Friday, June 6, 2014

06-Jun-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABT Pharmaceuticals - NEC SHORT 40.05 -0.25 HOLD
ACAT Auto & Truck Manufacturers - NEC LONG 37.56 6.61 HOLD
APEI General Education Services LONG 34.59 -0.32 HOLD
AUY Integrated Mining SHORT 7.44 0.40 HOLD
AZN Biopharmaceuticals SHORT 72.86 0.86 HOLD
CORE Supermarkets & Convenience Stores LONG 88.87 3.41 HOLD
CPK Natural Gas Distribution LONG 68.73 1.28 HOLD
OUTR Consumer Goods Rental LONG 70.37 0.09 HOLD
DEI Commercial REITs - NEC SHORT 28.79 -1.71 HOLD
DENN Restaurants & Bars - NEC LONG 6.55 0.00 HOLD
GG Gold - NEC SHORT 23.00 -1.20 HOLD
GGP Retail REITs SHORT 24.18 -0.49 HOLD
GPI New Car Dealers LONG 81.81 0.38 HOLD
GPRE Industrial Gas LONG 30.08 -0.27 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 8.91 -2.09 HOLD
KOP Commodity Chemicals - NEC LONG 37.54 0.78 HOLD
KRNY Commercial Banks SHORT 14.83 1.71 HOLD
LAD New Car Dealers LONG 79.68 -0.15 HOLD
MT Steel - NEC SHORT 15.36 0.99 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 33.01 2.61 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 64.79 2.37 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.99 2.57 HOLD
NVS Pharmaceuticals - NEC SHORT 89.01 0.34 HOLD
O Commercial REITs - NEC SHORT 44.07 -0.09 COVER
GEOS Oil Related Services and Equipment - NEC LONG 54.54 4.86 HOLD
PIR Home Furnishings Retailers - NEC LONG 17.53 1.51 HOLD
RMBS Memory Chips (RAM) SHORT 12.18 2.96 SHORT
SAFM Animal Slaughtering & Processing LONG 96.51 -0.81 HOLD
SHPG Pharmaceuticals - NEC SHORT 179.90 0.84 HOLD
SLV Investment Trusts SHORT 18.27 0.05 HOLD
SNN Medical Devices & Implants SHORT 91.25 -0.49 HOLD
SNX Computer Peripherals LONG 66.26 1.02 HOLD
STM Semiconductors - NEC SHORT 9.64 -0.31 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 16.68 0.48 SELL
THRX Biopharmaceuticals SHORT 24.79 -0.40 HOLD
UFPI Logging & Sawmills LONG 50.46 2.48 BUY
V Business Support Services - NEC SHORT 213.00 0.37 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 74.41 1.93 HOLD
WGO Recreational Products - NEC LONG 24.50 -1.37 HOLD
WNC Heavy Trucks LONG 14.22 1.79 HOLD
YHOO Search Engines SHORT 35.92 2.80 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.29
SHORTS 0.28
TOTAL 1.01
S&P 500 0.48
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 355.45 38.34 -30.43 1.54 1.94
S&P 500 57.81 5.50 -18.61 2.72 0.80

at 16:31 0 comments

06-Jun-2014 Daily positions

Pre Opening Longs: ACAT, APEI, CORE, CPK, DENN, GEOS, GPI, GPRE, KOP, LAD,
MTRX, NR, OUTR, PIR, SAFM, SNX, SWHC, WGO, WNC
Pre Opening Shorts: ABT, AUY, AZN, DEI, GG, GGP, KONG, KRNY, MT, MWE, NVS,
O, SHPG, SLV, SNN, STM, THRX, V, WES, YHOO
at 06:11 0 comments

