Thursday, August 1, 2013

01-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.95 2.40 HOLD
BHP SHORT 63.61 1.40 HOLD
BLT LONG 13.34 1.21 HOLD
BLX SHORT 25.61 1.67 HOLD
BPOP Regional Banks SHORT 33.20 0.91 HOLD
BZ LONG 9.26 1.76 HOLD
C SHORT 52.86 1.40 HOLD
CEF SHORT 14.25 -0.56 HOLD
CIT SHORT 51.25 2.27 HOLD
DENN Restaurants LONG 5.71 0.35 HOLD
DEST LONG 30.29 0.77 HOLD
DF Food Processing LONG 11.07 1.56 HOLD
DRL SHORT 24.18 0.71 HOLD
ESI LONG 26.83 2.29 HOLD
FOE LONG 6.73 3.06 HOLD
GLD SHORT 126.60 -1.06 HOLD
GLP LONG 38.20 1.37 HOLD
GPI Retail (Specialty) LONG 75.68 3.97 HOLD
HAYN LONG 48.43 0.69 HOLD
HBC SHORT 57.30 0.97 HOLD
ISBC SHORT 22.25 0.23 HOLD
KMR SHORT 81.24 0.32 HOLD
KOP LONG 39.11 1.19 HOLD
KRNY SHORT 10.79 4.15 HOLD
LINE SHORT 26.99 -0.22 HOLD
MT SHORT 12.53 -3.39 HOLD
NP LONG 39.64 0.18 HOLD
NSH SHORT 25.24 -1.04 HOLD
NSIT LONG 21.90 2.09 HOLD
NVS SHORT 71.98 0.52 HOLD
OMX Office Supplies LONG 11.50 0.97 HOLD
OZM SHORT 11.49 1.68 HOLD
PBY LONG 12.69 1.93 HOLD
RJET LONG 13.67 -0.44 HOLD
SAFM LONG 71.92 1.81 HOLD
SAIA LONG 31.26 4.41 HOLD
SLV Misc. Financial Services SHORT 18.97 -0.91 HOLD
STRA LONG 45.37 2.51 HOLD
TECD LONG 52.85 2.82 HOLD
TFSL SHORT 12.00 2.83 HOLD
TKC Communications Services SHORT 14.60 0.07 HOLD
USB Regional Banks SHORT 37.66 0.91 HOLD
VALE SHORT 13.68 -0.29 HOLD
VLY SHORT 10.65 2.90 HOLD
WNR LONG 31.20 3.55 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.81
SHORTS 0.74
TOTAL 1.07
S&P 500 1.14
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 6061001398134.70 2304563669258.14 -17.58 0.00 162366.92
S&P 500 35.82 5.21 -18.61 2.59 0.72

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