Friday, March 14, 2014

14-Mar-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ALJ Petroleum Refining LONG 15.94 0.95 HOLD
ANN Women's Apparel Retailers LONG 37.53 7.63 HOLD
AVB Residential REITs SHORT 129.75 0.47 HOLD
BIG Discount Stores - NEC LONG 36.44 -0.05 HOLD
BLT Integrated Mining LONG 12.11 -0.57 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 38.42 -0.23 HOLD
DEI Commercial REITs - NEC SHORT 26.86 0.19 HOLD
DENN Restaurants & Bars - NEC LONG 6.75 0.15 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 62.74 0.24 HOLD
EQR Residential REITs SHORT 58.07 0.29 HOLD
GG Gold - NEC SHORT 28.69 0.31 HOLD
GPI New Car Dealers LONG 66.85 0.47 HOLD
GPRE Industrial Gas LONG 27.80 3.27 HOLD
HTS Mortgage REITs SHORT 19.61 0.31 HOLD
KOP Commodity Chemicals - NEC LONG 41.67 1.83 HOLD
KRNY Commercial Banks SHORT 14.80 0.89 HOLD
LNG Natural Gas Pipeline SHORT 51.57 2.12 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.93 1.04 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 64.01 0.57 HOLD
NJR Natural Gas Distribution LONG 48.62 1.12 SELL
NR Oil Related Services and Equipment - NEC LONG 10.94 -0.18 BUY
NVS Pharmaceuticals - NEC SHORT 81.59 -0.09 HOLD
O Commercial REITs - NEC SHORT 42.32 0.00 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.26 0.12 HOLD
PLD Industrial REITs SHORT 40.19 -0.42 HOLD
PZZA Restaurants & Bars - NEC LONG 53.54 1.94 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SCSS Furniture LONG 17.03 2.53 HOLD
SHPG Pharmaceuticals - NEC SHORT 153.90 -0.61 HOLD
SLV Investment Trusts SHORT 20.62 1.28 HOLD
SNX Computer Peripherals LONG 60.12 0.82 BUY
STM Semiconductors - NEC SHORT 9.13 -0.33 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 13.92 1.53 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 18.27 2.07 HOLD
VMW IT Services & Consulting - NEC SHORT 105.50 1.47 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 64.55 0.36 HOLD
WNC Heavy Trucks LONG 13.55 0.97 SELL
WNR Petroleum Refining LONG 40.66 2.91 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.64
SHORTS 0.36
TOTAL 1.28
S&P 500 -0.28
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 33015812.03 11276253.02 -20.17 0.00 319.08
S&P 500 48.50 5.89 -18.61 2.36 0.75

at 16:30 0 comments

14-Mar-2014 Daily positions

Pre Opening Longs: ALJ, ANN, BIG, BLT, DENN, GPI, GPRE, KOP, MTRX, NJR,
PDLI, PZZA, SCSS, SWHC, TWI, WNC, WNR
Pre Opening Shorts: AVB, CCL, DEI, DVN, EQR, GG, HTS, KRNY, LNG, MWE, NVS,
O, PLD, ROMA, SHPG, SLV, STM, VMW, WES
at 06:09 0 comments

Thursday, March 13, 2014

13-Mar-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ALJ Petroleum Refining LONG 15.79 0.57 HOLD
ANN Women's Apparel Retailers LONG 34.87 -0.09 HOLD
AVB Residential REITs SHORT 129.14 -0.01 HOLD
BIG Discount Stores - NEC LONG 36.46 -1.17 HOLD
BLT Integrated Mining LONG 12.18 -0.81 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 38.51 -2.01 HOLD
DEI Commercial REITs - NEC SHORT 26.81 -0.96 HOLD
DENN Restaurants & Bars - NEC LONG 6.74 -1.17 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 62.59 -0.78 HOLD
EQR Residential REITs SHORT 57.90 -1.25 HOLD
GG Gold - NEC SHORT 28.60 2.80 HOLD
GPI New Car Dealers LONG 66.54 -1.22 HOLD
GPRE Industrial Gas LONG 26.92 -0.70 HOLD
HTS Mortgage REITs SHORT 19.55 0.51 HOLD
KOP Commodity Chemicals - NEC LONG 40.92 -0.24 HOLD
KRNY Commercial Banks SHORT 14.67 0.89 HOLD
LNG Natural Gas Pipeline SHORT 50.50 2.43 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.59 0.12 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 63.65 -0.67 HOLD
NJR Natural Gas Distribution LONG 48.08 1.46 HOLD
NVS Pharmaceuticals - NEC SHORT 81.66 -1.33 HOLD
O Commercial REITs - NEC SHORT 42.32 0.45 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.25 -2.37 HOLD
PLD Industrial REITs SHORT 40.36 -0.66 HOLD
PZZA Restaurants & Bars - NEC LONG 52.52 -1.59 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SCSS Furniture LONG 16.61 -4.65 HOLD
SHPG Pharmaceuticals - NEC SHORT 154.84 -2.89 HOLD
SLV Investment Trusts SHORT 20.36 -0.54 HOLD
STM Semiconductors - NEC SHORT 9.16 -1.29 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 13.71 -1.93 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 17.90 -1.27 HOLD
VMW IT Services & Consulting - NEC SHORT 103.97 -2.71 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 64.32 -1.09 HOLD
WNC Heavy Trucks LONG 13.42 -0.74 HOLD
WNR Petroleum Refining LONG 39.51 -1.54 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.02
SHORTS -0.48
TOTAL -0.54
S&P 500 -1.12
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 32594180.19 11273991.13 -20.17 0.00 319.50
S&P 500 48.92 5.83 -18.61 2.41 0.75