Thursday, June 5, 2014

05-Jun-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABT Pharmaceuticals - NEC SHORT 40.15 1.01 HOLD
ACAT Auto & Truck Manufacturers - NEC LONG 35.23 1.24 HOLD
APEI General Education Services LONG 34.70 0.64 HOLD
AUY Integrated Mining SHORT 7.41 0.82 HOLD
AZN Biopharmaceuticals SHORT 72.24 -0.56 HOLD
CORE Supermarkets & Convenience Stores LONG 85.94 2.52 HOLD
CPK Natural Gas Distribution LONG 67.86 2.49 HOLD
OUTR Consumer Goods Rental LONG 70.31 0.54 HOLD
DEI Commercial REITs - NEC SHORT 29.29 2.23 HOLD
DENN Restaurants & Bars - NEC LONG 6.55 1.08 HOLD
GG Gold - NEC SHORT 23.28 1.31 HOLD
GGP Retail REITs SHORT 24.30 1.76 HOLD
GPI New Car Dealers LONG 81.50 -0.46 HOLD
GPRE Industrial Gas LONG 30.16 1.65 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 9.10 -1.62 HOLD
KOP Commodity Chemicals - NEC LONG 37.25 3.19 HOLD
KRNY Commercial Banks SHORT 14.58 3.33 HOLD
LAD New Car Dealers LONG 79.80 0.30 HOLD
MT Steel - NEC SHORT 15.21 1.33 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.17 2.13 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 63.29 0.60 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.69 5.51 HOLD
NVS Pharmaceuticals - NEC SHORT 88.71 0.31 HOLD
O Commercial REITs - NEC SHORT 44.11 2.34 HOLD
GEOS Oil Related Services and Equipment - NEC LONG 52.01 2.54 HOLD
PIR Home Furnishings Retailers - NEC LONG 17.27 0.00 HOLD
SAFM Animal Slaughtering & Processing LONG 97.30 1.36 HOLD
SHPG Pharmaceuticals - NEC SHORT 178.41 0.69 HOLD
SLV Investment Trusts SHORT 18.26 1.11 HOLD
SNN Medical Devices & Implants SHORT 91.70 -5.73 HOLD
SNX Computer Peripherals LONG 65.59 2.17 HOLD
STM Semiconductors - NEC SHORT 9.67 0.73 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 16.60 1.34 HOLD
THRX Biopharmaceuticals SHORT 24.89 2.98 HOLD
V Business Support Services - NEC SHORT 212.22 0.37 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 73.00 0.27 HOLD
WGO Recreational Products - NEC LONG 24.84 1.76 HOLD
WNC Heavy Trucks LONG 13.97 3.10 HOLD
YHOO Search Engines SHORT 34.94 0.60 HOLD
TODAY SUMMARY GAINS(%)
LONGS 1.74
SHORTS 0.69
TOTAL 1.05
S&P 500 0.65
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 350.91 38.41 -30.43 1.52 1.92
S&P 500 57.07 5.57 -18.61 2.66 0.80

