Wednesday, September 11, 2013

11-Sep-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.65 0.27 HOLD
BLT LONG 12.16 -0.65 HOLD
BLX SHORT 24.85 0.20 HOLD
BPOP Regional Banks SHORT 31.05 -0.06 HOLD
MTRN LONG 31.73 1.21 HOLD
BZ LONG 9.59 5.50 HOLD
C SHORT 50.73 -0.70 HOLD
CEF SHORT 15.50 -0.26 HOLD
DENN Restaurants LONG 5.90 -0.67 HOLD
DF Food Processing LONG 19.37 0.78 HOLD
DRL SHORT 21.99 -6.19 HOLD
ESI LONG 29.71 -0.87 HOLD
FOE LONG 8.11 -1.22 HOLD
GG SHORT 27.77 1.95 HOLD
GGP SHORT 19.58 0.51 HOLD
GLD SHORT 131.69 -0.04 HOLD
HAYN LONG 46.16 1.61 HOLD
HBC SHORT 55.49 -0.25 HOLD
ISBC SHORT 21.53 0.05 HOLD
JBT LONG 23.51 1.42 HOLD
KMR SHORT 75.47 -2.00 HOLD
KOP LONG 40.61 2.14 HOLD
KRNY SHORT 9.49 0.11 HOLD
LINE SHORT 27.90 12.77 HOLD
MT SHORT 14.26 1.13 HOLD
NP LONG 38.49 0.05 HOLD
NR LONG 11.96 0.84 HOLD
NVS SHORT 76.46 0.51 HOLD
O SHORT 39.55 0.10 HOLD
OMX Office Supplies LONG 11.52 0.26 HOLD
PBY LONG 12.30 2.16 HOLD
SCCO SHORT 28.96 2.12 HOLD
RJET LONG 12.06 -5.04 HOLD
ROMA SHORT 18.49 0.11 HOLD
SAIA LONG 32.81 0.06 HOLD
SCHN LONG 27.21 0.26 HOLD
SHLM Chemicals - Plastics and Rubber LONG 27.47 -0.04 HOLD
SLV Misc. Financial Services SHORT 22.29 0.75 HOLD
STRA LONG 40.87 -0.10 HOLD
SWHC Recreational Products LONG 10.83 1.93 HOLD
TFSL SHORT 11.48 2.23 HOLD
TKC Communications Services SHORT 14.01 0.65 HOLD
USB Regional Banks SHORT 36.68 -0.08 HOLD
VALE SHORT 16.39 -2.50 HOLD
VCI LONG 29.03 -0.07 HOLD
VLY SHORT 10.14 -1.53 HOLD
WNR LONG 28.40 -0.73 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.40
SHORTS 0.39
TOTAL 0.01
S&P 500 0.31
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 6281085195910.26 2353690486752.74 -17.60 0.00 104503.14
S&P 500 34.84 5.43 -18.61 2.31 0.67

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