Wednesday, October 2, 2013

02-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ATVI SHORT 16.78 -0.68 HOLD
BAC SandLs/Savings Banks SHORT 14.06 1.15 HOLD
BHP SHORT 66.84 0.66 HOLD
BLT LONG 12.06 -0.33 HOLD
BLX SHORT 25.09 -0.04 HOLD
BPOP Regional Banks SHORT 26.28 -0.76 HOLD
MTRN LONG 32.18 -1.62 HOLD
BZ LONG 12.65 -0.32 HOLD
C SHORT 48.71 0.23 HOLD
CEF SHORT 14.53 1.89 HOLD
DF Food Processing LONG 18.74 -2.40 HOLD
DRL SHORT 19.59 -1.41 HOLD
ESI LONG 31.30 -0.32 HOLD
FOE LONG 9.61 2.02 HOLD
GG SHORT 25.47 0.91 HOLD
GGP SHORT 19.91 1.79 HOLD
GLD SHORT 127.03 1.96 HOLD
GPI Retail (Specialty) LONG 78.12 -0.22 HOLD
HAYN LONG 46.86 1.30 HOLD
HBC SHORT 54.57 -0.16 HOLD
ISBC SHORT 22.11 -0.18 HOLD
JBT LONG 25.07 -0.63 HOLD
KMR SHORT 75.47 -0.51 HOLD
KOP LONG 43.31 0.70 HOLD
KRNY SHORT 10.34 -0.39 HOLD
LINE SHORT 26.35 1.31 HOLD
MT SHORT 14.27 2.81 HOLD
MYE LONG 20.20 -0.64 HOLD
NP LONG 39.36 -0.58 HOLD
NR LONG 12.53 -0.63 HOLD
NVS SHORT 75.96 -0.99 HOLD
O SHORT 40.55 -0.25 HOLD
OMX Office Supplies LONG 12.86 -0.85 HOLD
SCCO SHORT 27.22 -1.02 HOLD
RJET LONG 11.18 -10.85 HOLD
ROMA SHORT 18.73 -0.69 HOLD
SAIA LONG 31.58 0.48 HOLD
SCHN LONG 27.62 0.07 HOLD
SHLM Chemicals - Plastics and Rubber LONG 29.42 -0.47 HOLD
SLV Misc. Financial Services SHORT 20.92 2.47 HOLD
STRA LONG 42.24 0.54 HOLD
SWHC Recreational Products LONG 10.97 -2.05 HOLD
TFSL SHORT 11.94 -0.58 HOLD
TG Fabricated Plastic and Rubber LONG 26.55 0.08 HOLD
TKC Communications Services SHORT 15.59 2.50 HOLD
USB Regional Banks SHORT 36.39 -0.87 HOLD
VALE SHORT 15.73 1.09 HOLD
VCI LONG 29.02 -0.96 HOLD
VLY SHORT 9.92 -1.49 HOLD
WNR LONG 30.50 2.59 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.66
SHORTS 0.32
TOTAL -0.98
S&P 500 -0.13
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -3.02 12.05 -39.47 -0.10 -0.03
S&P 500 35.27 5.55 -18.61 2.23 0.66

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