at 16:31 0 comments

05-Jun-2014 Daily positions

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

Wednesday, June 4, 2014

04-Jun-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ABT Pharmaceuticals - NEC SHORT 39.75 -0.18 SHORT
ACAT Auto & Truck Manufacturers - NEC LONG 34.80 1.07 HOLD
ANN Women's Apparel Retailers LONG 38.87 2.69 SELL
APEI General Education Services LONG 34.48 1.08 HOLD
AUY Integrated Mining SHORT 7.35 -1.34 HOLD
AZN Biopharmaceuticals SHORT 72.65 -0.15 SHORT
CCL Hotels, Motels & Cruise Lines - NEC SHORT 40.09 -0.17 COVER
CORE Supermarkets & Convenience Stores LONG 83.83 0.94 HOLD
CPK Natural Gas Distribution LONG 66.21 1.11 HOLD
OUTR Consumer Goods Rental LONG 69.93 0.55 HOLD
DEI Commercial REITs - NEC SHORT 28.65 0.28 HOLD
DENN Restaurants & Bars - NEC LONG 6.48 0.31 HOLD
GG Gold - NEC SHORT 22.98 0.70 HOLD
GGP Retail REITs SHORT 23.88 0.21 HOLD
GPI New Car Dealers LONG 81.88 0.59 HOLD
GPRE Industrial Gas LONG 29.67 0.14 HOLD
HTS Mortgage REITs SHORT 20.13 0.00 COVER
KONG Wireless Telecommunications Services - NEC SHORT 9.25 1.31 HOLD
KOP Commodity Chemicals - NEC LONG 36.10 -0.11 HOLD
KRNY Commercial Banks SHORT 14.11 0.07 HOLD
LAD New Car Dealers LONG 79.56 0.90 HOLD
MT Steel - NEC SHORT 15.01 -0.46 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 31.50 -1.32 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 62.91 0.42 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.08 -0.54 HOLD
NVS Pharmaceuticals - NEC SHORT 88.44 -0.50 HOLD
O Commercial REITs - NEC SHORT 43.10 -0.42 HOLD
GEOS Oil Related Services and Equipment - NEC LONG 50.72 -3.19 BUY
PIR Home Furnishings Retailers - NEC LONG 17.27 0.88 HOLD
SAFM Animal Slaughtering & Processing LONG 95.99 2.52 HOLD
SHPG Pharmaceuticals - NEC SHORT 177.18 0.90 HOLD
SLV Investment Trusts SHORT 18.06 -0.22 HOLD
SNN Medical Devices & Implants SHORT 97.27 12.10 HOLD
SNX Computer Peripherals LONG 64.20 -1.17 HOLD
STM Semiconductors - NEC SHORT 9.60 -0.93 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 16.38 -0.79 HOLD
THRX Biopharmaceuticals SHORT 24.17 4.63 HOLD
V Business Support Services - NEC SHORT 211.43 0.05 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 72.80 0.39 HOLD
WGO Recreational Products - NEC LONG 24.41 -0.45 HOLD
WNC Heavy Trucks LONG 13.55 -0.73 HOLD
YHOO Search Engines SHORT 34.73 0.23 HOLD
TODAY SUMMARY GAINS(%)
LONGS 0.40
SHORTS 0.86
TOTAL -0.46
S&P 500 0.20
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 346.24 38.52 -30.44 1.51 1.91
S&P 500 56.05 5.67 -18.61 2.58 0.79

at 16:30 0 comments

04-Jun-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, June 3, 2014

03-Jun-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 34.43 1.21 HOLD
ANN Women's Apparel Retailers LONG 37.85 -0.39 HOLD
APEI General Education Services LONG 34.11 -1.70 HOLD
AUY Integrated Mining SHORT 7.45 -0.27 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 40.16 0.35 HOLD
CORE Supermarkets & Convenience Stores LONG 83.05 0.41 HOLD
CPK Natural Gas Distribution LONG 65.48 0.74 HOLD
OUTR Consumer Goods Rental LONG 69.55 2.29 HOLD
DEI Commercial REITs - NEC SHORT 28.57 -0.28 HOLD
DENN Restaurants & Bars - NEC LONG 6.46 -1.22 HOLD
GG Gold - NEC SHORT 22.82 -0.35 HOLD
GGP Retail REITs SHORT 23.83 -0.63 HOLD
GPI New Car Dealers LONG 81.40 0.80 HOLD
GPRE Industrial Gas LONG 29.63 0.99 HOLD
HTS Mortgage REITs SHORT 20.13 -0.69 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 9.13 -1.93 HOLD
KOP Commodity Chemicals - NEC LONG 36.14 -0.06 HOLD
KRNY Commercial Banks SHORT 14.10 0.00 HOLD
LAD New Car Dealers LONG 78.85 1.44 HOLD
MT Steel - NEC SHORT 15.08 -0.46 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 31.92 -1.12 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 62.65 0.61 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.14 0.63 HOLD
NVS Pharmaceuticals - NEC SHORT 88.88 0.00 HOLD
O Commercial REITs - NEC SHORT 43.28 -0.48 HOLD
PIR Home Furnishings Retailers - NEC LONG 17.12 -1.89 HOLD
SAFM Animal Slaughtering & Processing LONG 93.63 -2.11 HOLD
SHPG Pharmaceuticals - NEC SHORT 175.60 0.05 HOLD
SLV Investment Trusts SHORT 18.10 0.47 HOLD
SNN Medical Devices & Implants SHORT 86.77 0.20 HOLD
SNX Computer Peripherals LONG 64.96 -0.69 HOLD
STM Semiconductors - NEC SHORT 9.69 0.21 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 16.51 1.29 HOLD
THRX Biopharmaceuticals SHORT 23.10 -19.37 HOLD
V Business Support Services - NEC SHORT 211.32 -1.03 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 72.52 -0.03 HOLD
WGO Recreational Products - NEC LONG 24.52 -0.20 HOLD
WNC Heavy Trucks LONG 13.65 -0.87 HOLD
YHOO Search Engines SHORT 34.65 -0.63 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.02
SHORTS -1.21
TOTAL 1.19
S&P 500 -0.05
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 348.30 38.43 -30.44 1.52 1.92
S&P 500 55.73 5.70 -18.61 2.56 0.78

