Friday, August 30, 2013

30-Aug-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.12 -0.35 HOLD
BLT LONG 11.61 -1.02 HOLD
BLX SHORT 24.08 -2.90 HOLD
BPOP Regional Banks SHORT 31.06 -1.15 HOLD
MTRN LONG 29.40 -3.45 HOLD
BZ LONG 8.55 -0.81 HOLD
C SHORT 48.33 -0.29 HOLD
CEF SHORT 16.00 -1.23 HOLD
CIT SHORT 47.87 0.40 HOLD
DENN Restaurants LONG 5.62 -0.71 HOLD
DF Food Processing LONG 19.16 -0.36 HOLD
DRL SHORT 23.67 -1.66 HOLD
ESI LONG 28.81 -2.34 HOLD
FOE LONG 7.35 -1.61 HOLD
GG SHORT 29.50 -1.40 HOLD
GLD SHORT 134.62 -0.92 HOLD
GPI Retail (Specialty) LONG 76.73 -0.14 HOLD
HAYN LONG 44.23 -2.64 HOLD
HBC SHORT 52.42 -1.58 HOLD
ISBC SHORT 20.82 0.14 HOLD
JBT LONG 21.91 -3.18 HOLD
KMR SHORT 79.84 -0.42 HOLD
KOP LONG 38.77 -2.78 HOLD
KRNY SHORT 9.78 -1.81 HOLD
LINE SHORT 24.11 0.46 HOLD
MT SHORT 12.76 -1.85 HOLD
NP LONG 36.60 -2.06 HOLD
NSH SHORT 23.69 -0.50 HOLD
NVS SHORT 72.98 0.54 HOLD
O SHORT 39.50 -0.68 HOLD
OMX Office Supplies LONG 10.87 -0.64 HOLD
PBY LONG 11.23 -2.85 HOLD
RJET LONG 11.17 -1.85 HOLD
SAIA LONG 30.01 -2.31 HOLD
SCHN LONG 25.25 -0.67 HOLD
SHLM Chemicals - Plastics and Rubber LONG 26.96 -0.22 HOLD
SLV Misc. Financial Services SHORT 22.61 -1.70 HOLD
STRA LONG 39.96 -1.82 HOLD
TFSL SHORT 10.88 -1.00 HOLD
TKC Communications Services SHORT 13.16 -0.53 HOLD
USB Regional Banks SHORT 36.13 0.06 HOLD
VALE SHORT 14.41 -0.41 HOLD
VCI LONG 27.55 -2.89 HOLD
VLY SHORT 10.09 -0.79 HOLD
WNR LONG 29.33 -1.87 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.73
SHORTS -0.82
TOTAL -0.91
S&P 500 -0.32
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 4144074771274.02 1591309698922.19 -17.60 0.00 98790.82
S&P 500 30.26 5.88 -18.61 1.89 0.60

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