Thursday, January 2, 2014

02-Jan-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
AB Investment Management SHORT 21.32 -0.09 HOLD
ACCO Business Support Supplies - NEC LONG 6.69 -0.45 HOLD
ALJ Petroleum Refining LONG 16.68 0.85 HOLD
ALNY Biotechnology & Medical Research - NEC SHORT 63.86 -0.68 HOLD
AVA Multiline Utilities - NEC LONG 27.85 -1.21 HOLD
AVD Agricultural Chemicals - NEC LONG 24.01 -1.15 HOLD
BAC Banks - NEC SHORT 16.10 3.40 HOLD
BHP Integrated Mining SHORT 66.99 -1.77 HOLD
BLT Integrated Mining LONG 14.24 -1.59 HOLD
CEC Food Retail & Distribution - NEC LONG 44.40 0.27 HOLD
CEF Investment Trusts SHORT 13.54 2.19 HOLD
CUK Hotels, Motels & Cruise Lines - NEC SHORT 40.72 -1.76 HOLD
DENN Restaurants & Bars - NEC LONG 7.19 0.00 HOLD
ESI Educational Services LONG 33.76 0.54 HOLD
GG Integrated Mining SHORT 22.61 4.34 HOLD
GPI New Car Dealers LONG 70.14 -1.24 HOLD
HSBC Commercial Banks SHORT 54.57 -1.02 HOLD
HEES Consumer Goods Rental LONG 28.91 -2.43 HOLD
ISBC Retail & Mortgage Banks SHORT 25.36 -0.86 HOLD
KOP Commodity Chemicals - NEC LONG 45.58 -0.37 HOLD
KRNY Commercial Banks SHORT 11.42 -1.81 HOLD
MT Steel - NEC SHORT 17.58 -1.46 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 66.52 0.59 HOLD
MYE Plastic Container & Packaging LONG 20.53 -2.79 HOLD
NJR Natural Gas Distribution LONG 44.83 -3.05 HOLD
NP Paper Mills & Products LONG 42.67 -0.23 HOLD
NVS Pharmaceuticals - NEC SHORT 78.72 -2.07 HOLD
OMX Office Supplies Wholesale LONG 15.26 0.00 HOLD
SCCO Specialty Mining & Metals - NEC SHORT 29.24 1.85 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.54 1.18 HOLD
PSA Self-Storage REITs SHORT 148.95 -1.04 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SAH Auto Vehicles, Parts & Service Retailers - NEC LONG 24.05 -1.76 HOLD
SCSS Furniture LONG 21.18 0.43 HOLD
SLV Investment Trusts SHORT 19.22 2.73 HOLD
STC Property Insurance LONG 32.15 -0.37 HOLD
TFSL Banks - NEC SHORT 12.01 -0.87 HOLD
TKC Wireless Telecom SHORT 12.97 -2.85 HOLD
TMP Banks - NEC SHORT 50.06 -2.59 HOLD
TS Construction & Engineering - NEC SHORT 42.73 -2.20 HOLD
V Business Support Services - NEC SHORT 221.01 -0.75 HOLD
VALE Steel - NEC SHORT 14.51 -4.85 HOLD
VIP Wireless Telecom SHORT 12.80 -1.08 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 61.29 -0.65 HOLD
WNC Heavy Trucks LONG 12.28 -0.57 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.70
SHORTS -0.53
TOTAL -0.17
S&P 500 -0.96
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 43.76 25.29 -39.69 0.54 0.34
S&P 500 47.10 5.41 -18.61 2.68 0.78

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