Monday, September 16, 2013

16-Sep-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.53 0.28 HOLD
BLT LONG 12.13 0.33 HOLD
BLX SHORT 24.82 0.08 HOLD
BPOP Regional Banks SHORT 29.20 -0.95 HOLD
MTRN LONG 31.09 0.03 HOLD
BZ LONG 12.56 26.10 HOLD
C SHORT 51.00 1.01 HOLD
CEF SHORT 14.68 -1.34 HOLD
DF Food Processing LONG 19.47 0.18 HOLD
DRL SHORT 20.00 0.00 HOLD
ESI LONG 29.03 -0.62 HOLD
FOE LONG 8.61 0.94 HOLD
GG SHORT 26.02 -1.59 HOLD
GGP SHORT 19.71 1.13 HOLD
GLD SHORT 126.45 -1.07 HOLD
GPI Retail (Specialty) LONG 79.22 0.28 BUY
HAYN LONG 45.82 0.07 HOLD
HBC SHORT 56.02 0.23 HOLD
ISBC SHORT 21.45 0.19 HOLD
JBT LONG 24.40 1.41 HOLD
KMR SHORT 74.31 0.50 HOLD
KOP LONG 40.51 -0.10 HOLD
KRNY SHORT 9.43 0.11 HOLD
LINE SHORT 28.30 0.43 HOLD
MT SHORT 14.01 0.72 HOLD
NP LONG 38.88 0.31 HOLD
NR LONG 11.97 0.76 HOLD
NVS SHORT 75.30 -1.18 HOLD
O SHORT 39.90 1.79 HOLD
OMX Office Supplies LONG 11.15 -1.41 HOLD
PBY LONG 12.11 -0.49 SELL
SCCO SHORT 28.44 3.38 HOLD
RJET LONG 12.16 -1.70 HOLD
ROMA SHORT 18.46 0.54 HOLD
SAIA LONG 32.45 0.68 HOLD
SCHN LONG 26.99 -0.55 HOLD
SHLM Chemicals - Plastics and Rubber LONG 28.11 0.72 HOLD
SLV Misc. Financial Services SHORT 20.95 -2.19 HOLD
STRA LONG 40.74 1.77 HOLD
SWHC Recreational Products LONG 11.05 -1.43 HOLD
TFSL SHORT 11.53 -1.71 HOLD
TG Fabricated Plastic and Rubber LONG 25.62 1.95 HOLD
TKC Communications Services SHORT 14.62 3.03 HOLD
USB Regional Banks SHORT 37.51 1.00 HOLD
VALE SHORT 15.98 -0.37 HOLD
VCI LONG 28.74 0.03 HOLD
VLY SHORT 9.96 -0.80 HOLD
WNR LONG 29.22 -1.08 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.27
SHORTS 0.13
TOTAL 1.14
S&P 500 0.61
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 4414275119138.26 1598948599196.50 -17.60 0.00 86862.43
S&P 500 35.61 5.39 -18.61 2.36 0.68

No comments:

Post a Comment