Thursday, October 3, 2013

03-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ATVI SHORT 16.66 -0.74 HOLD
BAC SandLs/Savings Banks SHORT 14.00 -0.43 HOLD
BHP SHORT 66.09 -1.12 HOLD
BLT LONG 11.71 -2.90 HOLD
BLX SHORT 24.73 -1.43 HOLD
BPOP Regional Banks SHORT 25.73 -2.09 HOLD
MTRN LONG 31.91 -0.84 HOLD
BZ LONG 12.72 0.55 HOLD
C SHORT 48.40 -0.64 HOLD
CEF SHORT 14.54 0.07 HOLD
DF Food Processing LONG 18.31 -2.29 HOLD
DRL SHORT 19.08 -2.60 HOLD
ESI LONG 30.05 -3.99 HOLD
FOE LONG 9.67 0.62 HOLD
GG SHORT 25.20 -1.06 HOLD
GGP SHORT 19.79 -0.60 HOLD
GLD SHORT 127.18 0.09 HOLD
GPI Retail (Specialty) LONG 75.11 -3.85 HOLD
HAYN LONG 45.88 -2.09 HOLD
HBC SHORT 54.39 -0.33 HOLD
ISBC SHORT 22.07 -0.18 HOLD
JBT LONG 25.05 -0.08 HOLD
KMR SHORT 75.11 -0.48 HOLD
KOP LONG 42.86 -1.04 HOLD
KRNY SHORT 10.30 -0.39 HOLD
LINE SHORT 26.28 -0.27 HOLD
MT SHORT 14.05 -1.54 HOLD
MYE LONG 19.48 -3.56 HOLD
NP LONG 38.97 -0.99 HOLD
NR LONG 12.56 0.24 HOLD
NVS SHORT 75.78 -0.24 HOLD
O SHORT 39.81 -1.82 HOLD
OMX Office Supplies LONG 12.52 -2.64 HOLD
SCCO SHORT 26.95 -0.99 HOLD
RJET LONG 11.56 3.40 HOLD
ROMA SHORT 18.72 -0.05 HOLD
SAIA LONG 31.03 -1.74 HOLD
SCHN LONG 27.41 -0.76 HOLD
SHLM Chemicals - Plastics and Rubber LONG 29.02 -1.36 HOLD
SLV Misc. Financial Services SHORT 20.92 0.00 HOLD
STRA LONG 40.97 -3.01 HOLD
SWHC Recreational Products LONG 10.81 -1.46 HOLD
TFSL SHORT 12.00 0.50 HOLD
TG Fabricated Plastic and Rubber LONG 26.64 0.34 HOLD
TKC Communications Services SHORT 15.56 -0.19 HOLD
USB Regional Banks SHORT 36.35 -0.11 HOLD
VALE SHORT 15.50 -1.46 HOLD
VCI LONG 28.63 -1.34 HOLD
VLY SHORT 9.89 -0.30 HOLD
WNR LONG 31.09 1.93 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.17
SHORTS -0.68
TOTAL -0.49
S&P 500 -0.92
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 6658496035622.32 2370877947770.86 -17.58 0.00 84001.63
S&P 500 34.07 5.70 -18.61 2.10 0.64

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