Friday, May 2, 2014

02-May-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 41.54 -0.36 HOLD
ANN Women's Apparel Retailers LONG 39.72 1.59 HOLD
APEI General Education Services LONG 35.28 2.77 HOLD
AUY Integrated Mining SHORT 7.46 0.81 HOLD
AVB Residential REITs SHORT 137.07 0.51 COVER
BIG LONG 39.79 0.73 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 38.81 0.39 HOLD
OUTR Consumer Goods Rental LONG 71.52 6.16 HOLD
DEI Commercial REITs - NEC SHORT 27.99 0.54 HOLD
DENN Restaurants & Bars - NEC LONG 6.75 0.90 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 70.28 0.56 HOLD
EQR Residential REITs SHORT 60.21 1.04 COVER
GPI New Car Dealers LONG 73.25 0.22 HOLD
GPRE Industrial Gas LONG 28.46 -1.42 HOLD
HTS Mortgage REITs SHORT 19.54 -0.46 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 10.24 -1.54 HOLD
KOP Commodity Chemicals - NEC LONG 42.59 0.24 HOLD
KRNY Commercial Banks SHORT 14.23 -0.63 HOLD
LAD New Car Dealers LONG 76.49 0.87 HOLD
MT Steel - NEC SHORT 16.24 0.12 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 30.67 0.33 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 62.87 -0.10 HOLD
NR Oil Related Services and Equipment - NEC LONG 12.04 1.60 HOLD
NVS Pharmaceuticals - NEC SHORT 87.36 0.41 HOLD
O Commercial REITs - NEC SHORT 43.21 0.00 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.46 -1.28 HOLD
PIR Home Furnishings Retailers - NEC LONG 18.30 0.11 HOLD
PLD Industrial REITs SHORT 40.79 -0.37 COVER
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SAFM Animal Slaughtering & Processing LONG 83.68 1.16 HOLD
SHPG Pharmaceuticals - NEC SHORT 174.46 -0.80 HOLD
SLV Investment Trusts SHORT 18.69 1.85 HOLD
SNN Medical Devices & Implants SHORT 77.97 1.50 HOLD
SNX Computer Peripherals LONG 66.77 0.44 HOLD
STM Semiconductors - NEC SHORT 9.46 -0.11 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.88 -0.06 HOLD
THRX Biopharmaceuticals SHORT 26.72 -0.26 SHORT
TWI Auto, Truck & Motorcycle Parts - NEC LONG 17.20 -0.35 HOLD
V Business Support Services - NEC SHORT 204.42 -0.81 SHORT
WES Oil & Gas Refining and Marketing - NEC SHORT 68.17 0.03 HOLD
WNC Heavy Trucks LONG 13.64 1.41 HOLD
YHOO Search Engines SHORT 36.87 0.99 SHORT
TODAY SUMMARY GAINS(%)
LONGS 0.79
SHORTS 0.19
TOTAL 0.60
S&P 500 -0.14
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 1030635209046805200.00 242650612076921540.00 -30.45 0.00 361667.86
S&P 500 51.91 5.92 -18.61 2.38 0.76

at 16:30 0 comments

02-May-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, BIG, DENN, GPI, GPRE, KOP, LAD, MTRX,
NR, OUTR, PDLI, PIR, SAFM, SNX, SWHC, TWI, WNC
Pre Opening Shorts: AUY, AVB, CCL, DEI, DVN, EQR, HTS, KONG, KRNY, MT, MWE,
NVS, O, PLD, ROMA, SHPG, SLV, SNN, STM, WES
at 06:07 0 comments

