Monday, July 15, 2013

15-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 25.58 0.51 HOLD
AHS LONG 15.48 0.45 HOLD
BAC SandLs/Savings Banks SHORT 13.88 0.73 HOLD
BHP SHORT 60.88 0.33 HOLD
BLT LONG 12.52 0.64 HOLD
BLX SHORT 25.30 1.04 HOLD
BPOP Regional Banks SHORT 32.19 0.53 HOLD
C SHORT 51.81 1.97 HOLD
CEF SHORT 14.31 0.07 HOLD
CIT SHORT 48.98 -0.04 HOLD
DENN Restaurants LONG 5.92 -0.34 HOLD
DEST LONG 29.42 1.52 HOLD
ESI LONG 27.44 2.05 HOLD
FRED LONG 16.94 -0.06 HOLD
GLP LONG 40.20 -0.74 HOLD
GPI Retail (Specialty) LONG 68.56 2.19 HOLD
HBC SHORT 55.26 0.71 HOLD
ICFI LONG 32.89 0.12 HOLD
INWK LONG 10.92 -0.18 HOLD
ISBC SHORT 22.21 0.27 HOLD
KMR SHORT 86.23 -0.13 HOLD
KNL Furniture and Fixtures LONG 15.62 -0.06 HOLD
KOP LONG 39.63 -1.15 HOLD
KRNY SHORT 10.48 -0.38 HOLD
LINE SHORT 25.20 1.45 HOLD
MT SHORT 12.08 -0.25 HOLD
NP LONG 36.84 1.38 HOLD
NSH SHORT 27.22 1.68 HOLD
NSIT LONG 20.19 0.80 HOLD
NVS SHORT 73.71 0.08 HOLD
O SHORT 45.19 0.78 HOLD
ONB SHORT 14.67 1.10 HOLD
OZM SHORT 11.09 0.09 HOLD
PBR Oil and Gas - Integrated SHORT 13.39 2.61 HOLD
PBY LONG 12.31 1.40 HOLD
RJET LONG 11.95 2.75 HOLD
SAFM LONG 71.56 -0.68 HOLD
SLV Misc. Financial Services SHORT 19.28 0.36 HOLD
STRA LONG 51.29 0.18 HOLD
TECD LONG 49.25 -1.38 HOLD
TFSL SHORT 11.87 0.68 HOLD
TKC Communications Services SHORT 15.00 1.90 HOLD
USB Regional Banks SHORT 37.50 -0.42 HOLD
USNA LONG 78.93 1.54 HOLD
VALE SHORT 13.55 1.96 HOLD
VLY SHORT 9.76 0.83 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.52
SHORTS 0.72
TOTAL -0.20
S&P 500 0.41
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -13.10 10.18 -39.45 -0.57 -0.15
S&P 500 32.58 5.08 -18.61 2.49 0.68

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