Friday, August 9, 2013

09-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.44 -1.16 HOLD
BHP SHORT 67.68 2.61 HOLD
BLT LONG 12.01 -0.25 HOLD
BLX SHORT 24.88 -0.04 HOLD
BPOP Regional Banks SHORT 33.41 0.03 HOLD
BZ LONG 9.14 0.00 HOLD
C SHORT 51.32 -0.89 HOLD
CEF SHORT 14.47 0.49 HOLD
CIT SHORT 50.06 -0.44 HOLD
DENN Restaurants LONG 5.70 -0.52 HOLD
DF Food Processing LONG 10.46 2.55 HOLD
DRL SHORT 23.81 -1.57 HOLD
ESI LONG 29.75 -4.09 HOLD
FOE LONG 7.34 7.31 HOLD
GLD SHORT 126.86 0.00 HOLD
GLP LONG 31.39 -1.78 HOLD
GPI Retail (Specialty) LONG 76.46 -0.70 HOLD
HAYN LONG 47.63 -3.45 HOLD
HBC SHORT 55.25 1.28 HOLD
ISBC SHORT 22.34 -0.31 HOLD
JBT LONG 22.86 0.79 HOLD
KMR SHORT 80.48 0.73 HOLD
KOP LONG 37.89 -2.09 HOLD
KRNY SHORT 10.08 -0.20 HOLD
LINE SHORT 24.99 -1.23 HOLD
MT SHORT 13.71 6.03 HOLD
NP LONG 37.72 -1.49 HOLD
NSH SHORT 24.45 0.78 HOLD
NSIT LONG 20.90 -4.44 HOLD
NVS SHORT 73.42 -0.41 HOLD
OMX Office Supplies LONG 10.99 -0.63 HOLD
OZM SHORT 11.12 2.21 HOLD
PBY LONG 12.71 0.63 HOLD
RJET LONG 12.57 -6.33 HOLD
SAFM LONG 74.25 -0.16 HOLD
SAIA LONG 28.58 -3.35 HOLD
SLV Misc. Financial Services SHORT 19.76 0.82 HOLD
STRA LONG 44.63 -2.87 HOLD
TECD LONG 52.15 -0.67 HOLD
TFSL SHORT 11.76 -0.59 HOLD
TKC Communications Services SHORT 15.23 0.00 HOLD
USB Regional Banks SHORT 37.17 -0.48 HOLD
VALE SHORT 15.51 5.58 HOLD
VLY SHORT 10.52 0.19 HOLD
WNR LONG 31.22 1.73 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.94
SHORTS 0.56
TOTAL -1.50
S&P 500 -0.28
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 4024242824159.47 1572910916815.20 -17.60 0.00 124050.30
S&P 500 34.78 5.32 -18.61 2.44 0.70

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