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|
2006
DATE |
POSITION |
SYMBOL |
OPEN |
CLOSE |
NEXT |
1ST DAY % |
2ND DAY% |
1/4/2006 |
LONG |
GBX |
29.32 |
30.42 |
30.47 |
3.75% |
3.92% |
1/4/2006 |
SHORT |
STTX |
26.06 |
25.15 |
25.24 |
3.49% |
3.15% |
1/5/2006 |
LONG |
MHP |
52.48 |
51.58 |
52.45 |
-1.71% |
-0.06% |
1/5/2006 |
SHORT |
WMT |
46 |
45.69 |
45.88 |
0.67% |
0.26% |
1/5/2006 |
SHORT |
ZLC |
24.85 |
25.84 |
24.98 |
-3.98% |
-0.52% |
1/5/2006 |
SHORT |
MIK |
33.59 |
33.54 |
32.88 |
0.15% |
2.11% |
1/6/2006 |
LONG |
TFX |
67.5 |
67.47 |
65.53 |
-0.04% |
-2.92% |
1/6/2006 |
LONG |
BBY |
46.97 |
47.05 |
47.8 |
0.17% |
1.77% |
1/9/2006 |
LONG |
CEDC |
40.47 |
41.68 |
40.86 |
2.99% |
0.96% |
1/9/2006 |
SHORT |
TRI |
41.4 |
41.7 |
40.65 |
-0.72% |
1.81% |
1/10/2006 |
SHORT |
BELM |
6.95 |
6.67 |
6.61 |
4.03% |
4.89% |
1/10/2006 |
SHORT |
BNK |
29.26 |
29.02 |
29.19 |
0.82% |
0.24% |
1/10/2006 |
SHORT |
PD |
139.68 |
146.22 |
143.65 |
-4.68% |
-2.84% |
1/11/2006 |
SHORT |
DD |
41.18 |
41.14 |
40.24 |
0.10% |
2.28% |
1/11/2006 |
SHORT |
CPWR |
8.49 |
8.25 |
7.95 |
2.83% |
6.36% |
1/17/2006 |
LONG |
MCD |
34.72 |
34.59 |
34.99 |
-0.37% |
0.78% |
1/19/2006 |
SHORT |
BGG |
37.3 |
34.83 |
34.07 |
6.62% |
8.66% |
1/19/2006 |
SHORT |
HD |
41.3 |
41.28 |
40.17 |
0.05% |
2.74% |
1/20/2006 |
LONG |
RML |
13.61 |
14.48 |
14.61 |
6.39% |
7.35% |
1/20/2006 |
LONG |
KEY |
34.3 |
34.17 |
34.94 |
-0.38% |
1.87% |
1/20/2006 |
SHORT |
ACMR |
13.01 |
13.1 |
14.1 |
-0.69% |
-8.38% |
1/20/2006 |
SHORT |
FARO |
16.46 |
15.4 |
15 |
6.44% |
8.87% |
1/24/2006 |
LONG |
UTX |
55.55 |
56.24 |
56.78 |
1.24% |
2.21% |
1/24/2006 |
LONG |
EAT |
39.25 |
40.13 |
40.75 |
2.24% |
3.82% |
1/24/2006 |
SHORT |
DD |
39.14 |
38.9 |
38.85 |
0.61% |
0.74% |
1/26/2006 |
LONG |
AHM |
30 |
29.48 |
28.59 |
-1.73% |
-4.70% |
1/26/2006 |
SHORT |
FD |
66.8 |
68.37 |
67.75 |
-2.35% |
-1.42% |
1/27/2006 |
SHORT |
AFCO |
22.26 |
22.34 |
22.16 |
-0.36% |
0.45% |
1/31/2006 |
LONG |
HAE |
47.4 |
52 |
50.62 |
9.70% |
6.79% |
1/31/2006 |
LONG |
SEPR |
54.04 |
56.91 |
58.66 |
5.31% |
8.55% |
1/31/2006 |
LONG |
LCUT |
