Monday, August 12, 2013

12-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.41 -0.28 HOLD
BHP SHORT 67.62 -0.09 COVER
BLT LONG 12.00 -0.08 HOLD
BLX SHORT 25.15 1.09 HOLD
BPOP Regional Banks SHORT 33.51 0.30 HOLD
MTRN LONG 31.22 2.76 BUY
BZ LONG 9.31 1.86 HOLD
C SHORT 50.90 -0.82 HOLD
CEF SHORT 14.97 3.46 HOLD
CIT SHORT 49.90 -0.32 HOLD
DENN Restaurants LONG 5.68 -0.35 HOLD
DF Food Processing LONG 10.64 1.72 HOLD
DRL SHORT 22.91 -3.78 HOLD
ESI LONG 30.00 0.84 HOLD
FOE LONG 7.44 1.36 HOLD
GG SHORT 28.74 5.78 SHORT
GLD SHORT 129.15 1.81 HOLD
GLP LONG 31.92 1.69 SELL
GPI Retail (Specialty) LONG 76.50 0.05 HOLD
HAYN LONG 47.82 0.40 HOLD
HBC SHORT 55.08 -0.31 HOLD
ISBC SHORT 22.04 -1.34 HOLD
JBT LONG 22.97 0.48 HOLD
KMR SHORT 80.79 0.39 HOLD
KOP LONG 39.84 5.15 HOLD
KRNY SHORT 10.13 0.50 HOLD
LINE SHORT 23.93 -4.24 HOLD
MT SHORT 13.72 0.07 HOLD
NP LONG 38.04 0.85 HOLD
NSH SHORT 24.33 -0.49 HOLD
NSIT LONG 20.99 0.43 HOLD
NVS SHORT 73.21 -0.29 HOLD
OMX Office Supplies LONG 11.31 2.91 HOLD
OZM SHORT 11.07 -0.45 HOLD
PBY LONG 12.73 0.16 HOLD
RJET LONG 12.82 1.99 HOLD
SAFM LONG 75.07 1.10 HOLD
SAIA LONG 29.51 3.25 HOLD
SLV Misc. Financial Services SHORT 20.61 4.30 HOLD
STRA LONG 44.68 0.11 HOLD
TECD LONG 52.79 1.23 HOLD
TFSL SHORT 11.62 -1.19 HOLD
TKC Communications Services SHORT 15.18 -0.33 HOLD
USB Regional Banks SHORT 37.16 -0.03 HOLD
VALE SHORT 15.69 1.16 HOLD
VLY SHORT 10.61 0.86 HOLD
WNR LONG 31.45 0.74 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.23
SHORTS -0.00
TOTAL 1.23
S&P 500 -0.14
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 159759818.13 58345661.60 -18.05 0.00 1889.02
S&P 500 34.59 5.34 -18.61 2.42 0.69

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