Monday, October 28, 2013

28-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB SHORT 22.28 2.30 HOLD
ALJ LONG 11.60 -1.44 HOLD
ATVI SHORT 17.30 -0.23 HOLD
AVA LONG 27.99 -0.04 BUY
AVD LONG 26.79 -2.23 BUY
BAC SandLs/Savings Banks SHORT 14.23 -0.21 HOLD
BHP SHORT 72.10 0.24 HOLD
BLT LONG 12.40 -0.48 HOLD
BPOP Regional Banks SHORT 25.98 1.64 HOLD
MTRN LONG 30.28 2.71 HOLD
C SHORT 50.15 0.18 HOLD
CEF SHORT 15.27 0.07 HOLD
CUK SHORT 35.93 0.50 HOLD
DF Food Processing LONG 19.72 0.61 SELL
ESI LONG 41.55 1.96 HOLD
FOE LONG 12.22 -0.57 HOLD
GG SHORT 27.10 1.35 HOLD
GGP SHORT 21.33 -0.05 COVER
GLD SHORT 130.58 0.09 COVER
GPI Retail (Specialty) LONG 64.50 -0.11 HOLD
HAYN LONG 54.56 1.75 HOLD
HBC SHORT 55.25 -0.09 HOLD
ISBC SHORT 24.25 -0.29 HOLD
JBT LONG 27.70 0.14 SELL
KMR SHORT 77.00 -0.40 HOLD
KOP LONG 45.07 0.67 HOLD
KRNY SHORT 10.64 -0.28 HOLD
MT SHORT 15.63 -3.34 HOLD
MYE LONG 18.45 -0.43 HOLD
NJR LONG 46.45 0.39 HOLD
NP LONG 41.83 1.06 HOLD
NR LONG 13.05 2.03 HOLD
NVS SHORT 79.16 0.35 HOLD
O SHORT 43.07 0.21 HOLD
OMX Office Supplies LONG 15.04 -0.66 HOLD
SCCO SHORT 28.99 0.07 HOLD
ROMA SHORT 20.31 0.54 HOLD
SCHN LONG 30.37 0.26 HOLD
SCSS Furniture and Fixtures LONG 18.53 -1.38 HOLD
SHLM Chemicals - Plastics and Rubber LONG 33.29 -2.15 HOLD
SLV Misc. Financial Services SHORT 21.68 -0.14 HOLD
STRA LONG 48.19 0.56 SELL
SWHC Recreational Products LONG 10.58 -0.38 HOLD
TFSL SHORT 12.38 -0.04 HOLD
TG Fabricated Plastic and Rubber LONG 29.64 -0.34 HOLD
TKC Communications Services SHORT 16.03 -0.25 HOLD
TS SHORT 48.04 -0.02 HOLD
V SHORT 203.08 0.01 SHORT
VALE SHORT 16.24 0.96 HOLD
VCI LONG 27.08 -1.02 HOLD
VIP SHORT 14.06 -1.26 HOLD
WNR LONG 33.06 1.41 SELL
TODAY SUMMARY GAINS(%)
LONGS 0.20
SHORTS 0.07
TOTAL 0.13
S&P 500 0.16
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio -1.12 12.44 -39.48 -0.03 -0.01
S&P 500 40.96 5.24 -18.61 2.62 0.74

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