21.76 |
21.79 |
22.96 |
0.14% |
5.51% |
1/31/2006 |
SHORT |
ASD |
35.01 |
36 |
37 |
-2.83% |
-5.68% |
2/1/2006 |
SHORT |
LTON |
7.81 |
7.09 |
7.18 |
9.22% |
8.07% |
2/1/2006 |
SHORT |
APOG |
17.4 |
17.72 |
17.31 |
-1.84% |
0.52% |
2/2/2006 |
LONG |
GPS |
18.9 |
18.55 |
18.63 |
-1.85% |
-1.43% |
2/2/2006 |
LONG |
JOSB |
42.56 |
43.87 |
44 |
3.08% |
3.38% |
2/2/2006 |
SHORT |
HOT |
60 |
59.6 |
59.76 |
0.67% |
0.40% |
2/2/2006 |
SHORT |
MIK |
33.83 |
33.39 |
32.95 |
1.30% |
2.60% |
2/7/2006 |
LONG |
EMR |
81.96 |
78.54 |
79.57 |
-4.17% |
-2.92% |
2/8/2006 |
LONG |
LAD |
29.94 |
29.66 |
30.63 |
-0.94% |
2.30% |
2/8/2006 |
LONG |
STMP |
28.5 |
30.99 |
30.3 |
8.74% |
6.32% |
2/8/2006 |
LONG |
MPS |
14.2 |
12.72 |
13.04 |
-10.42% |
-8.17% |
2/8/2006 |
SHORT |
SNWL |
7.8 |
7.53 |
7.29 |
3.46% |
6.54% |
2/9/2006 |
LONG |
CTSH |
54.26 |
55.05 |
55.25 |
1.46% |
1.82% |
2/9/2006 |
SHORT |
KSWS |
29.72 |
28.83 |
28.93 |
2.99% |
2.66% |
2/10/2006 |
LONG |
SCG |
40.73 |
40.25 |
40.79 |
-1.18% |
0.15% |
2/10/2006 |
SHORT |
ECL |
34.8 |
34.6 |
33.85 |
0.57% |
2.73% |
2/13/2006 |
LONG |
KIM |
34.75 |
34.8 |
35.2 |
0.14% |
1.29% |
2/13/2006 |
SHORT |
SVM |
12.7 |
12.62 |
12.19 |
0.63% |
4.02% |
2/14/2006 |
SHORT |
MAC |
68.83 |
68.99 |
69.33 |
-0.23% |
-0.73% |
2/14/2006 |
SHORT |
JAKK |
22.64 |
22.63 |
24.91 |
0.04% |
-10.03% |
2/14/2006 |
SHORT |
SCHS |
35.15 |
34.75 |
35.35 |
1.14% |
-0.57% |
2/15/2006 |
LONG |
OKE |
30 |
30.16 |
29.98 |
0.53% |
-0.07% |
2/15/2006 |
LONG |
SSYS |
26.42 |
23.85 |
25.78 |
-9.73% |
-2.42% |
2/15/2006 |
LONG |
NBP |
47.5 |
49.15 |
48.89 |
3.47% |
2.93% |
2/15/2006 |
LONG |
CEN |
25 |
24.9 |
25.35 |
-0.40% |
1.40% |
2/22/2006 |
LONG |
JBX |
41.25 |
42.7 |
41.2 |
3.52% |
-0.12% |
2/22/2006 |
LONG |
EFD |
23.2 |
26.29 |
26.36 |
13.32% |
13.62% |
2/23/2006 |
SHORT |
KOSP |
44.35 |
41.39 |
42.29 |
6.70% |
4.60% |
2/23/2006 |
SHORT |
EE |
20.6 |
20.78 |
20.79 |
-0.90% |
-0.90% |
2/23/2006 |
SHORT |
MATR |
43.6 |
44.53 |
43.9 |
-2.10% |
-0.70% |
2/27/2006 |
LONG |
HRL |
35.25 |
34 |
34.43 |
-3.50% |
-2.30% |
2/28/2006 |
SHORT |
HNZ |
36.6 |
37.87 |
37.64 |
-3.50% |
-2.80% |