Thursday, May 1, 2014

01-May-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 41.69 1.96 HOLD
ANN Women's Apparel Retailers LONG 39.10 -0.23 HOLD
APEI General Education Services LONG 34.33 -0.78 HOLD
AUY Integrated Mining SHORT 7.40 -1.07 HOLD
AVB Residential REITs SHORT 136.37 -0.13 HOLD
BIG LONG 39.50 0.00 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 38.66 -1.65 HOLD
OUTR Consumer Goods Rental LONG 67.37 -2.86 HOLD
DEI Commercial REITs - NEC SHORT 27.84 0.87 HOLD
DENN Restaurants & Bars - NEC LONG 6.69 -0.74 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 69.89 -0.16 HOLD
EQR Residential REITs SHORT 59.59 0.25 HOLD
GPI New Car Dealers LONG 73.09 1.33 HOLD
GPRE Industrial Gas LONG 28.87 -3.44 HOLD
HTS Mortgage REITs SHORT 19.63 0.31 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 10.40 2.36 HOLD
KOP Commodity Chemicals - NEC LONG 42.49 -0.49 HOLD
KRNY Commercial Banks SHORT 14.32 -1.78 HOLD
LAD New Car Dealers LONG 75.83 2.09 HOLD
MT Steel - NEC SHORT 16.22 -0.18 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 30.57 -1.29 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 62.93 -0.65 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.85 -1.58 HOLD
NVS Pharmaceuticals - NEC SHORT 87.00 0.07 HOLD
O Commercial REITs - NEC SHORT 43.21 -0.55 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.57 0.94 HOLD
PIR Home Furnishings Retailers - NEC LONG 18.28 0.11 HOLD
PLD Industrial REITs SHORT 40.94 0.76 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SAFM Animal Slaughtering & Processing LONG 82.72 0.55 HOLD
SHPG Pharmaceuticals - NEC SHORT 175.87 2.40 HOLD
SLV Investment Trusts SHORT 18.35 -0.60 HOLD
SNN Medical Devices & Implants SHORT 76.82 -1.44 HOLD
SNX Computer Peripherals LONG 66.48 -1.34 HOLD
STM Semiconductors - NEC SHORT 9.47 -0.21 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.89 3.52 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 17.26 -1.43 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 68.15 0.22 HOLD
WNC Heavy Trucks LONG 13.45 0.67 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.16
SHORTS -0.06
TOTAL -0.10
S&P 500 0.01
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 1024284466061688800.00 242325524205219460.00 -30.45 0.00 366287.17
S&P 500 52.12 5.88 -18.61 2.41 0.76

at 16:31 0 comments

Wednesday, April 30, 2014

30-Apr-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 40.89 1.01 HOLD
ANN Women's Apparel Retailers LONG 39.19 -0.76 HOLD
APEI General Education Services LONG 34.60 2.00 HOLD
AUY Integrated Mining SHORT 7.48 -2.09 HOLD
AVB Residential REITs SHORT 136.55 0.01 HOLD
BIG LONG 39.50 0.41 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 39.31 -0.58 HOLD
OUTR Consumer Goods Rental LONG 69.35 0.55 HOLD
DEI Commercial REITs - NEC SHORT 27.60 -0.18 HOLD
DENN Restaurants & Bars - NEC LONG 6.74 1.35 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 70.00 -0.68 HOLD
EQR Residential REITs SHORT 59.44 0.20 HOLD
GPI New Car Dealers LONG 72.13 1.85 HOLD
GPRE Industrial Gas LONG 29.90 4.88 HOLD
HTS Mortgage REITs SHORT 19.57 1.56 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 10.16 -1.74 HOLD
KOP Commodity Chemicals - NEC LONG 42.70 0.71 HOLD
KRNY Commercial Banks SHORT 14.58 0.34 HOLD
LAD New Car Dealers LONG 74.28 0.88 HOLD
MT Steel - NEC SHORT 16.25 0.87 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 30.97 0.68 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 63.34 -1.03 HOLD
NR Oil Related Services and Equipment - NEC LONG 12.04 1.52 HOLD
NVS Pharmaceuticals - NEC SHORT 86.94 0.57 HOLD
O Commercial REITs - NEC SHORT 43.45 0.12 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.49 0.95 HOLD
PIR Home Furnishings Retailers - NEC LONG 18.26 0.38 HOLD
PLD Industrial REITs SHORT 40.63 -0.64 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SAFM Animal Slaughtering & Processing LONG 82.27 1.28 HOLD
SHPG Pharmaceuticals - NEC SHORT 171.75 1.55 HOLD
SLV Investment Trusts SHORT 18.46 -1.60 HOLD
SNN Medical Devices & Implants SHORT 77.94 -0.85 HOLD
SNX Computer Peripherals LONG 67.38 0.88 HOLD
STM Semiconductors - NEC SHORT 9.49 0.42 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.35 0.92 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 17.51 6.31 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 68.00 -0.16 HOLD
WNC Heavy Trucks LONG 13.36 4.70 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.61
SHORTS -0.20
TOTAL 1.80
S&P 500 0.30
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 1028523561883732000.00 242748421797638590.00 -30.46 0.00 372022.20
S&P 500 51.44 5.93 -18.61 2.36 0.75

