Wednesday, August 7, 2013

07-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.53 -0.75 HOLD
BHP SHORT 63.05 -0.36 HOLD
BLT LONG 11.66 -8.84 HOLD
BLX SHORT 24.72 -1.16 HOLD
BPOP Regional Banks SHORT 33.24 0.12 HOLD
BZ LONG 9.15 -0.33 HOLD
C SHORT 51.50 0.04 HOLD
CEF SHORT 13.84 -0.50 HOLD
CIT SHORT 49.70 -0.78 HOLD
DENN Restaurants LONG 5.56 -1.59 HOLD
DEST LONG 29.67 -0.90 HOLD
DF Food Processing LONG 11.02 -2.13 HOLD
DRL SHORT 24.06 0.38 HOLD
ESI LONG 31.20 3.11 HOLD
FOE LONG 6.70 -1.90 HOLD
GLD SHORT 124.11 0.11 HOLD
GLP LONG 36.29 -2.39 HOLD
GPI Retail (Specialty) LONG 76.68 -0.63 HOLD
HAYN LONG 48.66 0.45 HOLD
HBC SHORT 54.23 -1.49 HOLD
ISBC SHORT 22.43 -0.44 HOLD
KMR SHORT 79.00 -2.61 HOLD
KOP LONG 38.39 -0.49 HOLD
KRNY SHORT 10.25 0.39 HOLD
LINE SHORT 27.14 1.27 HOLD
MT SHORT 12.29 1.07 HOLD
NP LONG 38.89 -0.49 HOLD
NSH SHORT 24.50 -1.37 HOLD
NSIT LONG 22.05 -0.27 HOLD
NVS SHORT 73.73 0.61 HOLD
OMX Office Supplies LONG 11.00 -1.96 HOLD
OZM SHORT 11.13 -1.07 HOLD
PBY LONG 12.44 -0.96 HOLD
RJET LONG 13.30 -0.75 HOLD
SAFM LONG 73.90 -0.36 HOLD
SAIA LONG 29.26 -1.58 HOLD
SLV Misc. Financial Services SHORT 18.84 0.05 HOLD
STRA LONG 47.04 1.88 HOLD
TECD LONG 52.17 -0.50 HOLD
TFSL SHORT 11.85 -2.15 HOLD
TKC Communications Services SHORT 14.98 -0.13 HOLD
USB Regional Banks SHORT 37.21 -1.06 HOLD
VALE SHORT 14.03 2.04 HOLD
VLY SHORT 10.49 -0.76 HOLD
WNR LONG 30.68 -0.16 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.99
SHORTS -0.36
TOTAL -0.63
S&P 500 -0.30
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -11.77 10.47 -39.45 -0.48 -0.13
S&P 500 34.70 5.30 -18.61 2.45 0.70

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