Monday, August 5, 2013

05-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.80 -0.27 HOLD
BHP SHORT 63.54 0.09 HOLD
BLT LONG 12.94 -0.77 HOLD
BLX SHORT 25.13 -1.45 HOLD
BPOP Regional Banks SHORT 33.50 0.57 HOLD
BZ LONG 9.28 0.65 HOLD
C SHORT 52.87 -0.25 HOLD
CEF SHORT 14.22 -0.21 HOLD
CIT SHORT 50.98 -0.68 HOLD
DENN Restaurants LONG 5.72 -1.04 HOLD
DEST LONG 29.93 0.00 HOLD
DF Food Processing LONG 11.35 0.89 HOLD
DRL SHORT 24.11 -0.33 HOLD
ESI LONG 30.00 8.97 HOLD
FOE LONG 6.89 0.73 HOLD
GLD SHORT 125.70 -0.52 HOLD
GLP LONG 37.38 -2.15 HOLD
GPI Retail (Specialty) LONG 76.15 -0.76 HOLD
HAYN LONG 48.51 0.56 HOLD
HBC SHORT 55.37 -4.49 HOLD
ISBC SHORT 22.55 1.58 HOLD
KMR SHORT 80.74 0.86 HOLD
KOP LONG 39.23 1.95 HOLD
KRNY SHORT 10.40 -1.52 HOLD
LINE SHORT 26.32 -2.05 HOLD
MT SHORT 12.61 0.88 HOLD
NP LONG 39.35 -0.10 HOLD
NSH SHORT 25.15 0.16 HOLD
NSIT LONG 21.97 -0.50 HOLD
NVS SHORT 72.48 -0.34 HOLD
OMX Office Supplies LONG 11.44 -0.52 HOLD
OZM SHORT 11.50 0.88 HOLD
PBY LONG 12.75 -1.47 HOLD
RJET LONG 13.67 -1.30 HOLD
SAFM LONG 74.31 3.11 HOLD
SAIA LONG 31.00 -1.90 HOLD
SLV Misc. Financial Services SHORT 19.01 -0.58 HOLD
STRA LONG 46.03 2.75 HOLD
TECD LONG 53.03 0.32 HOLD
TFSL SHORT 12.32 0.16 HOLD
TKC Communications Services SHORT 14.95 0.13 HOLD
USB Regional Banks SHORT 37.74 -0.08 HOLD
VALE SHORT 13.74 -0.07 HOLD
VLY SHORT 10.65 0.57 HOLD
WNR LONG 30.99 1.21 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.51
SHORTS -0.29
TOTAL 0.80
S&P 500 -0.10
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 4161784117734.39 1566564165990.62 -17.58 0.00 134453.01
S&P 500 35.94 5.23 -18.61 2.58 0.72

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