Friday, October 4, 2013

04-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ATVI SHORT 16.88 1.32 HOLD
BAC SandLs/Savings Banks SHORT 14.05 0.36 HOLD
BHP SHORT 66.51 0.64 HOLD
BLT LONG 11.88 1.45 HOLD
BLX SHORT 24.80 0.28 HOLD
BPOP Regional Banks SHORT 26.13 1.55 HOLD
MTRN LONG 32.32 1.28 HOLD
BZ LONG 12.69 -0.24 HOLD
C SHORT 49.14 1.53 HOLD
CEF SHORT 14.40 -0.96 HOLD
DF Food Processing LONG 18.26 -0.27 HOLD
DRL SHORT 18.71 -1.94 HOLD
ESI LONG 30.11 0.20 HOLD
FOE LONG 9.80 1.34 HOLD
GG SHORT 25.00 -0.79 HOLD
GGP SHORT 19.85 0.30 HOLD
GLD SHORT 126.52 -0.52 HOLD
GPI Retail (Specialty) LONG 72.97 -2.85 HOLD
HAYN LONG 46.85 2.11 HOLD
HBC SHORT 54.76 0.68 HOLD
ISBC SHORT 22.13 0.27 HOLD
JBT LONG 25.20 0.60 HOLD
KMR SHORT 75.29 0.24 HOLD
KOP LONG 43.05 0.44 HOLD
KRNY SHORT 10.40 0.97 HOLD
LINE SHORT 26.50 0.84 HOLD
MT SHORT 14.18 0.93 HOLD
MYE LONG 19.90 2.16 HOLD
NP LONG 39.02 0.13 HOLD
NR LONG 12.60 0.32 HOLD
NVS SHORT 75.74 -0.05 HOLD
O SHORT 39.70 -0.28 HOLD
OMX Office Supplies LONG 12.60 0.64 HOLD
SCCO SHORT 27.01 0.22 HOLD
RJET LONG 11.55 -0.09 HOLD
ROMA SHORT 18.75 0.16 HOLD
SAIA LONG 31.99 3.09 HOLD
SCHN LONG 27.60 0.69 HOLD
SHLM Chemicals - Plastics and Rubber LONG 29.00 -0.07 HOLD
SLV Misc. Financial Services SHORT 20.94 0.10 HOLD
STRA LONG 41.14 0.41 HOLD
SWHC Recreational Products LONG 10.72 -0.83 HOLD
TFSL SHORT 12.00 0.00 HOLD
TG Fabricated Plastic and Rubber LONG 26.63 -0.04 HOLD
TKC Communications Services SHORT 15.95 2.51 HOLD
USB Regional Banks SHORT 36.62 0.74 HOLD
VALE SHORT 15.61 0.71 HOLD
VCI LONG 28.90 0.94 HOLD
VLY SHORT 9.92 0.30 HOLD
WNR LONG 31.70 1.96 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.58
SHORTS 0.37
TOTAL 0.21
S&P 500 0.75
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -3.29 12.02 -39.47 -0.11 -0.03
S&P 500 35.07 5.59 -18.61 2.19 0.66

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