORT 25.40 -2.01 HOLD
NSIT LONG 18.99 -0.63 HOLD
NVS SHORT 71.06 0.48 HOLD
O SHORT 42.65 -0.02 HOLD
ONB SHORT 14.69 -0.34 HOLD
OZM SHORT 10.74 0.75 HOLD
PBR Oil and Gas - Integrated SHORT 12.13 -0.98 HOLD
PBY LONG 12.18 2.78 HOLD
RJET LONG 11.59 2.11 HOLD
SAFM LONG 68.93 1.41 HOLD
SLV Misc. Financial Services SHORT 18.41 1.10 HOLD
SPTN LONG 19.88 2.53 HOLD
STRA LONG 48.79 -3.31 HOLD
TECD LONG 48.09 -1.19 HOLD
TFSL SHORT 11.61 1.66 HOLD
TKC Communications Services SHORT 14.42 0.63 HOLD
USB Regional Banks SHORT 37.05 0.79 HOLD
USNA LONG 75.30 1.77 HOLD
VALE SHORT 12.70 0.55 HOLD
VLY SHORT 9.83 -0.20 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.75
SHORTS 0.81
TOTAL -0.06
S&P 500 0.57
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -13.30 10.12 -39.44 -0.58 -0.15
S&P 500 29.23 5.22 -18.61 2.21 0.62

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