Friday, May 30, 2014

30-May-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 37.30 -0.75 HOLD
ANN Women's Apparel Retailers LONG 38.87 4.07 HOLD
APEI General Education Services LONG 35.34 0.14 HOLD
AUY Integrated Mining SHORT 7.36 3.23 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 40.03 0.73 HOLD
CORE Supermarkets & Convenience Stores LONG 82.68 0.50 HOLD
CPK Natural Gas Distribution LONG 65.41 -0.09 HOLD
OUTR Consumer Goods Rental LONG 70.73 -1.49 HOLD
DEI Commercial REITs - NEC SHORT 28.39 0.50 HOLD
DENN Restaurants & Bars - NEC LONG 6.50 -0.61 HOLD
GG Gold - NEC SHORT 23.37 1.13 HOLD
GGP Retail REITs SHORT 23.83 0.76 HOLD
GPI New Car Dealers LONG 80.50 0.75 HOLD
GPRE Industrial Gas LONG 29.22 0.14 HOLD
HTS Mortgage REITs SHORT 20.29 0.05 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 9.43 0.64 HOLD
KOP Commodity Chemicals - NEC LONG 36.34 -0.19 HOLD
KRNY Commercial Banks SHORT 14.22 1.35 HOLD
LAD New Car Dealers LONG 78.43 -0.22 HOLD
MT Steel - NEC SHORT 15.15 -2.13 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.65 1.78 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 61.95 0.00 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.26 -0.88 HOLD
NVS Pharmaceuticals - NEC SHORT 90.06 -0.11 HOLD
O Commercial REITs - NEC SHORT 43.30 -0.14 HOLD
PIR Home Furnishings Retailers - NEC LONG 17.61 -0.34 HOLD
SAFM Animal Slaughtering & Processing LONG 92.51 2.40 HOLD
SHPG Pharmaceuticals - NEC SHORT 173.39 -0.26 HOLD
SLV Investment Trusts SHORT 18.08 -1.21 HOLD
SNN Medical Devices & Implants SHORT 87.77 0.68 HOLD
SNX Computer Peripherals LONG 66.11 1.36 HOLD
STM Semiconductors - NEC SHORT 9.96 0.20 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.88 0.83 HOLD
THRX Biopharmaceuticals SHORT 28.65 0.00 HOLD
V Business Support Services - NEC SHORT 214.83 0.07 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 71.99 0.47 HOLD
WGO Recreational Products - NEC LONG 24.76 0.04 HOLD
WNC Heavy Trucks LONG 13.69 -1.79 HOLD
YHOO Search Engines SHORT 34.65 -0.72 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.30
SHORTS 0.26
TOTAL 0.04
S&P 500 0.16
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 345.92 38.45 -30.44 1.52 1.92
S&P 500 55.64 5.68 -18.61 2.57 0.78

at 16:31 0 comments

30-May-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, CORE, CPK, DENN, GPI, GPRE, KOP, LAD,
MTRX, NR, OUTR, PIR, SAFM, SNX, SWHC, WGO, WNC
Pre Opening Shorts: AUY, CCL, DEI, GG, GGP, HTS, KONG, KRNY, MT, MWE, NVS,
O, SHPG, SLV, SNN, STM, THRX, V, WES, YHOO
at 06:13 0 comments

