Friday, June 20, 2014

20-Jun-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABT Pharmaceuticals - NEC SHORT 40.85 -0.37 HOLD
ACAT Auto & Truck Manufacturers - NEC LONG 38.90 1.41 HOLD
APEI General Education Services LONG 34.07 0.07 HOLD
AUY Integrated Mining SHORT 8.58 -2.50 HOLD
AZN Biopharmaceuticals SHORT 75.47 0.08 HOLD
CORE Supermarkets & Convenience Stores LONG 91.67 0.50 HOLD
CPK Natural Gas Distribution LONG 70.13 0.50 HOLD
OUTR Consumer Goods Rental LONG 61.73 0.05 HOLD
DEI Commercial REITs - NEC SHORT 28.60 0.11 HOLD
DENN Restaurants & Bars - NEC LONG 6.56 0.61 HOLD
GG Gold - NEC SHORT 27.25 -0.42 HOLD
GGP Retail REITs SHORT 23.90 0.38 COVER
GPI New Car Dealers LONG 81.75 -0.04 SELL
GPRE Industrial Gas LONG 32.47 1.82 HOLD
KZ Wireless Telecommunications Services - NEC SHORT 8.60 -2.60 HOLD
KOP Commodity Chemicals - NEC LONG 38.01 1.17 HOLD
KRNY Commercial Banks SHORT 15.14 0.53 HOLD
LAD New Car Dealers LONG 92.35 0.38 HOLD
MT Steel - NEC SHORT 15.04 -1.12 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 35.66 1.16 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 68.01 2.18 HOLD
NR Oil Related Services and Equipment - NEC LONG 12.08 0.58 HOLD
NVS Pharmaceuticals - NEC SHORT 90.93 0.09 HOLD
GEOS Oil Related Services and Equipment - NEC LONG 54.73 -2.09 HOLD
PIR Home Furnishings Retailers - NEC LONG 15.18 -4.29 HOLD
RMBS Memory Chips (RAM) SHORT 14.69 0.27 HOLD
SAFM Animal Slaughtering & Processing LONG 96.66 2.12 HOLD
SHPG Pharmaceuticals - NEC SHORT 222.89 16.26 HOLD
SLV Investment Trusts SHORT 20.02 0.53 HOLD
SNN Medical Devices & Implants SHORT 92.17 0.72 HOLD
STM Semiconductors - NEC SHORT 9.34 -1.99 HOLD
UFPI Logging & Sawmills LONG 48.20 0.32 HOLD
V Business Support Services - NEC SHORT 209.49 -0.39 HOLD
WGO Recreational Products - NEC LONG 23.86 -0.79 HOLD
WNC Heavy Trucks LONG 14.64 0.00 HOLD
YHOO Search Engines SHORT 34.05 -1.82 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.19
SHORTS 0.55
TOTAL -0.36
S&P 500 0.20
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 267.18 33.53 -29.45 1.43 1.63
S&P 500 58.27 5.60 -18.61 2.66 0.80

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