Monday, July 29, 2013

29-Jul-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AHS LONG 14.85 -2.04 SELL
BAC SandLs/Savings Banks SHORT 14.52 -1.43 HOLD
BHP SHORT 64.05 -0.37 HOLD
BLT LONG 13.04 0.31 HOLD
BLX SHORT 25.15 -1.06 HOLD
BPOP Regional Banks SHORT 32.62 -0.79 HOLD
BZ LONG 9.09 0.33 HOLD
C SHORT 51.64 -1.09 HOLD
CEF SHORT 14.47 -0.69 HOLD
CIT SHORT 50.32 0.04 HOLD
DENN Restaurants LONG 5.84 0.69 HOLD
DEST LONG 30.47 0.07 HOLD
DRL SHORT 24.61 -0.57 HOLD
ESI LONG 27.25 1.72 HOLD
FOE LONG 6.73 -3.03 HOLD
GLP LONG 38.50 0.42 HOLD
GPI Retail (Specialty) LONG 72.39 1.77 HOLD
HAYN LONG 48.32 -0.78 BUY
HBC SHORT 56.10 -0.95 HOLD
INWK LONG 11.62 -0.43 SELL
ISBC SHORT 22.31 -0.58 HOLD
KMR SHORT 80.95 -1.10 HOLD
KOP LONG 38.07 0.48 HOLD
KRNY SHORT 10.51 -1.50 HOLD
LINE SHORT 27.24 -0.62 HOLD
MT SHORT 13.13 -0.30 HOLD
NP LONG 39.38 0.77 HOLD
NSH SHORT 26.31 -0.15 HOLD
NSIT LONG 20.98 -1.08 HOLD
NVS SHORT 71.32 -0.67 HOLD
OMX Office Supplies LONG 11.31 -4.40 HOLD
OZM SHORT 11.23 -0.88 HOLD
PBR Oil and Gas - Integrated SHORT 14.11 -2.42 HOLD
PBY LONG 12.29 1.15 HOLD
RJET LONG 13.35 -1.62 HOLD
SAFM LONG 69.73 -1.50 HOLD
SAIA LONG 29.90 -4.53 HOLD
SLV Misc. Financial Services SHORT 19.15 -0.88 HOLD
STRA LONG 43.99 -0.05 HOLD
TECD LONG 49.99 -1.75 HOLD
TFSL SHORT 11.82 -0.34 HOLD
TKC Communications Services SHORT 14.71 -0.14 HOLD
USB Regional Banks SHORT 37.49 -0.13 HOLD
VALE SHORT 14.12 -1.88 HOLD
VLY SHORT 10.14 -0.49 HOLD
WNR LONG 30.21 0.37 BUY
TODAY SUMMARY GAINS(%)
LONGS -0.64
SHORTS -0.79
TOTAL 0.15
S&P 500 -0.31
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -13.72 10.10 -39.45 -0.59 -0.15
S&P 500 34.20 5.24 -18.61 2.48 0.70

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