2/28/2006 |
SHORT |
APOL |
50.62 |
49.38 |
48.88 |
2.40% |
3.40% |
2/28/2006 |
SHORT |
CTCO |
33 |
32.28 |
31.95 |
2.20% |
3.20% |
3/1/2006 |
LONG |
AEOS |
27.27 |
28.91 |
28.55 |
6.00% |
4.70% |
3/1/2006 |
LONG |
DRQ |
53.1 |
55.81 |
58.8 |
5.10% |
10.70% |
3/1/2006 |
LONG |
JOYG |
53.61 |
58.98 |
58.12 |
10.00% |
8.40% |
3/2/2006 |
SHORT |
NWY |
15.5 |
14 |
13.92 |
9.70% |
10.20% |
3/7/2006 |
LONG |
SRZ |
35.90 |
35.75 |
36.68 |
-0.42% |
2.17% |
3/7/2006 |
LONG |
FCS |
17.80 |
17.40 |
17.38 |
-2.25% |
-2.36% |
3/8/2006 |
LONG |
ASVI |
30.91 |
30.28 |
29.75 |
-2.04% |
-3.75% |
3/9/2006 |
LONG |
IM |
19.25 |
19.61 |
19.71 |
1.87% |
2.39% |
3/9/2006 |
LONG |
CLE |
31.75 |
33.03 |
34.56 |
4.03% |
8.85% |
3/10/2006 |
LONG |
LFUS |
30.03 |
31.90 |
33.31 |
6.23% |
10.92% |
3/10/2006 |
LONG |
ANN |
37.00 |
37.48 |
36.25 |
1.30% |
-2.03% |
3/14/2006 |
LONG |
SUG |
24.35 |
23.99 |
24.0 |
-1.48% |
-1.44% |
3/15/2006 |
SHORT |
CVA |
16.05 |
16.93 |
16.93 |
-5.48% |
-5.48% |
3/21/2006 |
SHORT |
BMET |
35.33 |
35.15 |
35.10 |
0.51% |
0.65% |
3/23/2006 |
LONG |
GSIG |
12.45 |
11.12 |
11.06 |
-10.68% |
-11.16% |
3/31/2006 |
LONG |
DEIX |
17.02 |
16.75 |
16.17 |
-1.59% |
-4.99% |
4/5/2006 |
SHORT |
SIMO |
12.79 |
14.38 |
14.84 |
-12.43% |
-16.03% |
4/7/2006 |
SHORT |
HORC |
19.65 |
20.82 |
20.91 |
-5.95% |
-6.41% |
4/7/2006 |
LONG |
ILMN |
24.03 |
25.95 |
25.8 |
7.99% |
7.37% |
4/11/2006 |
LONG |
ROH |
50.95 |
49.55 |
50.63 |
-2.75% |
-0.63% |
4/11/2006 |
SHORT |
GIVN |
21.75 |
22.49 |
22.69 |
-3.40% |
-4.32% |
4/11/2006 |
SHORT |
PEC |
16.00 |
17.81 |
18.77 |
-11.31% |
-17.31% |
4/12/2006 |
LONG |
AMB |
51.00 |
50.75 |
49.69 |
-0.49% |
-2.57% |
4/12/2006 |
LONG |
CRDN |
51.17 |
51.88 |
54.62 |
1.39% |
6.74% |
4/12/2006 |
LONG |
CC |
25.25 |
26.65 |
26.65 |
5.54% |
8.55% |
4/20/2006 |
LONG |
MRK |
34.62 |
35.0 |
34.74 |
1.10% |
0.35% |
4/20/2006 |
LONG |
BHE |
27.9 |
27.52 |
28.30 |
-1.36% |
1.43% |
4/20/2006 |
LONG |
EMC |
13.60 |
13.87 |
13.66 |
1.99% |
0.44% |
4/20/2006 |
LONG |
IGT |
36.60 |
38.14 |
36.93 |
4.21% |
0.9% |
4/25/2006 |
LONG |
MIL |
76.0 |
75.25 |
73.17 |
-0.99% |