at 16:32 0 comments

13-Mar-2014 Daily positions

Pre Opening Longs: ALJ, ANN, BIG, BLT, DENN, GPI, GPRE, KOP, MTRX, NJR,
PDLI, PZZA, SCSS, SWHC, TWI, WNC, WNR
Pre Opening Shorts: AVB, CCL, DEI, DVN, EQR, GG, HTS, KRNY, LNG, MWE, NVS,
O, PLD, ROMA, SHPG, SLV, STM, VMW, WES
at 06:10 0 comments

Wednesday, March 12, 2014

12-Mar-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ALJ Petroleum Refining LONG 15.70 5.23 HOLD
ANN Women's Apparel Retailers LONG 34.90 -3.30 HOLD
AVB Residential REITs SHORT 129.15 0.40 HOLD
BIG Discount Stores - NEC LONG 36.89 -0.30 HOLD
BLT Integrated Mining LONG 12.28 -1.29 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 39.30 1.42 HOLD
DEI Commercial REITs - NEC SHORT 27.07 0.00 HOLD
DENN Restaurants & Bars - NEC LONG 6.82 1.04 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 63.08 -0.39 HOLD
EQR Residential REITs SHORT 58.63 0.96 HOLD
GG Gold - NEC SHORT 27.82 3.50 HOLD
GPI New Car Dealers LONG 67.36 -1.68 HOLD
GPRE Industrial Gas LONG 27.11 2.30 HOLD
HTS Mortgage REITs SHORT 19.45 1.35 HOLD
KOP Commodity Chemicals - NEC LONG 41.02 0.00 HOLD
KRNY Commercial Banks SHORT 14.54 -0.07 HOLD
LNG Natural Gas Pipeline SHORT 49.30 -1.58 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.55 2.39 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 64.08 -0.03 HOLD
NJR Natural Gas Distribution LONG 47.39 8.12 HOLD
NVS Pharmaceuticals - NEC SHORT 82.76 -0.05 HOLD
O Commercial REITs - NEC SHORT 42.13 0.62 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.45 2.05 HOLD
PLD Industrial REITs SHORT 40.63 0.44 HOLD
PZZA Restaurants & Bars - NEC LONG 53.37 0.45 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SCSS Furniture LONG 17.42 -0.34 HOLD
SHPG Pharmaceuticals - NEC SHORT 159.44 -2.23 HOLD
SLV Investment Trusts SHORT 20.47 2.15 HOLD
STM Semiconductors - NEC SHORT 9.28 0.11 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 13.98 1.08 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 18.13 -1.25 HOLD
VMW IT Services & Consulting - NEC SHORT 106.87 3.01 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 65.03 0.31 HOLD
WNC Heavy Trucks LONG 13.52 1.20 HOLD
WNR Petroleum Refining LONG 40.13 1.70 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.02
SHORTS 0.52
TOTAL 0.50
S&P 500 0.03
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 124712106.51 43412130.36 -18.36 0.00 552.58
S&P 500 50.61 5.62 -18.61 2.57 0.78