at 16:31 0 comments

30-Apr-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, BIG, DENN, GPI, GPRE, KOP, LAD, MTRX,
NR, OUTR, PDLI, PIR, SAFM, SNX, SWHC, TWI, WNC
Pre Opening Shorts: AUY, AVB, CCL, DEI, DVN, EQR, HTS, KONG, KRNY, MT, MWE,
NVS, O, PLD, ROMA, SHPG, SLV, SNN, STM, WES
at 06:07 0 comments

Tuesday, April 29, 2014

29-Apr-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 40.48 -1.03 HOLD
ANN Women's Apparel Retailers LONG 39.49 -0.68 HOLD
APEI General Education Services LONG 33.92 1.56 HOLD
AUY Integrated Mining SHORT 7.64 2.96 HOLD
AVB Residential REITs SHORT 136.54 -0.22 HOLD
BIG LONG 39.34 0.64 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 39.54 2.38 HOLD
OUTR Consumer Goods Rental LONG 68.97 -1.39 HOLD
DEI Commercial REITs - NEC SHORT 27.65 0.47 HOLD
DENN Restaurants & Bars - NEC LONG 6.65 6.06 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 70.48 0.28 HOLD
EQR Residential REITs SHORT 59.32 -0.30 HOLD
GPI New Car Dealers LONG 70.82 1.39 HOLD
GPRE Industrial Gas LONG 28.51 1.14 HOLD
HTS Mortgage REITs SHORT 19.27 -0.93 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 10.34 3.19 HOLD
KOP Commodity Chemicals - NEC LONG 42.40 -0.63 HOLD
KRNY Commercial Banks SHORT 14.53 0.35 HOLD
LAD New Car Dealers LONG 73.63 1.63 HOLD
MT Steel - NEC SHORT 16.11 0.81 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 30.76 0.16 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 64.00 1.04 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.86 -3.34 HOLD
NVS Pharmaceuticals - NEC SHORT 86.45 1.28 HOLD
O Commercial REITs - NEC SHORT 43.40 0.01 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.41 -0.59 HOLD
PIR Home Furnishings Retailers - NEC LONG 18.19 -1.36 HOLD
PLD Industrial REITs SHORT 40.89 -0.12 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SAFM Animal Slaughtering & Processing LONG 81.23 -0.70 HOLD
SHPG Pharmaceuticals - NEC SHORT 169.13 -1.86 HOLD
SLV Investment Trusts SHORT 18.76 -0.48 HOLD
SNN Medical Devices & Implants SHORT 78.61 0.98 HOLD
SNX Computer Peripherals LONG 66.79 0.03 HOLD
STM Semiconductors - NEC SHORT 9.45 2.61 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.21 2.08 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 16.47 1.86 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 68.11 0.12 HOLD
WNC Heavy Trucks LONG 12.76 -6.11 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.04
SHORTS 0.63
TOTAL -0.59
S&P 500 0.47
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 773306362476606460.00 185341515616387010.00 -30.46 0.00 345000.10
S&P 500 50.99 5.98 -18.61 2.33 0.75

at 16:30 0 comments

29-Apr-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, BIG, DENN, GPI, GPRE, KOP, LAD, MTRX,
NR, OUTR, PDLI, PIR, SAFM, SNX, SWHC, TWI, WNC
Pre Opening Shorts: AUY, AVB, CCL, DEI, DVN, EQR, HTS, KONG, KRNY, MT, MWE,
NVS, O, PLD, ROMA, SHPG, SLV, SNN, STM, WES
at 06:06 0 comments