-3.72% |
4/25/2006 |
LONG |
SFG |
48.75 |
48.7 |
48.30 |
-0.10% |
-0.92% |
4/25/2006 |
LONG |
AIT |
46.0 |
45.33 |
43.0 |
-1.46% |
-6.52% |
4/25/2006 |
LONG |
PTV |
24.85 |
24.33 |
24.56 |
-2.09% |
-1.17% |
4/26/06 |
LONG |
EC |
38.78 |
38.5 |
38.43 |
-0.72% |
-0.90% |
4/26/06 |
LONG |
WLP |
71.50 |
70.44 |
67.50 |
-1.48% |
-5.59% |
4/26/06 |
LONG |
WBSN |
25.64 |
25.72 |
25.11 |
0.31% |
-2.07% |
4/27/06 |
LONG |
BDC |
27.75 |
28.96 |
31.25 |
4.36% |
12.61% |
4/28/2006 |
LONG |
ITT |
56.90 |
56.28 |
55.81 |
-1.09% |
-1.92% |
4/28/2006 |
LONG |
MGLN |
39.37 |
40.65 |
40.62 |
3.25% |
3.18% |
4/28/2006 |
LONG |
ABAX |
24.6 |
26.12 |
24.17 |
6.18% |
-1.75% |
4/28/2006 |
LONG |
LPNT |
34.39 |
31.7 |
31.93 |
-7.82% |
-7.15% |
5/02/06 |
LONG |
FPL |
39.6 |
39.87 |
39.38 |
0.68% |
-0.56% |
5/03/2006 |
LONG |
GES |
43.5 |
44.62 |
46.70 |
2.57% |
7.36% |
5/09/2006 |
LONG |
BBBB |
27.64 |
32.42 |
32.98 |
17.29% |
19.32% |
5/12/2006 |
LONG |
ADI |
35.48 |
36.03 |
36.24 |
1.55% |
2.14% |
5/17/2006 |
LONG |
HPQ |
32.0 |
32.16 |
32.48 |
0.50% |
1.50% |
5/17/2006 |
LONG |
TOO |
40.20 |
38.08 |
37.87 |
-5.27% |
-5.80% |
5/18/2006 |
LONG |
SSI |
32.62 |
31.63 |
31.47 |
-3.03% |
-3.03% |
5/19/2006 |
LONG |
JWN |
36.00 |
35.28 |
34.59 |
-2.00% |
-3.92% |
5/19/2006 |
LONG |
SUPX |
40.20 |
39.91 |
39.74 |
-0.72% |
-1.14% |
5/23/2006 |
LONG |
CBRL |
37.99 |
37.45 |
37.29 |
-1.42% |
-1.84% |
5/24/2006 |
LONG |
FRED |
14.58 |
14.60 |
14.94 |
0.14% |
2.47% |
5/24/2006 |
LONG |
ANST |
20.0 |
20.57 |
20.39 |
2.85% |
1.95% |
5/24/2006 |
LONG |
PSS |
23.0 |
24.65 |
26.31 |
7.17% |
14.39% |
5/25/2006 |
LONG |
JLG |
24.0 |
22.97 |
22.85 |
-4.29% |
-4.79% |
6/6/2006 |
LONG |
HPQ |
31.70 |
30.90 |
30.93 |
-2.52% |
-2.43% |
6/13/2006 |
LONG |
BBY |
50.75 |
51.69 |
51.40 |
1.85% |
1.28% |
6/21/2006 |
LONG |
FDX |
110.45 |
113.86 |
113.40 |
3.09% |
2.67% |
6/21/2006 |
LONG |
DRI |
36.75 |
37.3 |
37.51 |
1.50% |
2.07% |
7/06/2006 |
LONG |
TJX |
23.30 |
23.40 |
23.66 |
0.43% |
1.55% |
7/12/2006 |
LONG |
RI |
24.85 |
23.19 |
22.18 |
-6.68% |
-10.74% |
7/12/2006 |
SHORT |
RMK |
32.90 |
32.97 |
32.79 |
-0.21% |
| | | |
