Wednesday, August 14, 2013

14-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.60 0.62 HOLD
BLT LONG 12.00 0.33 HOLD
BLX SHORT 25.29 0.24 HOLD
BPOP Regional Banks SHORT 33.54 0.24 HOLD
MTRN LONG 31.02 0.45 HOLD
BZ LONG 9.19 0.11 HOLD
C SHORT 51.59 -0.35 HOLD
CEF SHORT 15.20 2.29 HOLD
CIT SHORT 49.66 0.34 HOLD
DENN Restaurants LONG 5.77 0.35 HOLD
DF Food Processing LONG 10.27 -2.75 HOLD
DRL SHORT 20.52 -6.04 HOLD
ESI LONG 28.36 -2.17 HOLD
FOE LONG 7.55 0.67 HOLD
GG SHORT 29.45 3.88 HOLD
GLD SHORT 128.99 0.98 HOLD
GPI Retail (Specialty) LONG 77.00 0.92 HOLD
HAYN LONG 47.73 -0.04 HOLD
HBC SHORT 55.79 0.34 HOLD
ISBC SHORT 21.70 -0.09 HOLD
JBT LONG 22.43 -1.32 HOLD
KMR SHORT 80.05 0.10 HOLD
KOP LONG 39.13 -1.26 HOLD
KRNY SHORT 10.40 1.46 HOLD
LINE SHORT 23.68 3.38 HOLD
MT SHORT 14.12 2.02 HOLD
NP LONG 38.08 1.09 HOLD
NSH SHORT 23.70 -1.04 HOLD
NSIT LONG 21.06 0.96 HOLD
NVS SHORT 73.62 -0.22 HOLD
OMX Office Supplies LONG 11.59 1.58 HOLD
OZM SHORT 11.22 -0.97 HOLD
PBY LONG 12.53 -1.96 HOLD
RJET LONG 12.31 -2.15 HOLD
SAIA LONG 28.55 -1.28 HOLD
SCHN LONG 27.15 0.30 HOLD
SLV Misc. Financial Services SHORT 21.08 1.79 HOLD
STRA LONG 44.32 0.05 HOLD
TFSL SHORT 11.45 -1.89 HOLD
TKC Communications Services SHORT 15.22 0.46 HOLD
USB Regional Banks SHORT 36.97 -0.38 HOLD
VALE SHORT 15.60 0.58 HOLD
VCI LONG 28.77 0.52 HOLD
VLY SHORT 10.62 0.38 HOLD
WNR LONG 31.13 -0.89 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.31
SHORTS 0.34
TOTAL -0.65
S&P 500 -0.51
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 158573227.65 58447269.09 -18.05 0.00 1847.75
S&P 500 34.32 5.38 -18.61 2.37 0.69

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