Friday, July 12, 2013

12-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 25.45 1.07 HOLD
AHS LONG 15.41 0.00 HOLD
BAC SandLs/Savings Banks SHORT 13.78 2.00 HOLD
BHP SHORT 60.68 -1.80 HOLD
BLT LONG 12.44 0.16 HOLD
BLX SHORT 25.04 -1.49 HOLD
BPOP Regional Banks SHORT 32.02 0.95 HOLD
C SHORT 50.81 1.54 HOLD
CEF SHORT 14.30 0.35 HOLD
CIT SHORT 49.00 -0.31 HOLD
DENN Restaurants LONG 5.94 0.51 HOLD
DEST LONG 28.98 -0.03 HOLD
ESI LONG 26.89 -0.41 HOLD
FRED LONG 16.95 -0.29 HOLD
GLP LONG 40.50 3.77 HOLD
GPI Retail (Specialty) LONG 67.09 -1.76 HOLD
HBC SHORT 54.87 -0.33 HOLD
ICFI LONG 32.85 -0.45 HOLD
INWK LONG 10.94 -0.55 HOLD
ISBC SHORT 22.15 0.82 HOLD
KMR SHORT 86.34 -0.69 HOLD
KNL Furniture and Fixtures LONG 15.63 0.77 HOLD
KOP LONG 40.09 -0.77 HOLD
KRNY SHORT 10.52 -0.57 HOLD
LINE SHORT 24.84 -4.64 HOLD
MT SHORT 12.11 -1.70 HOLD
NP LONG 36.34 1.03 HOLD
NSH SHORT 26.77 1.90 HOLD
NSIT LONG 20.03 0.15 HOLD
NVS SHORT 73.65 0.23 HOLD
O SHORT 44.84 0.61 HOLD
ONB SHORT 14.51 1.75 HOLD
OZM SHORT 11.08 0.00 HOLD
PBR Oil and Gas - Integrated SHORT 13.05 -1.14 HOLD
PBY LONG 12.14 -2.18 HOLD
RJET LONG 11.63 -0.26 HOLD
SAFM LONG 72.05 -0.65 HOLD
SLV Misc. Financial Services SHORT 19.21 -1.44 HOLD
STRA LONG 51.20 -0.16 HOLD
TECD LONG 49.94 0.75 HOLD
TFSL SHORT 11.79 0.68 HOLD
TKC Communications Services SHORT 14.72 1.80 HOLD
USB Regional Banks SHORT 37.66 1.37 HOLD
USNA LONG 77.73 -0.91 HOLD
VALE SHORT 13.29 -1.99 HOLD
VLY SHORT 9.68 -0.05 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.01
SHORTS -0.09
TOTAL 0.08
S&P 500 0.04
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 28.09 25.49 -39.45 0.43 0.28
S&P 500 32.04 5.09 -18.61 2.45 0.67

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