Tuesday, October 15, 2013

15-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB SHORT 20.20 -1.13 HOLD
ALJ LONG 10.37 -0.10 HOLD
ATVI SHORT 17.76 -0.39 HOLD
BAC SandLs/Savings Banks SHORT 14.24 -0.77 HOLD
BHP SHORT 67.90 0.30 HOLD
BLT LONG 12.22 -2.24 HOLD
BPOP Regional Banks SHORT 24.90 -0.88 HOLD
MTRN LONG 28.53 -0.52 HOLD
BZ LONG 12.58 -0.47 HOLD
C SHORT 48.86 -1.49 HOLD
CEF SHORT 14.15 0.57 HOLD
CUK SHORT 32.90 -0.57 HOLD
DF Food Processing LONG 17.89 -0.33 HOLD
DRL SHORT 17.50 -0.57 HOLD
ESI LONG 31.94 3.03 HOLD
FOE LONG 10.15 0.79 HOLD
GG SHORT 24.03 2.17 HOLD
GGP SHORT 20.14 0.30 HOLD
GLD SHORT 123.71 0.72 HOLD
GPI Retail (Specialty) LONG 67.94 -2.46 HOLD
HAYN LONG 50.84 0.65 HOLD
HBC SHORT 54.70 -1.62 HOLD
ISBC SHORT 22.22 -0.31 HOLD
JBT LONG 26.58 -0.56 HOLD
KMR SHORT 74.28 -0.60 HOLD
KOP LONG 42.80 -0.44 HOLD
KRNY SHORT 10.70 -0.93 HOLD
MT SHORT 15.83 3.06 HOLD
MYE LONG 18.34 -0.76 HOLD
NJR LONG 42.87 -2.08 HOLD
NP LONG 39.47 -0.35 HOLD
NR LONG 12.93 -1.15 HOLD
NVS SHORT 73.86 -1.77 HOLD
O SHORT 40.85 0.15 HOLD
OMX Office Supplies LONG 13.23 -0.45 HOLD
SCCO SHORT 27.89 -1.31 HOLD
ROMA SHORT 19.14 0.26 HOLD
SCHN LONG 28.63 0.88 HOLD
SHLM Chemicals - Plastics and Rubber LONG 30.27 0.23 HOLD
SLV Misc. Financial Services SHORT 20.57 0.34 HOLD
STRA LONG 40.76 -1.59 HOLD
SWHC Recreational Products LONG 11.12 -0.27 HOLD
TFSL SHORT 11.96 -0.50 HOLD
TG Fabricated Plastic and Rubber LONG 28.33 1.11 HOLD
TKC Communications Services SHORT 15.94 -0.31 HOLD
VALE SHORT 16.31 0.55 HOLD
VCI LONG 30.29 0.17 HOLD
VIP SHORT 12.37 0.00 HOLD
WNR LONG 31.94 0.60 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.27
SHORTS -0.18
TOTAL -0.09
S&P 500 -0.73
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -2.67 12.15 -39.47 -0.08 -0.03
S&P 500 35.73 5.57 -18.61 2.21 0.66

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