Thursday, July 11, 2013

11-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 25.18 1.21 HOLD
AHS LONG 15.41 -0.19 HOLD
BAC SandLs/Savings Banks SHORT 13.51 1.05 HOLD
BHP SHORT 61.79 6.06 HOLD
BLT LONG 12.42 3.41 HOLD
BLX SHORT 25.42 3.88 HOLD
BPOP Regional Banks SHORT 31.72 -1.73 HOLD
C SHORT 50.04 0.83 HOLD
CEF SHORT 14.25 3.94 HOLD
CIT SHORT 49.15 -0.43 HOLD
DENN Restaurants LONG 5.91 1.20 HOLD
DEST LONG 28.99 4.47 HOLD
ESI LONG 27.00 3.85 HOLD
FRED LONG 17.00 1.01 HOLD
GLP LONG 39.03 1.22 HOLD
GPI Retail (Specialty) LONG 68.29 1.32 HOLD
HBC SHORT 55.05 1.83 HOLD
ICFI LONG 33.00 -0.21 HOLD
INWK LONG 11.00 0.00 HOLD
ISBC SHORT 21.97 -0.95 HOLD
KMR SHORT 86.94 1.49 HOLD
KNL Furniture and Fixtures LONG 15.51 0.52 HOLD
KOP LONG 40.40 1.33 HOLD
KRNY SHORT 10.58 -0.38 HOLD
LINE SHORT 26.05 -2.21 HOLD
MT SHORT 12.32 5.57 HOLD
NP LONG 35.97 1.30 HOLD
NSH SHORT 26.27 1.35 HOLD
NSIT LONG 20.00 3.04 HOLD
NVS SHORT 73.48 1.63 HOLD
O SHORT 44.57 3.20 HOLD
ONB SHORT 14.26 -1.79 HOLD
OZM SHORT 11.08 2.50 HOLD
PBR Oil and Gas - Integrated SHORT 13.20 7.40 HOLD
PBY LONG 12.41 0.98 HOLD
RJET LONG 11.66 1.75 HOLD
SAFM LONG 72.52 -0.37 HOLD
SLV Misc. Financial Services SHORT 19.48 5.41 HOLD
STRA LONG 51.28 1.02 HOLD
TECD LONG 49.57 2.16 HOLD
TFSL SHORT 11.71 0.00 HOLD
TKC Communications Services SHORT 14.46 -0.34 HOLD
USB Regional Banks SHORT 37.15 0.22 HOLD
USNA LONG 78.44 2.58 HOLD
VALE SHORT 13.56 5.53 HOLD
VLY SHORT 9.68 -1.33 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.50
SHORTS 1.71
TOTAL -0.21
S&P 500 1.40
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 4080253002205.84 1546812660439.80 -17.58 0.00 178256.43
S&P 500 32.04 5.08 -18.61 2.46 0.67

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