Friday, July 19, 2013

19-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABM LONG 26.60 1.84 HOLD
AHS LONG 15.42 -1.03 HOLD
BAC SandLs/Savings Banks SHORT 14.75 -0.07 HOLD
BHP SHORT 62.60 -0.89 HOLD
BLT LONG 12.88 1.18 HOLD
BLX SHORT 25.61 2.60 HOLD
BPOP Regional Banks SHORT 33.01 -0.69 HOLD
C SHORT 52.35 -0.65 HOLD
CEF SHORT 14.22 1.57 HOLD
CIT SHORT 48.40 -0.43 HOLD
DENN Restaurants LONG 5.88 -0.51 HOLD
DEST LONG 28.93 -1.53 HOLD
ESI LONG 26.62 -1.92 HOLD
GLP LONG 39.18 -2.51 HOLD
GPI Retail (Specialty) LONG 67.35 -0.34 HOLD
HBC SHORT 56.35 -0.11 HOLD
INWK LONG 11.14 0.81 HOLD
ISBC SHORT 22.34 -0.13 HOLD
KMR SHORT 84.16 1.08 HOLD
KNL Furniture and Fixtures LONG 15.96 2.37 HOLD
KOP LONG 37.24 -1.74 HOLD
KRNY SHORT 10.83 0.37 HOLD
LINE SHORT 27.99 -0.57 HOLD
MT SHORT 12.72 0.32 HOLD
NP LONG 37.78 0.72 HOLD
NSH SHORT 26.32 -1.35 HOLD
NSIT LONG 20.53 0.10 HOLD
NVS SHORT 72.57 -0.11 HOLD
O SHORT 45.33 -1.31 HOLD
OMX Office Supplies LONG 11.47 1.24 BUY
OZM SHORT 11.15 -0.58 HOLD
PBR Oil and Gas - Integrated SHORT 13.96 -1.41 HOLD
PBY LONG 12.14 -1.86 HOLD
RJET LONG 12.81 -0.23 HOLD
SAFM LONG 69.32 -1.20 HOLD
SAIA LONG 31.79 -0.97 BUY
SLV Misc. Financial Services SHORT 18.87 0.80 HOLD
STRA LONG 49.86 -4.68 HOLD
TECD LONG 49.70 0.49 HOLD
TFSL SHORT 11.91 -0.17 HOLD
TKC Communications Services SHORT 14.71 -1.34 HOLD
USB Regional Banks SHORT 37.26 0.51 HOLD
USNA LONG 84.05 2.31 SELL
VALE SHORT 13.82 -3.42 HOLD
VLY SHORT 9.75 -0.81 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.41
SHORTS -0.28
TOTAL -0.12
S&P 500 0.19
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 26.72 25.00 -39.44 0.42 0.26
S&P 500 33.37 5.09 -18.61 2.52 0.69

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