Thursday, May 29, 2014

29-May-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 37.58 0.72 HOLD
ANN Women's Apparel Retailers LONG 37.35 -2.23 HOLD
APEI General Education Services LONG 35.29 -0.54 HOLD
AUY Integrated Mining SHORT 7.13 0.14 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 39.74 0.56 HOLD
CORE Supermarkets & Convenience Stores LONG 82.27 0.92 HOLD
CPK Natural Gas Distribution LONG 65.47 -0.18 HOLD
OUTR Consumer Goods Rental LONG 71.80 1.26 HOLD
DEI Commercial REITs - NEC SHORT 28.25 0.43 HOLD
DENN Restaurants & Bars - NEC LONG 6.54 -0.15 HOLD
GG Gold - NEC SHORT 23.11 -0.13 HOLD
GGP Retail REITs SHORT 23.65 0.17 HOLD
GPI New Car Dealers LONG 79.90 0.34 HOLD
GPRE Industrial Gas LONG 29.18 1.85 HOLD
HTS Mortgage REITs SHORT 20.28 -0.20 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 9.37 -2.09 HOLD
KOP Commodity Chemicals - NEC LONG 36.41 0.39 HOLD
KRNY Commercial Banks SHORT 14.03 -0.64 HOLD
LAD New Car Dealers LONG 78.60 0.50 HOLD
MT Steel - NEC SHORT 15.48 0.58 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.08 -0.56 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 61.95 -0.40 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.36 1.25 HOLD
NVS Pharmaceuticals - NEC SHORT 90.16 0.30 HOLD
O Commercial REITs - NEC SHORT 43.36 0.89 HOLD
PIR Home Furnishings Retailers - NEC LONG 17.67 -0.79 HOLD
SAFM Animal Slaughtering & Processing LONG 90.34 3.06 HOLD
SHPG Pharmaceuticals - NEC SHORT 173.85 0.67 HOLD
SLV Investment Trusts SHORT 18.31 0.16 HOLD
SNN Medical Devices & Implants SHORT 87.18 4.97 HOLD
SNX Computer Peripherals LONG 65.22 0.52 HOLD
STM Semiconductors - NEC SHORT 9.94 1.53 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.75 0.90 HOLD
THRX Biopharmaceuticals SHORT 28.65 0.70 HOLD
V Business Support Services - NEC SHORT 214.67 0.41 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 71.65 0.52 HOLD
WGO Recreational Products - NEC LONG 24.75 -0.12 HOLD
WNC Heavy Trucks LONG 13.94 -0.50 HOLD
YHOO Search Engines SHORT 34.90 0.35 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.35
SHORTS 0.45
TOTAL -0.10
S&P 500 0.52
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 346.03 38.41 -30.44 1.52 1.92
S&P 500 55.39 5.69 -18.61 2.55 0.78

at 16:32 0 comments

29-May-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, CORE, CPK, DENN, GPI, GPRE, KOP, LAD,
MTRX, NR, OUTR, PIR, SAFM, SNX, SWHC, WGO, WNC
Pre Opening Shorts: AUY, CCL, DEI, GG, GGP, HTS, KONG, KRNY, MT, MWE, NVS,
O, SHPG, SLV, SNN, STM, THRX, V, WES, YHOO
at 06:08 0 comments

Wednesday, May 28, 2014

28-May-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 37.31 -1.35 HOLD
ANN Women's Apparel Retailers LONG 38.20 -2.25 HOLD
APEI General Education Services LONG 35.48 -0.84 HOLD
AUY Integrated Mining SHORT 7.12 -1.79 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 39.52 -0.33 HOLD
CORE Supermarkets & Convenience Stores LONG 81.52 2.23 HOLD
CPK Natural Gas Distribution LONG 65.59 -0.44 HOLD
OUTR Consumer Goods Rental LONG 70.91 -0.14 HOLD
DEI Commercial REITs - NEC SHORT 28.13 -0.88 HOLD
DENN Restaurants & Bars - NEC LONG 6.55 -3.39 HOLD
GG Gold - NEC SHORT 23.14 -1.78 HOLD
GGP Retail REITs SHORT 23.61 0.17 HOLD
GPI New Car Dealers LONG 79.80 0.10 HOLD
GPRE Industrial Gas LONG 28.65 2.28 HOLD
HTS Mortgage REITs SHORT 20.32 -0.10 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 9.57 -0.93 HOLD
KOP Commodity Chemicals - NEC LONG 36.27 0.22 HOLD
KRNY Commercial Banks SHORT 14.12 -0.70 HOLD
LAD New Car Dealers LONG 78.21 -0.77 HOLD
MT Steel - NEC SHORT 15.39 -0.71 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.26 -2.00 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 62.20 0.34 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.22 -0.88 HOLD
NVS Pharmaceuticals - NEC SHORT 89.89 -0.43 HOLD
O Commercial REITs - NEC SHORT 43.16 0.02 HOLD
PIR Home Furnishings Retailers - NEC LONG 17.81 -1.82 HOLD
SAFM Animal Slaughtering & Processing LONG 87.66 0.75 HOLD
SHPG Pharmaceuticals - NEC SHORT 172.70 -0.70 HOLD
SLV Investment Trusts SHORT 18.28 -0.44 HOLD
SNN Medical Devices & Implants SHORT 83.05 3.37 HOLD
SNX Computer Peripherals LONG 64.88 -1.70 HOLD
STM Semiconductors - NEC SHORT 9.79 0.10 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.61 1.56 HOLD
THRX Biopharmaceuticals SHORT 28.45 -0.94 HOLD
V Business Support Services - NEC SHORT 213.80 -0.33 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 71.28 0.15 HOLD
WGO Recreational Products - NEC LONG 24.78 1.06 HOLD
WNC Heavy Trucks LONG 14.01 -0.14 HOLD
YHOO Search Engines SHORT 34.78 -0.97 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.40
SHORTS -0.34
TOTAL -0.05
S&P 500 -0.07
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 346.41 38.37 -30.44 1.53 1.93
S&P 500 54.59 5.78 -18.61 2.49 0.77

