Friday, October 25, 2013

25-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB SHORT 21.78 2.98 HOLD
ALJ LONG 11.77 0.43 HOLD
ATVI SHORT 17.34 0.17 HOLD
BAC SandLs/Savings Banks SHORT 14.26 0.64 HOLD
BHP SHORT 71.93 0.04 HOLD
BLT LONG 12.46 -0.16 HOLD
BPOP Regional Banks SHORT 25.56 -0.08 HOLD
MTRN LONG 29.48 -0.20 HOLD
C SHORT 50.06 -0.18 HOLD
CEF SHORT 15.26 0.33 HOLD
CUK SHORT 35.75 0.28 HOLD
DF Food Processing LONG 19.60 1.71 HOLD
ESI LONG 40.75 4.01 HOLD
FOE LONG 12.28 2.33 HOLD
GG SHORT 26.74 0.45 HOLD
GGP SHORT 21.34 0.05 HOLD
GLD SHORT 130.46 0.43 HOLD
GPI Retail (Specialty) LONG 64.57 -0.45 HOLD
HAYN LONG 53.62 0.21 HOLD
HBC SHORT 55.29 -0.14 HOLD
ISBC SHORT 24.32 5.92 HOLD
JBT LONG 27.63 -1.07 HOLD
KMR SHORT 77.31 -0.68 HOLD
KOP LONG 44.73 0.11 HOLD
KRNY SHORT 10.67 1.04 HOLD
MT SHORT 16.17 0.19 HOLD
MYE LONG 18.53 -1.70 HOLD
NJR LONG 46.27 1.23 HOLD
NP LONG 41.39 -0.53 HOLD
NR LONG 12.79 -0.39 HOLD
NVS SHORT 78.88 1.00 HOLD
O SHORT 42.98 3.47 HOLD
OMX Office Supplies LONG 15.14 -0.20 HOLD
SCCO SHORT 28.97 -0.92 HOLD
ROMA SHORT 20.20 3.86 HOLD
SCHN LONG 30.29 0.33 HOLD
SCSS Furniture and Fixtures LONG 18.79 -1.11 HOLD
SHLM Chemicals - Plastics and Rubber LONG 34.02 4.20 HOLD
SLV Misc. Financial Services SHORT 21.71 -0.73 HOLD
STRA LONG 47.92 -1.68 HOLD
SWHC Recreational Products LONG 10.62 -1.85 HOLD
TFSL SHORT 12.40 0.24 HOLD
TG Fabricated Plastic and Rubber LONG 29.70 0.71 HOLD
TKC Communications Services SHORT 16.07 -0.37 HOLD
TS SHORT 48.05 0.10 HOLD
VALE SHORT 16.08 1.07 HOLD
VCI LONG 27.36 -0.55 HOLD
VIP SHORT 14.24 1.64 HOLD
WNR LONG 32.82 -2.32 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.13
SHORTS 0.80
TOTAL -0.67
S&P 500 0.48
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -1.24 12.41 -39.48 -0.04 -0.01
S&P 500 40.77 5.24 -18.61 2.62 0.74

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