24-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	23.85	-1.04	HOLD
AHS		LONG	14.06	-2.36	HOLD
BAC	SandLs/Savings Banks	SHORT	12.30	-3.07	HOLD
BHP		SHORT	57.38	-2.61	HOLD
BLT		LONG	12.25	-2.23	HOLD
BLX		SHORT	21.92	-1.66	HOLD
BPOP	Regional Banks	SHORT	28.97	-0.31	HOLD
C		SHORT	45.44	-3.05	HOLD
CEF		SHORT	13.89	-1.84	HOLD
CIT		SHORT	44.31	-4.01	HOLD
DENN	Restaurants	LONG	5.35	-0.74	HOLD
DEST		LONG	24.90	-1.19	HOLD
ESI		LONG	22.86	-2.89	HOLD
FRED		LONG	15.24	-0.26	HOLD
GLP		LONG	37.55	-0.92	HOLD
GPI	Retail (Specialty)	LONG	60.90	-1.44	HOLD
HBC		SHORT	50.68	-1.36	HOLD
ICFI		LONG	30.84	-0.80	HOLD
INWK		LONG	11.27	-2.25	HOLD
ISBC		SHORT	20.28	-0.98	HOLD
KMR		SHORT	77.90	-0.71	HOLD
KNL	Furniture and Fixtures	LONG	14.18	0.21	HOLD
KOP		LONG	37.67	-4.03	HOLD
KRNY		SHORT	10.03	-1.08	HOLD
LINE		SHORT	33.51	-0.53	HOLD
MT		SHORT	11.17	-3.12	HOLD
NSH		SHORT	24.34	-0.33	HOLD
NSIT		LONG	17.09	-2.68	HOLD
NVS		SHORT	68.42	-1.70	HOLD
O		SHORT	40.79	-0.10	HOLD
ONB		SHORT	13.39	-0.52	HOLD
OZM		SHORT	10.00	-1.67	HOLD
PBR	Oil and Gas - Integrated	SHORT	13.32	-3.48	HOLD
PBY		LONG	11.15	-1.33	HOLD
RJET		LONG	11.15	-2.28	HOLD
SAFM		LONG	64.83	0.29	HOLD
SLV	Misc. Financial Services	SHORT	18.96	-2.21	HOLD
SPTN		LONG	18.29	-1.67	HOLD
STRA		LONG	48.75	-1.26	HOLD
TECD		LONG	46.09	-1.87	HOLD
TFSL		SHORT	10.69	-1.29	HOLD
TKC	Communications Services	SHORT	13.70	-3.32	HOLD
USB	Regional Banks	SHORT	35.39	-0.51	HOLD
USNA		LONG	71.22	-0.92	HOLD
VALE		SHORT	12.94	-5.20	HOLD
VLY		SHORT	9.18	1.44	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.51
SHORTS				-1.73
TOTAL				0.22
S&P 500				-1.26
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-15.36	9.75	-39.64	-0.71	-0.18
S&P 500	23.81	5.73	-18.61	1.69	0.52