Thursday, October 31, 2013

31-Oct-2013 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB SHORT 22.22 1.60 HOLD
ALJ LONG 12.08 -0.08 HOLD
ATVI SHORT 16.68 0.42 HOLD
AVA LONG 27.79 -0.36 HOLD
AVD LONG 26.10 0.38 HOLD
BAC SandLs/Savings Banks SHORT 13.97 -1.41 HOLD
BHP SHORT 70.70 -0.60 HOLD
BLT LONG 12.18 -2.09 HOLD
BPOP Regional Banks SHORT 25.26 0.32 HOLD
MTRN LONG 29.81 0.44 HOLD
C SHORT 48.78 -2.21 HOLD
CEF SHORT 14.90 -2.42 HOLD
CUK SHORT 35.58 -0.42 HOLD
ESI LONG 40.12 -1.96 HOLD
FOE LONG 12.83 3.72 HOLD
GG SHORT 25.43 -3.49 HOLD
GPI Retail (Specialty) LONG 64.00 -0.08 HOLD
HAYN LONG 53.90 -0.61 HOLD
HBC SHORT 55.04 0.09 HOLD
ISBC SHORT 23.71 -1.29 HOLD
KMR SHORT 75.32 0.07 HOLD
KOP LONG 44.50 -0.67 HOLD
KRNY SHORT 10.50 0.10 HOLD
MT SHORT 15.76 -0.25 HOLD
MYE LONG 17.82 -2.62 HOLD
NJR LONG 46.06 -0.28 HOLD
NP LONG 41.14 0.29 HOLD
NR LONG 12.75 -1.09 HOLD
NVS SHORT 77.55 -1.67 HOLD
O SHORT 41.65 -2.28 HOLD
OMX Office Supplies LONG 14.99 1.28 HOLD
SCCO SHORT 27.95 -1.10 HOLD
ROMA SHORT 19.46 -2.89 HOLD
SCHN LONG 29.04 -0.27 HOLD
SCSS Furniture and Fixtures LONG 18.32 -2.24 HOLD
SHLM Chemicals - Plastics and Rubber LONG 33.17 -0.99 HOLD
SLV Misc. Financial Services SHORT 21.09 -3.59 HOLD
SWHC Recreational Products LONG 10.79 -0.92 HOLD
TFSL SHORT 12.16 -0.86 HOLD
TG Fabricated Plastic and Rubber LONG 29.22 0.41 HOLD
TKC Communications Services SHORT 15.64 -0.70 HOLD
TS SHORT 46.82 -1.20 HOLD
V SHORT 197.53 -3.09 HOLD
VALE SHORT 16.01 -0.47 HOLD
VCI LONG 27.36 0.00 HOLD
VIP SHORT 14.39 -1.10 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.37
SHORTS -1.14
TOTAL 0.77
S&P 500 -0.28
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 125276257.85 40780939.90 -18.09 0.00 1044.72
S&P 500 40.61 5.31 -18.61 2.56 0.73

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