Monday, September 23, 2013

23-Sep-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
BAC SandLs/Savings Banks SHORT 14.14 -2.08 HOLD
BLT LONG 12.28 0.66 HOLD
BLX SHORT 24.90 0.08 HOLD
BPOP Regional Banks SHORT 26.54 -0.23 HOLD
MTRN LONG 32.49 -0.09 HOLD
BZ LONG 12.52 -0.08 HOLD
C SHORT 49.57 -3.20 HOLD
CEF SHORT 14.53 -1.02 HOLD
DF Food Processing LONG 18.99 -0.58 HOLD
DRL SHORT 19.88 -2.17 HOLD
ESI LONG 29.67 -0.87 HOLD
FOE LONG 8.89 -0.67 HOLD
GG SHORT 25.51 -1.20 HOLD
GGP SHORT 19.77 -1.20 HOLD
GLD SHORT 127.55 -0.32 HOLD
GPI Retail (Specialty) LONG 80.42 -0.16 HOLD
HAYN LONG 45.11 -0.57 HOLD
HBC SHORT 55.28 0.25 HOLD
ISBC SHORT 21.91 -0.90 HOLD
JBT LONG 24.46 -0.41 HOLD
KMR SHORT 74.52 -0.32 HOLD
KOP LONG 42.76 1.76 HOLD
KRNY SHORT 9.96 1.53 HOLD
LINE SHORT 25.83 -0.50 HOLD
MT SHORT 13.91 -0.78 HOLD
NP LONG 38.73 0.10 HOLD
NR LONG 11.99 -0.50 HOLD
NVS SHORT 76.74 0.38 HOLD
O SHORT 39.63 -0.73 HOLD
OMX Office Supplies LONG 11.72 3.90 HOLD
SCCO SHORT 28.77 0.77 HOLD
RJET LONG 12.99 0.08 HOLD
ROMA SHORT 18.71 -1.32 HOLD
SAIA LONG 32.76 0.96 HOLD
SCHN LONG 27.51 0.15 HOLD
SHLM Chemicals - Plastics and Rubber LONG 28.97 -0.69 HOLD
SLV Misc. Financial Services SHORT 20.79 -1.00 HOLD
STRA LONG 42.25 0.96 HOLD
SWHC Recreational Products LONG 11.60 0.00 HOLD
TFSL SHORT 11.15 -0.54 HOLD
TG Fabricated Plastic and Rubber LONG 26.18 1.36 HOLD
TKC Communications Services SHORT 14.72 -0.20 HOLD
USB Regional Banks SHORT 37.36 -1.29 HOLD
VALE SHORT 16.43 1.55 HOLD
VCI LONG 28.56 1.17 HOLD
VLY SHORT 9.72 0.21 HOLD
WNR LONG 28.88 -0.45 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.27
SHORTS -0.57
TOTAL 0.84
S&P 500 -0.46
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 53627.97 14709.31 -18.08 0.07 58.67
S&P 500 35.92 5.42 -18.61 2.34 0.68

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