Thursday, October 24, 2013

24-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB SHORT 21.15 -0.09 HOLD
ALJ LONG 11.72 -2.09 HOLD
ATVI SHORT 17.31 -0.57 HOLD
BAC SandLs/Savings Banks SHORT 14.17 -0.28 HOLD
BHP SHORT 71.90 0.71 HOLD
BLT LONG 12.48 0.16 HOLD
BPOP Regional Banks SHORT 25.58 -1.79 HOLD
MTRN LONG 29.54 1.03 HOLD
C SHORT 50.15 -0.08 HOLD
CEF SHORT 15.21 1.13 HOLD
CUK SHORT 35.65 2.18 HOLD
DF Food Processing LONG 19.27 1.37 HOLD
ESI LONG 39.18 9.84 HOLD
FOE LONG 12.00 16.50 HOLD
GG SHORT 26.62 3.98 HOLD
GGP SHORT 21.33 0.66 HOLD
GLD SHORT 129.90 0.94 HOLD
GPI Retail (Specialty) LONG 64.86 -5.81 HOLD
HAYN LONG 53.51 0.34 HOLD
HBC SHORT 55.37 0.53 HOLD
ISBC SHORT 22.96 0.92 HOLD
JBT LONG 27.93 0.65 HOLD
KMR SHORT 77.84 -0.04 HOLD
KOP LONG 44.68 -0.87 HOLD
KRNY SHORT 10.56 -1.31 HOLD
MT SHORT 16.14 1.32 HOLD
MYE LONG 18.85 -0.37 HOLD
NJR LONG 45.71 -0.17 HOLD
NP LONG 41.61 1.04 HOLD
NR LONG 12.84 -0.85 HOLD
NVS SHORT 78.10 -0.03 HOLD
O SHORT 41.54 0.19 HOLD
OMX Office Supplies LONG 15.17 1.20 HOLD
SCCO SHORT 29.24 0.69 HOLD
ROMA SHORT 19.45 1.09 HOLD
SCHN LONG 30.19 1.17 HOLD
SCSS Furniture and Fixtures LONG 19.00 0.26 HOLD
SHLM Chemicals - Plastics and Rubber LONG 32.65 2.19 HOLD
SLV Misc. Financial Services SHORT 21.86 0.51 HOLD
STRA LONG 48.74 3.52 HOLD
SWHC Recreational Products LONG 10.82 -2.71 HOLD
TFSL SHORT 12.37 0.65 HOLD
TG Fabricated Plastic and Rubber LONG 29.49 -0.10 HOLD
TKC Communications Services SHORT 16.13 1.19 HOLD
TS SHORT 48.00 1.65 HOLD
VALE SHORT 15.91 -0.62 HOLD
VCI LONG 27.51 -11.11 HOLD
VIP SHORT 14.01 -0.71 HOLD
WNR LONG 33.60 -2.38 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.56
SHORTS 0.49
TOTAL 0.06
S&P 500 0.36
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 6861740817956.42 2396834732249.46 -17.60 0.00 68309.94
S&P 500 39.46 5.29 -18.61 2.52 0.72

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