Friday, October 11, 2013

11-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ATVI SHORT 17.08 0.18 HOLD
BAC SandLs/Savings Banks SHORT 14.19 -0.28 HOLD
BHP SHORT 67.15 1.05 HOLD
BLT LONG 12.52 4.59 HOLD
BPOP Regional Banks SHORT 24.88 2.51 HOLD
MTRN LONG 28.40 0.21 HOLD
BZ LONG 12.63 0.24 HOLD
C SHORT 49.22 -0.10 HOLD
CEF SHORT 14.00 -1.82 HOLD
DF Food Processing LONG 17.95 -0.83 HOLD
DRL SHORT 16.69 4.90 HOLD
ESI LONG 31.02 2.24 HOLD
FOE LONG 10.05 3.61 HOLD
GG SHORT 23.64 -2.64 HOLD
GGP SHORT 20.07 0.70 HOLD
GLD SHORT 122.59 -1.35 HOLD
GPI Retail (Specialty) LONG 69.03 0.52 HOLD
HAYN LONG 50.65 2.86 HOLD
HBC SHORT 55.35 1.47 HOLD
ISBC SHORT 22.23 0.72 HOLD
JBT LONG 26.59 3.30 HOLD
KMR SHORT 74.54 0.03 HOLD
KOP LONG 42.86 0.89 HOLD
KRNY SHORT 10.96 5.38 HOLD
LINE SHORT 26.45 1.30 HOLD
MT SHORT 14.91 1.43 HOLD
MYE LONG 18.53 4.45 HOLD
NP LONG 39.83 2.39 HOLD
NR LONG 13.15 3.87 HOLD
NVS SHORT 74.95 1.34 HOLD
O SHORT 40.65 0.72 HOLD
OMX Office Supplies LONG 13.24 -0.11 HOLD
SCCO SHORT 27.44 1.33 HOLD
RJET LONG 10.91 -0.09 HOLD
ROMA SHORT 18.91 1.18 HOLD
SAIA LONG 32.89 4.88 HOLD
SCHN LONG 28.01 0.97 HOLD
SHLM Chemicals - Plastics and Rubber LONG 30.18 2.72 HOLD
SLV Misc. Financial Services SHORT 20.53 -1.42 HOLD
STRA LONG 41.53 1.05 HOLD
SWHC Recreational Products LONG 11.26 3.87 HOLD
TFSL SHORT 12.04 0.67 HOLD
TG Fabricated Plastic and Rubber LONG 28.48 6.15 HOLD
TKC Communications Services SHORT 15.93 1.14 HOLD
VALE SHORT 15.51 0.71 HOLD
VCI LONG 29.89 1.84 HOLD
VIP SHORT 12.28 -1.60 HOLD
VLY SHORT 10.40 1.17 HOLD
WNR LONG 31.87 2.15 HOLD
TODAY SUMMARY GAINS(%)
LONGS 2.25
SHORTS 0.72
TOTAL 1.53
S&P 500 0.66
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 4608001030405.42 1616091745573.60 -17.58 0.00 66841.71
S&P 500 36.20 5.50 -18.61 2.27 0.67

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