Thursday, August 15, 2013

15-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.32 -1.92 HOLD
BLT LONG 11.94 -0.50 HOLD
BLX SHORT 25.09 -0.79 HOLD
BPOP Regional Banks SHORT 33.44 -0.30 HOLD
MTRN LONG 30.23 -2.55 HOLD
BZ LONG 8.96 -2.50 HOLD
C SHORT 50.86 -1.42 HOLD
CEF SHORT 15.78 3.82 HOLD
CIT SHORT 49.32 -0.68 HOLD
DENN Restaurants LONG 5.59 -3.12 HOLD
DF Food Processing LONG 9.98 -2.82 HOLD
DRL SHORT 20.17 -1.71 HOLD
ESI LONG 27.30 -3.74 HOLD
FOE LONG 7.34 -2.78 HOLD
GG SHORT 31.31 6.32 HOLD
GLD SHORT 131.69 2.09 HOLD
GPI Retail (Specialty) LONG 74.79 -2.87 HOLD
HAYN LONG 46.61 -2.35 HOLD
HBC SHORT 55.50 -0.52 HOLD
ISBC SHORT 21.33 -1.71 HOLD
JBT LONG 21.77 -2.94 HOLD
KMR SHORT 79.80 -0.31 HOLD
KOP LONG 38.87 -0.03 HOLD
KRNY SHORT 10.50 0.96 HOLD
LINE SHORT 24.52 3.55 HOLD
MT SHORT 13.90 -1.56 HOLD
NP LONG 37.54 -1.42 HOLD
NSH SHORT 24.00 1.27 HOLD
NSIT LONG 20.70 -1.71 HOLD
NVS SHORT 73.34 -0.38 HOLD
OMX Office Supplies LONG 11.35 -2.07 HOLD
OZM SHORT 11.18 -0.36 HOLD
PBY LONG 11.88 -5.19 HOLD
RJET LONG 11.87 -3.57 HOLD
SAIA LONG 28.31 -0.84 HOLD
SCHN LONG 27.15 0.00 HOLD
SLV Misc. Financial Services SHORT 22.15 5.03 HOLD
STRA LONG 42.31 -4.54 HOLD
TFSL SHORT 11.07 -3.32 HOLD
TKC Communications Services SHORT 15.19 -0.20 HOLD
USB Regional Banks SHORT 36.77 -0.54 HOLD
VALE SHORT 15.68 0.51 HOLD
VCI LONG 27.89 -3.06 HOLD
VLY SHORT 10.51 -1.04 HOLD
WNR LONG 31.04 -0.29 HOLD
TODAY SUMMARY GAINS(%)
LONGS -2.33
SHORTS 0.28
TOTAL -2.61
S&P 500 -1.43
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -16.08 9.81 -39.44 -0.70 -0.17
S&P 500 32.40 5.54 -18.61 2.18 0.65

No comments:

Post a Comment