Tuesday, August 6, 2013

06-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.64 -1.08 HOLD
BHP SHORT 63.28 -0.41 HOLD
BLT LONG 12.79 -1.16 HOLD
BLX SHORT 25.01 -0.48 HOLD
BPOP Regional Banks SHORT 33.20 -0.90 HOLD
BZ LONG 9.18 -1.08 HOLD
C SHORT 51.48 -2.63 HOLD
CEF SHORT 13.91 -2.18 HOLD
CIT SHORT 50.09 -1.75 HOLD
DENN Restaurants LONG 5.65 -1.22 HOLD
DEST LONG 29.94 0.03 HOLD
DF Food Processing LONG 11.26 -0.79 HOLD
DRL SHORT 23.97 -0.58 HOLD
ESI LONG 30.26 0.87 HOLD
FOE LONG 6.83 -0.87 HOLD
GLD SHORT 124.00 -1.35 HOLD
GLP LONG 37.18 -0.54 HOLD
GPI Retail (Specialty) LONG 77.17 1.34 HOLD
HAYN LONG 48.44 -0.14 HOLD
HBC SHORT 55.05 -0.58 HOLD
ISBC SHORT 22.53 -0.09 HOLD
KMR SHORT 81.12 0.47 HOLD
KOP LONG 38.58 -1.66 HOLD
KRNY SHORT 10.21 -1.83 HOLD
LINE SHORT 26.80 1.82 HOLD
MT SHORT 12.16 -3.57 HOLD
NP LONG 39.08 -0.69 HOLD
NSH SHORT 24.84 -1.23 HOLD
NSIT LONG 22.11 0.64 HOLD
NVS SHORT 73.28 1.10 HOLD
OMX Office Supplies LONG 11.22 -1.92 HOLD
OZM SHORT 11.25 -2.17 HOLD
PBY LONG 12.56 -1.49 HOLD
RJET LONG 13.40 -1.98 HOLD
SAFM LONG 74.17 -0.19 HOLD
SAIA LONG 29.73 -4.10 HOLD
SLV Misc. Financial Services SHORT 18.82 -0.99 HOLD
STRA LONG 46.17 0.30 HOLD
TECD LONG 52.43 -1.13 HOLD
TFSL SHORT 12.11 -1.70 HOLD
TKC Communications Services SHORT 15.00 0.33 HOLD
USB Regional Banks SHORT 37.61 -0.34 HOLD
VALE SHORT 13.75 0.07 HOLD
VLY SHORT 10.57 -0.75 HOLD
WNR LONG 30.73 -0.84 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.79
SHORTS -0.87
TOTAL 0.08
S&P 500 -0.54
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 163328290.97 58114971.26 -18.05 0.00 1981.22
S&P 500 35.14 5.27 -18.61 2.50 0.71

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