Wednesday, October 23, 2013

23-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB SHORT 21.18 -1.58 HOLD
ALJ LONG 11.97 1.53 HOLD
ATVI SHORT 17.41 -1.08 HOLD
BAC SandLs/Savings Banks SHORT 14.21 -2.13 HOLD
BHP SHORT 71.39 -1.38 HOLD
BLT LONG 12.46 0.81 HOLD
BPOP Regional Banks SHORT 26.05 -0.93 HOLD
MTRN LONG 29.24 -2.14 HOLD
C SHORT 50.19 -1.12 HOLD
CEF SHORT 15.05 -0.43 HOLD
CUK SHORT 34.89 -0.37 HOLD
DF Food Processing LONG 19.01 -0.73 HOLD
ESI LONG 35.67 3.75 HOLD
FOE LONG 10.30 -0.87 HOLD
GG SHORT 25.60 -2.25 HOLD
GGP SHORT 21.19 0.38 HOLD
GLD SHORT 128.69 -0.50 HOLD
GPI Retail (Specialty) LONG 68.86 0.06 HOLD
HAYN LONG 53.33 0.38 HOLD
HBC SHORT 55.08 -0.79 HOLD
ISBC SHORT 22.75 0.04 HOLD
JBT LONG 27.75 -0.54 HOLD
KMR SHORT 77.87 -0.60 HOLD
KOP LONG 45.07 1.46 HOLD
KRNY SHORT 10.70 0.00 HOLD
MT SHORT 15.93 -0.93 HOLD
MYE LONG 18.92 -4.20 HOLD
NJR LONG 45.79 0.55 HOLD
NP LONG 41.18 -0.46 HOLD
NR LONG 12.95 -2.70 HOLD
NVS SHORT 78.12 0.46 HOLD
O SHORT 41.46 1.25 HOLD
OMX Office Supplies LONG 14.99 0.47 HOLD
SCCO SHORT 29.04 -1.69 HOLD
ROMA SHORT 19.24 -0.52 HOLD
SCHN LONG 29.84 0.27 HOLD
SCSS Furniture and Fixtures LONG 18.95 2.93 HOLD
SHLM Chemicals - Plastics and Rubber LONG 31.95 -0.68 HOLD
SLV Misc. Financial Services SHORT 21.75 -0.55 HOLD
STRA LONG 47.08 7.76 HOLD
SWHC Recreational Products LONG 11.12 1.84 HOLD
TFSL SHORT 12.29 -0.73 HOLD
TG Fabricated Plastic and Rubber LONG 29.52 -0.71 HOLD
TKC Communications Services SHORT 15.94 -1.91 HOLD
TS SHORT 47.22 -2.64 HOLD
VALE SHORT 16.01 -3.55 HOLD
VCI LONG 30.95 -1.21 HOLD
VIP SHORT 14.11 2.39 HOLD
WNR LONG 34.42 -0.72 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.30
SHORTS -0.81
TOTAL 1.11
S&P 500 -0.48
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 46.32 27.31 -39.48 0.57 0.39
S&P 500 39.63 5.29 -18.61 2.53 0.72

No comments:

Post a Comment