Thursday, July 25, 2013

25-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AHS LONG 14.96 0.47 HOLD
BAC SandLs/Savings Banks SHORT 14.83 0.82 HOLD
BHP SHORT 63.80 0.79 HOLD
BLT LONG 13.06 1.24 HOLD
BLX SHORT 25.30 1.61 HOLD
BPOP Regional Banks SHORT 32.96 -0.99 HOLD
BZ LONG 9.07 -0.66 HOLD
C SHORT 52.66 0.90 HOLD
CEF SHORT 14.71 0.82 HOLD
CIT SHORT 49.90 -0.58 HOLD
DENN Restaurants LONG 5.76 1.59 HOLD
DEST LONG 31.29 8.08 HOLD
DRL SHORT 24.58 3.19 HOLD
ESI LONG 27.92 3.14 HOLD
FOE LONG 6.94 3.58 HOLD
GLP LONG 37.75 -1.31 HOLD
GPI Retail (Specialty) LONG 69.68 3.43 HOLD
HBC SHORT 56.72 0.75 HOLD
INWK LONG 11.50 1.32 HOLD
ISBC SHORT 22.58 -0.04 HOLD
KMR SHORT 83.79 0.89 HOLD
KOP LONG 37.63 -0.92 HOLD
KRNY SHORT 10.79 0.37 HOLD
LINE SHORT 27.09 2.07 HOLD
MT SHORT 12.99 0.78 HOLD
NP LONG 39.57 0.64 HOLD
NSH SHORT 25.75 0.12 HOLD
NSIT LONG 21.70 3.04 HOLD
NVS SHORT 72.23 -0.66 HOLD
OMX Office Supplies LONG 11.77 2.79 HOLD
OZM SHORT 11.26 0.63 HOLD
PBR Oil and Gas - Integrated SHORT 14.52 1.47 HOLD
PBY LONG 12.23 -0.49 HOLD
RJET LONG 13.03 1.56 HOLD
SAFM LONG 70.30 0.40 HOLD
SAIA LONG 31.38 0.93 HOLD
SLV Misc. Financial Services SHORT 19.51 0.22 HOLD
STRA LONG 43.84 -10.80 HOLD
TECD LONG 51.86 1.81 HOLD
TFSL SHORT 11.74 -0.59 HOLD
TKC Communications Services SHORT 15.01 0.40 HOLD
USB Regional Banks SHORT 37.46 -0.21 HOLD
VALE SHORT 14.45 1.55 HOLD
VLY SHORT 10.18 3.67 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.99
SHORTS 0.75
TOTAL 0.24
S&P 500 0.23
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 26.73 24.89 -39.43 0.42 0.26
S&P 500 34.44 5.21 -18.61 2.52 0.71

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