Monday, October 21, 2013

21-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB SHORT 21.50 0.42 HOLD
ALJ LONG 11.56 0.61 HOLD
ATVI SHORT 17.46 -0.74 HOLD
BAC SandLs/Savings Banks SHORT 14.52 -0.75 HOLD
BHP SHORT 70.38 1.12 HOLD
BLT LONG 12.37 -0.72 HOLD
BPOP Regional Banks SHORT 26.18 3.60 HOLD
MTRN LONG 29.78 -2.30 HOLD
BZ LONG 12.53 -0.40 SELL
C SHORT 51.03 -0.23 HOLD
CEF SHORT 14.74 1.24 HOLD
CUK SHORT 34.24 0.97 HOLD
DF Food Processing LONG 18.42 0.77 HOLD
DRL SHORT 17.03 -1.16 COVER
ESI LONG 33.92 1.19 HOLD
FOE LONG 10.40 -0.38 HOLD
GG SHORT 24.96 2.51 HOLD
GGP SHORT 20.81 -1.09 HOLD
GLD SHORT 127.01 0.13 HOLD
GPI Retail (Specialty) LONG 70.38 0.54 HOLD
HAYN LONG 52.83 0.04 HOLD
HBC SHORT 55.59 0.69 HOLD
ISBC SHORT 22.74 -0.26 HOLD
JBT LONG 27.85 -0.71 HOLD
KMR SHORT 77.55 1.55 HOLD
KOP LONG 43.10 0.12 HOLD
KRNY SHORT 10.90 3.61 HOLD
MT SHORT 16.14 1.25 HOLD
MYE LONG 19.41 1.68 HOLD
NJR LONG 45.10 0.13 HOLD
NP LONG 41.12 -0.87 HOLD
NR LONG 13.40 -0.74 HOLD
NVS SHORT 75.30 0.37 HOLD
O SHORT 41.25 -1.46 HOLD
OMX Office Supplies LONG 14.92 1.84 HOLD
SCCO SHORT 28.45 -0.04 HOLD
ROMA SHORT 19.21 -1.18 HOLD
SCHN LONG 29.39 -1.08 HOLD
SCSS Furniture and Fixtures LONG 18.04 -3.01 BUY
SHLM Chemicals - Plastics and Rubber LONG 31.94 -0.96 HOLD
SLV Misc. Financial Services SHORT 21.41 1.42 HOLD
STRA LONG 42.27 1.93 HOLD
SWHC Recreational Products LONG 11.08 -1.25 HOLD
TFSL SHORT 12.07 -0.49 HOLD
TG Fabricated Plastic and Rubber LONG 29.70 0.13 HOLD
TKC Communications Services SHORT 15.98 -1.42 HOLD
TS SHORT 47.29 -0.30 SHORT
VALE SHORT 16.28 1.06 HOLD
VCI LONG 31.26 0.13 HOLD
VIP SHORT 13.17 0.46 HOLD
WNR LONG 34.67 2.63 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.10
SHORTS 0.44
TOTAL -0.34
S&P 500 0.02
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -1.03 12.42 -39.47 -0.03 -0.01
S&P 500 38.84 5.31 -18.61 2.49 0.71

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