at 16:31 0 comments

28-May-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, CORE, CPK, DENN, GPI, GPRE, KOP, LAD,
MTRX, NR, OUTR, PIR, SAFM, SNX, SWHC, WGO, WNC
Pre Opening Shorts: AUY, CCL, DEI, GG, GGP, HTS, KONG, KRNY, MT, MWE, NVS,
O, SHPG, SLV, SNN, STM, THRX, V, WES, YHOO
at 06:09 0 comments

Tuesday, May 27, 2014

27-May-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 37.82 1.48 HOLD
ANN Women's Apparel Retailers LONG 39.08 0.21 HOLD
APEI General Education Services LONG 35.78 0.79 HOLD
AUY Integrated Mining SHORT 7.25 -4.10 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 39.65 -0.92 HOLD
CORE Supermarkets & Convenience Stores LONG 79.74 1.50 HOLD
CPK Natural Gas Distribution LONG 65.88 1.29 HOLD
OUTR Consumer Goods Rental LONG 71.01 -1.68 HOLD
DEI Commercial REITs - NEC SHORT 28.38 0.71 HOLD
DENN Restaurants & Bars - NEC LONG 6.78 1.65 HOLD
GG Gold - NEC SHORT 23.56 -3.72 HOLD
GGP Retail REITs SHORT 23.57 0.26 HOLD
GPI New Car Dealers LONG 79.72 0.23 HOLD
GPRE Industrial Gas LONG 28.01 -0.32 HOLD
HTS Mortgage REITs SHORT 20.34 0.30 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 9.66 -0.82 HOLD
KOP Commodity Chemicals - NEC LONG 36.19 -0.82 HOLD
KRNY Commercial Banks SHORT 14.22 2.52 HOLD
LAD New Car Dealers LONG 78.82 1.47 HOLD
MT Steel - NEC SHORT 15.50 1.11 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.92 -0.42 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 61.99 -0.16 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.32 1.07 HOLD
NVS Pharmaceuticals - NEC SHORT 90.28 0.08 HOLD
O Commercial REITs - NEC SHORT 43.15 0.51 HOLD
PIR Home Furnishings Retailers - NEC LONG 18.14 1.23 HOLD
SAFM Animal Slaughtering & Processing LONG 87.01 2.20 HOLD
SHPG Pharmaceuticals - NEC SHORT 173.92 1.87 HOLD
SLV Investment Trusts SHORT 18.36 -1.61 HOLD
SNN Medical Devices & Implants SHORT 80.34 0.46 HOLD
SNX Computer Peripherals LONG 66.00 3.17 HOLD
STM Semiconductors - NEC SHORT 9.78 4.26 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 15.37 0.00 HOLD
THRX Biopharmaceuticals SHORT 28.72 2.57 HOLD
V Business Support Services - NEC SHORT 214.50 1.15 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 71.17 0.06 HOLD
WGO Recreational Products - NEC LONG 24.52 1.45 HOLD
WNC Heavy Trucks LONG 14.03 -0.14 HOLD
YHOO Search Engines SHORT 35.12 0.29 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.75
SHORTS 0.24
TOTAL 0.51
S&P 500 0.61
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 346.65 38.34 -30.44 1.53 1.93
S&P 500 54.70 5.75 -18.61 2.51 0.77

at 16:31 0 comments

27-May-2014 Daily positions

Pre Opening Longs: ACAT, ANN, APEI, CORE, CPK, DENN, GPI, GPRE, KOP, LAD,
MTRX, NR, OUTR, PIR, SAFM, SNX, SWHC, WGO, WNC
Pre Opening Shorts: AUY, CCL, DEI, GG, GGP, HTS, KONG, KRNY, MT, MWE, NVS,
O, SHPG, SLV, SNN, STM, THRX, V, WES, YHOO
at 06:09 0 comments
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