Thursday, August 8, 2013

08-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.61 0.55 HOLD
BHP SHORT 65.96 4.62 HOLD
BLT LONG 12.04 3.26 HOLD
BLX SHORT 24.89 0.69 HOLD
BPOP Regional Banks SHORT 33.40 0.48 HOLD
BZ LONG 9.14 -0.11 HOLD
C SHORT 51.78 0.54 HOLD
CEF SHORT 14.40 4.05 HOLD
CIT SHORT 50.28 1.17 HOLD
DENN Restaurants LONG 5.73 3.06 HOLD
DEST LONG 29.47 -0.67 SELL
DF Food Processing LONG 10.20 -7.44 HOLD
DRL SHORT 24.09 0.12 HOLD
ESI LONG 31.02 -0.58 HOLD
FOE LONG 6.84 2.09 HOLD
GLD SHORT 126.85 2.17 HOLD
GLP LONG 31.96 -11.93 HOLD
GPI Retail (Specialty) LONG 77.00 0.42 HOLD
HAYN LONG 49.33 1.38 HOLD
HBC SHORT 54.55 0.59 HOLD
ISBC SHORT 22.41 -0.09 HOLD
JBT LONG 22.68 -0.57 BUY
KMR SHORT 79.90 1.14 HOLD
KOP LONG 38.70 0.81 HOLD
KRNY SHORT 10.10 -1.46 HOLD
LINE SHORT 25.30 -6.78 HOLD
MT SHORT 12.93 5.21 HOLD
NP LONG 38.29 -1.54 HOLD
NSH SHORT 24.26 -0.98 HOLD
NSIT LONG 21.87 -0.82 HOLD
NVS SHORT 73.72 -0.01 HOLD
OMX Office Supplies LONG 11.06 0.55 HOLD
OZM SHORT 10.88 -1.00 HOLD
PBY LONG 12.63 1.53 HOLD
RJET LONG 13.42 0.90 HOLD
SAFM LONG 74.37 0.64 HOLD
SAIA LONG 29.57 1.06 HOLD
SLV Misc. Financial Services SHORT 19.59 4.04 HOLD
STRA LONG 45.95 -2.32 HOLD
TECD LONG 52.50 0.63 HOLD
TFSL SHORT 11.83 -0.17 HOLD
TKC Communications Services SHORT 15.23 1.67 HOLD
USB Regional Banks SHORT 37.35 0.38 HOLD
VALE SHORT 14.69 4.70 HOLD
VLY SHORT 10.50 0.10 HOLD
WNR LONG 30.69 0.03 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.43
SHORTS 0.90
TOTAL -1.34
S&P 500 0.37
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 6010617318603.05 2313704195361.24 -17.58 0.00 148760.79
S&P 500 35.16 5.29 -18.61 2.49 0.71

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