Monday, April 28, 2014

28-Apr-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 40.90 -2.04 HOLD
ANN Women's Apparel Retailers LONG 39.76 1.51 HOLD
APEI General Education Services LONG 33.40 -1.36 HOLD
AUY Integrated Mining SHORT 7.42 -2.24 HOLD
AVB Residential REITs SHORT 136.84 1.12 HOLD
BIG LONG 39.09 -0.96 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 38.62 1.47 HOLD
OUTR Consumer Goods Rental LONG 69.94 3.94 HOLD
DEI Commercial REITs - NEC SHORT 27.52 0.70 HOLD
DENN Restaurants & Bars - NEC LONG 6.27 -0.63 HOLD
DVN Oil & Gas Exploration and Production - NEC SHORT 70.28 -0.17 HOLD
EQR Residential REITs SHORT 59.50 1.43 HOLD
GPI New Car Dealers LONG 69.85 1.32 HOLD
GPRE Industrial Gas LONG 28.19 -2.15 HOLD
HTS Mortgage REITs SHORT 19.45 -1.17 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 10.02 -0.20 HOLD
KOP Commodity Chemicals - NEC LONG 42.67 -0.95 HOLD
KRNY Commercial Banks SHORT 14.48 0.21 HOLD
LAD New Car Dealers LONG 72.45 1.37 HOLD
MT Steel - NEC SHORT 15.98 -1.05 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 30.71 -2.26 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 63.34 0.32 HOLD
NR Oil Related Services and Equipment - NEC LONG 12.27 0.25 HOLD
NVS Pharmaceuticals - NEC SHORT 85.36 1.05 HOLD
O Commercial REITs - NEC SHORT 43.58 1.61 HOLD
PDLI Biotechnology & Medical Research - NEC LONG 8.46 0.83 HOLD
PIR Home Furnishings Retailers - NEC LONG 18.44 4.30 HOLD
PLD Industrial REITs SHORT 40.94 0.52 HOLD
ROMA Banks - NEC SHORT 21.06 0.00 HOLD
SAFM Animal Slaughtering & Processing LONG 81.80 0.22 HOLD
SHPG Pharmaceuticals - NEC SHORT 172.33 6.08 HOLD
SLV Investment Trusts SHORT 18.85 -0.48 HOLD
SNN Medical Devices & Implants SHORT 77.85 1.24 HOLD
SNX Computer Peripherals LONG 66.77 -2.47 HOLD
STM Semiconductors - NEC SHORT 9.21 1.10 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 14.90 6.20 HOLD
TWI Auto, Truck & Motorcycle Parts - NEC LONG 16.17 -1.88 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 68.03 1.42 HOLD
WNC Heavy Trucks LONG 13.59 0.15 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.28
SHORTS 0.65
TOTAL -0.36
S&P 500 0.31
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 777737425497181820.00 185126869600948420.00 -30.46 0.00 350720.38
S&P 500 50.28 6.07 -18.61 2.27 0.74

at 16:30 0 comments

28-Apr-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, BIG, DENN, GPI, GPRE, KOP, LAD, MTRX,
NR, OUTR, PDLI, PIR, SAFM, SNX, SWHC, TWI, WNC
Pre Opening Shorts: AUY, AVB, CCL, DEI, DVN, EQR, HTS, KONG, KRNY, MT, MWE,
NVS, O, PLD, ROMA, SHPG, SLV, SNN, STM, WES
at 06:09 0 comments
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