Tuesday, October 8, 2013

08-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ATVI SHORT 16.37 -0.85 HOLD
BAC SandLs/Savings Banks SHORT 13.69 -0.87 HOLD
BHP SHORT 65.00 -1.10 HOLD
BLT LONG 11.61 -1.19 HOLD
BPOP Regional Banks SHORT 24.76 -1.90 HOLD
MTRN LONG 27.74 -3.68 HOLD
BZ LONG 12.59 -0.55 HOLD
C SHORT 47.67 -1.06 HOLD
CEF SHORT 14.65 0.00 HOLD
DF Food Processing LONG 17.55 -2.34 HOLD
DRL SHORT 15.76 -10.25 HOLD
ESI LONG 28.35 -4.09 HOLD
FOE LONG 9.42 -1.88 HOLD
GG SHORT 24.63 -2.53 HOLD
GGP SHORT 19.68 -1.20 HOLD
GLD SHORT 127.40 -0.19 HOLD
GPI Retail (Specialty) LONG 67.70 -4.39 HOLD
HAYN LONG 46.59 1.02 HOLD
HBC SHORT 53.49 -1.22 HOLD
ISBC SHORT 21.66 -1.01 HOLD
JBT LONG 25.05 0.00 HOLD
KMR SHORT 74.04 -0.88 HOLD
KOP LONG 41.87 -1.41 HOLD
KRNY SHORT 10.32 0.19 HOLD
LINE SHORT 26.49 -0.75 HOLD
MT SHORT 14.08 -1.12 HOLD
MYE LONG 17.92 -0.72 HOLD
NP LONG 38.22 -1.95 HOLD
NR LONG 12.46 -0.40 HOLD
NVS SHORT 73.84 -2.00 HOLD
O SHORT 39.26 -1.03 HOLD
OMX Office Supplies LONG 12.08 -2.34 HOLD
SCCO SHORT 26.59 -1.92 HOLD
RJET LONG 10.93 -0.46 HOLD
ROMA SHORT 18.37 -1.02 HOLD
SAIA LONG 30.35 -2.44 HOLD
SCHN LONG 27.36 -0.26 HOLD
SHLM Chemicals - Plastics and Rubber LONG 28.52 -0.38 HOLD
SLV Misc. Financial Services SHORT 21.50 -0.14 HOLD
STRA LONG 40.33 -1.44 HOLD
SWHC Recreational Products LONG 10.34 -1.43 HOLD
TFSL SHORT 11.88 -0.75 HOLD
TG Fabricated Plastic and Rubber LONG 26.05 -2.25 HOLD
TKC Communications Services SHORT 15.71 -0.70 HOLD
VALE SHORT 15.27 -1.29 HOLD
VCI LONG 28.11 -0.78 HOLD
VIP SHORT 12.29 -1.29 HOLD
VLY SHORT 9.80 0.10 HOLD
WNR LONG 30.07 -2.91 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.58
SHORTS -1.34
TOTAL -0.24
S&P 500 -1.16
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -5.01 11.76 -39.47 -0.17 -0.05
S&P 500 32.36 5.95 -18.61 1.91 0.61

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