at 16:36 0 comments

Tuesday, March 11, 2014

11-Mar-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ALJ Petroleum Refining LONG 14.92 -2.55 HOLD
ANN Women's Apparel Retailers LONG 36.09 0.00 HOLD
AVB Residential REITs SHORT 128.63 0.85 HOLD
BIG Discount Stores - NEC LONG 37.00 -0.38 HOLD
BLT Integrated Mining LONG 12.44 0.24 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 38.75 -0.67 HOLD
DEI Commercial REITs - NEC SHORT 27.07 1.65 HOLD
DENN Restaurants & Bars - NEC LONG 6.75 -0.74 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 63.55 -1.52 HOLD
EQR Residential REITs SHORT 58.07 0.59 HOLD
GG Gold - NEC SHORT 26.88 0.90 HOLD
GPI New Car Dealers LONG 68.51 -0.09 HOLD
GPRE Industrial Gas LONG 26.50 -1.85 HOLD
HTS Mortgage REITs SHORT 19.19 0.05 HOLD
KOP Commodity Chemicals - NEC LONG 41.05 0.49 HOLD
KRNY Commercial Banks SHORT 14.55 -0.34 HOLD
LNG Natural Gas Pipeline SHORT 50.09 -2.05 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 31.79 -4.10 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 64.10 0.08 HOLD
NJR Natural Gas Distribution LONG 44.25 -2.08 HOLD
NVS Pharmaceuticals - NEC SHORT 82.80 -0.12 HOLD
O Commercial REITs - NEC SHORT 41.87 1.04 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.28 -0.96 HOLD
PLD Industrial REITs SHORT 40.45 0.32 HOLD
PZZA Restaurants & Bars - NEC LONG 53.13 -0.17 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SCSS Furniture LONG 17.48 -1.74 HOLD
SHPG Pharmaceuticals - NEC SHORT 163.07 -0.21 HOLD
SLV Investment Trusts SHORT 20.04 0.15 HOLD
STM Semiconductors - NEC SHORT 9.27 -1.07 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 13.83 -2.61 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 18.36 -3.87 HOLD
VMW IT Services & Consulting - NEC SHORT 103.75 0.70 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 64.83 0.08 HOLD
WNC Heavy Trucks LONG 13.36 -1.91 HOLD
WNR Petroleum Refining LONG 39.46 0.46 HOLD
TODAY SUMMARY GAINS(%)
LONGS -1.29
SHORTS 0.02
TOTAL -1.31
S&P 500 -0.49
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 124231204.02 43390680.93 -18.36 0.00 555.29
S&P 500 50.57 5.61 -18.61 2.58 0.78

at 16:30 0 comments

11-Mar-2014 Daily positions

Pre Opening Longs: ALJ, ANN, BIG, BLT, DENN, GPI, GPRE, KOP, MTRX, NJR,
PDLI, PZZA, SCSS, SWHC, TWI, WNC, WNR
Pre Opening Shorts: AVB, CCL, DEI, DVN, EQR, GG, HTS, KRNY, LNG, MWE, NVS,
O, PLD, ROMA, SHPG, SLV, STM, VMW, WES
at 06:18 0 comments

Monday, March 10, 2014

10-Mar-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ALJ Petroleum Refining LONG 15.31 10.06 HOLD
ANN Women's Apparel Retailers LONG 36.09 -0.41 HOLD
AVB Residential REITs SHORT 127.55 -0.52 HOLD
BIG Discount Stores - NEC LONG 37.14 3.25 HOLD
BLT Integrated Mining LONG 12.41 -1.66 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 39.01 -1.24 HOLD
DEI Commercial REITs - NEC SHORT 26.63 -1.22 HOLD
DENN Restaurants & Bars - NEC LONG 6.80 1.95 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 64.53 -0.92 HOLD
EQR Residential REITs SHORT 57.73 -0.89 HOLD
GG Gold - NEC SHORT 26.69 -1.29 HOLD
GPI New Car Dealers LONG 68.57 0.04 HOLD
GPRE Industrial Gas LONG 27.00 -2.35 HOLD
HTS Mortgage REITs SHORT 19.18 -0.36 HOLD
KOP Commodity Chemicals - NEC LONG 40.85 0.20 HOLD
KRNY Commercial Banks SHORT 14.60 0.90 HOLD
LNG Natural Gas Pipeline SHORT 51.14 -1.26 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 33.15 -2.24 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 64.05 -0.19 HOLD
NJR Natural Gas Distribution LONG 45.19 0.96 HOLD
NVS Pharmaceuticals - NEC SHORT 82.90 -0.29 HOLD
O Commercial REITs - NEC SHORT 41.44 -0.36 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.36 1.09 HOLD
PLD Industrial REITs SHORT 40.32 -0.54 HOLD
PZZA Restaurants & Bars - NEC LONG 53.22 -0.54 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SCSS Furniture LONG 17.79 -1.21 HOLD
SHPG Pharmaceuticals - NEC SHORT 163.41 -0.40 HOLD
SLV Investment Trusts SHORT 20.01 -0.35 HOLD
STM Semiconductors - NEC SHORT 9.37 0.21 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 14.20 2.97 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 19.10 0.42 HOLD
VMW IT Services & Consulting - NEC SHORT 103.03 1.50 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 64.78 0.61 HOLD
WNC Heavy Trucks LONG 13.62 -0.87 HOLD
WNR Petroleum Refining LONG 39.28 1.37 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.77
SHORTS -0.35
TOTAL 1.11
S&P 500 -0.05
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 125936569.82 43359553.02 -18.36 0.00 561.29
S&P 500 51.31 5.53 -18.61 2.66 0.79

at 16:30 0 comments

10-Mar-2014 Daily positions

Pre Opening Longs: ALJ, ANN, BIG, BLT, DENN, GPI, GPRE, KOP, MTRX, NJR,
PDLI, PZZA, SCSS, SWHC, TWI, WNC, WNR
Pre Opening Shorts: AVB, CCL, DEI, DVN, EQR, GG, HTS, KRNY, LNG, MWE, NVS,
O, PLD, ROMA, SHPG, SLV, STM, VMW, WES
at 06:15 0 comments
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