Tuesday, August 13, 2013

13-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.51 0.69 HOLD
BLT LONG 11.96 -0.33 HOLD
BLX SHORT 25.23 0.32 HOLD
BPOP Regional Banks SHORT 33.46 -0.15 HOLD
MTRN LONG 30.96 -0.83 HOLD
BZ LONG 9.18 -1.40 HOLD
C SHORT 51.77 1.71 HOLD
CEF SHORT 14.86 -0.73 HOLD
CIT SHORT 49.49 -0.82 HOLD
DENN Restaurants LONG 5.75 1.23 HOLD
DF Food Processing LONG 10.56 -0.75 HOLD
DRL SHORT 21.84 -4.67 HOLD
ESI LONG 28.99 -3.37 HOLD
FOE LONG 7.50 0.81 HOLD
GG SHORT 28.35 -1.25 HOLD
GLD SHORT 127.72 -1.09 HOLD
GPI Retail (Specialty) LONG 76.30 -0.26 HOLD
HAYN LONG 47.75 -0.15 HOLD
HBC SHORT 55.60 0.93 HOLD
ISBC SHORT 21.72 -1.45 HOLD
JBT LONG 22.73 -1.22 HOLD
KMR SHORT 79.97 -0.99 HOLD
KOP LONG 39.63 -0.75 HOLD
KRNY SHORT 10.25 1.18 HOLD
LINE SHORT 22.91 -4.28 HOLD
MT SHORT 13.84 0.87 HOLD
NP LONG 37.87 -0.45 HOLD
NSH SHORT 23.95 -1.56 HOLD
NSIT LONG 20.86 -0.62 HOLD
NVS SHORT 73.78 0.78 HOLD
OMX Office Supplies LONG 11.41 1.06 HOLD
OZM SHORT 11.33 2.35 HOLD
PBY LONG 12.77 0.27 HOLD
RJET LONG 12.58 -1.87 HOLD
SAFM LONG 74.85 -0.29 SELL
SAIA LONG 28.92 -2.00 HOLD
SCHN LONG 27.07 -0.55 BUY
SLV Misc. Financial Services SHORT 20.71 0.44 HOLD
STRA LONG 44.30 -0.85 HOLD
TECD LONG 53.56 1.46 SELL
TFSL SHORT 11.67 0.43 HOLD
TKC Communications Services SHORT 15.15 -0.20 HOLD
USB Regional Banks SHORT 37.11 -0.13 HOLD
VALE SHORT 15.51 -1.15 HOLD
VCI LONG 28.62 -1.24 BUY
VLY SHORT 10.58 -0.28 HOLD
WNR LONG 31.41 -0.13 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.50
SHORTS -0.38
TOTAL -0.12
S&P 500 0.33
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 904117382760.89 348131014341.44 -17.60 0.00 65307.29
S&P 500 35.06 5.32 -18.61 2.45 0.70

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