at 16:31 0 comments

03-Jun-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 06:10 0 comments

Monday, June 2, 2014

02-Jun-2014 Daily performance

SYMBOL INDUSTRY POSITION PRICE DAY CHANGE(%) ACTIONS
ACAT Auto & Truck Manufacturers - NEC LONG 34.02 -8.79 HOLD
ANN Women's Apparel Retailers LONG 38.00 -2.24 HOLD
APEI General Education Services LONG 34.70 -1.81 HOLD
AUY Integrated Mining SHORT 7.47 1.49 HOLD
CCL Hotels, Motels & Cruise Lines - NEC SHORT 40.02 -0.02 HOLD
CORE Supermarkets & Convenience Stores LONG 82.71 0.04 HOLD
CPK Natural Gas Distribution LONG 65.00 -0.63 HOLD
OUTR Consumer Goods Rental LONG 67.99 -3.87 HOLD
DEI Commercial REITs - NEC SHORT 28.65 0.92 HOLD
DENN Restaurants & Bars - NEC LONG 6.54 0.62 HOLD
GG Gold - NEC SHORT 22.90 -2.01 HOLD
GGP Retail REITs SHORT 23.98 0.63 HOLD
GPI New Car Dealers LONG 80.75 0.31 HOLD
GPRE Industrial Gas LONG 29.34 0.41 HOLD
HTS Mortgage REITs SHORT 20.27 -0.10 HOLD
KONG Wireless Telecommunications Services - NEC SHORT 9.31 -1.27 HOLD
KOP Commodity Chemicals - NEC LONG 36.16 -0.50 HOLD
KRNY Commercial Banks SHORT 14.10 -0.84 HOLD
LAD New Car Dealers LONG 77.73 -0.89 HOLD
MT Steel - NEC SHORT 15.15 0.00 HOLD
MTRX Oil Related Services and Equipment - NEC LONG 32.28 -1.13 HOLD
MWE Oil & Gas Refining and Marketing - NEC SHORT 62.27 0.52 HOLD
NR Oil Related Services and Equipment - NEC LONG 11.07 -1.69 HOLD
NVS Pharmaceuticals - NEC SHORT 88.88 -1.31 HOLD
O Commercial REITs - NEC SHORT 43.49 0.44 HOLD
PIR Home Furnishings Retailers - NEC LONG 17.45 -0.91 HOLD
SAFM Animal Slaughtering & Processing LONG 95.65 3.39 HOLD
SHPG Pharmaceuticals - NEC SHORT 175.52 1.23 HOLD
SLV Investment Trusts SHORT 18.02 -0.30 HOLD
SNN Medical Devices & Implants SHORT 86.60 -1.33 HOLD
SNX Computer Peripherals LONG 65.41 -1.06 HOLD
STM Semiconductors - NEC SHORT 9.67 -2.91 HOLD
SWHC Industrial Machinery & Equipment - NEC LONG 16.30 2.64 HOLD
THRX Biopharmaceuticals SHORT 28.65 0.00 HOLD
V Business Support Services - NEC SHORT 213.52 -0.61 HOLD
WES Oil & Gas Refining and Marketing - NEC SHORT 72.54 0.76 HOLD
WGO Recreational Products - NEC LONG 24.57 -0.77 HOLD
WNC Heavy Trucks LONG 13.77 0.58 HOLD
YHOO Search Engines SHORT 34.87 0.63 HOLD
TODAY SUMMARY GAINS(%)
LONGS -0.86
SHORTS -0.20
TOTAL -0.65
S&P 500 0.11
Since 10-Mar-2011 GAINS(%) STD MAX. FALL SHARPE RATIO CALMAR RATIO
Portfolio 343.02 38.58 -30.44 1.50 1.90
S&P 500 55.81 5.67 -18.61 2.57 0.78

at 16:41 0 comments

02-Jun-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
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