Monday, August 19, 2013

19-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.15 -1.87 HOLD
BLT LONG 11.75 -0.93 HOLD
BLX SHORT 24.49 -1.84 HOLD
BPOP Regional Banks SHORT 33.43 -0.33 HOLD
MTRN LONG 30.71 -2.35 HOLD
BZ LONG 8.61 -2.49 HOLD
C SHORT 49.33 -2.03 HOLD
CEF SHORT 15.87 -0.19 HOLD
CIT SHORT 48.70 -1.68 HOLD
DENN Restaurants LONG 5.49 -0.18 HOLD
DF Food Processing LONG 9.67 -1.63 HOLD
DRL SHORT 21.99 7.69 HOLD
ESI LONG 26.32 -2.01 HOLD
FOE LONG 7.19 -1.24 HOLD
GG SHORT 30.95 -0.39 HOLD
GLD SHORT 132.01 -0.43 HOLD
GPI Retail (Specialty) LONG 75.44 0.09 HOLD
HAYN LONG 44.73 -3.24 HOLD
HBC SHORT 54.84 -0.92 HOLD
ISBC SHORT 21.20 -0.33 HOLD
JBT LONG 21.44 -1.11 HOLD
KMR SHORT 78.62 -1.09 HOLD
KOP LONG 38.80 0.34 HOLD
KRNY SHORT 10.37 -0.77 HOLD
LINE SHORT 23.83 -3.87 HOLD
MT SHORT 13.53 -3.01 HOLD
NP LONG 36.89 0.27 HOLD
NSH SHORT 23.62 -0.21 HOLD
NSIT LONG 20.89 0.05 HOLD
NVS SHORT 72.89 0.07 HOLD
OMX Office Supplies LONG 10.75 -3.41 HOLD
OZM SHORT 10.87 -2.16 HOLD
PBY LONG 12.19 3.83 HOLD
RJET LONG 11.48 -2.96 HOLD
SAIA LONG 28.38 -0.46 HOLD
SCHN LONG 26.26 -1.24 HOLD
SLV Misc. Financial Services SHORT 22.35 0.04 HOLD
STRA LONG 41.84 -1.60 HOLD
TFSL SHORT 11.18 0.90 HOLD
TKC Communications Services SHORT 14.79 -3.40 HOLD
USB Regional Banks SHORT 36.66 -0.70 HOLD
VALE SHORT 15.22 -0.98 HOLD
VCI LONG 27.74 0.04 HOLD
VLY SHORT 10.44 -1.04 HOLD
WNR LONG 29.62 -0.44 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.98
SHORTS -0.77
TOTAL -0.21
S&P 500 -0.64
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 5740772951793.22 2331287471998.18 -17.60 0.00 129994.26
S&P 500 31.16 5.69 -18.61 2.04 0.62

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