16-Jul-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	25.38	-0.78	HOLD
AHS		LONG	15.41	-0.45	HOLD
BAC	SandLs/Savings Banks	SHORT	13.92	0.29	HOLD
BHP		SHORT	62.60	2.83	HOLD
BLT		LONG	12.41	-0.88	HOLD
BLX		SHORT	25.00	-1.19	HOLD
BPOP	Regional Banks	SHORT	32.05	-0.43	HOLD
C		SHORT	51.83	0.04	HOLD
CEF		SHORT	14.28	-0.21	HOLD
CIT		SHORT	48.44	-1.10	HOLD
DENN	Restaurants	LONG	5.99	1.18	HOLD
DEST		LONG	29.38	-0.14	HOLD
ESI		LONG	27.70	0.95	HOLD
FRED		LONG	16.75	-1.12	HOLD
GLP		LONG	40.41	0.52	HOLD
GPI	Retail (Specialty)	LONG	68.14	-0.61	HOLD
HBC		SHORT	55.11	-0.27	HOLD
ICFI		LONG	32.75	-0.43	HOLD
INWK		LONG	10.84	-0.73	HOLD
ISBC		SHORT	22.15	-0.27	HOLD
KMR		SHORT	85.10	-1.31	HOLD
KNL	Furniture and Fixtures	LONG	15.50	-0.77	HOLD
KOP		LONG	36.49	-7.92	HOLD
KRNY		SHORT	10.58	0.95	HOLD
LINE		SHORT	25.01	-0.75	HOLD
MT		SHORT	12.29	1.74	HOLD
NP		LONG	36.97	0.35	HOLD
NSH		SHORT	27.29	0.26	HOLD
NSIT		LONG	20.19	0.00	HOLD
NVS		SHORT	73.47	-0.33	HOLD
O		SHORT	45.21	0.04	HOLD
ONB		SHORT	14.44	-1.57	HOLD
OZM		SHORT	10.88	-1.89	HOLD
PBR	Oil and Gas - Integrated	SHORT	13.42	0.22	HOLD
PBY		LONG	12.07	-1.95	HOLD
RJET		LONG	12.12	1.42	HOLD
SAFM		LONG	70.00	-2.18	HOLD
SLV	Misc. Financial Services	SHORT	19.35	0.36	HOLD
STRA		LONG	50.94	-0.68	HOLD
TECD		LONG	48.89	-0.73	HOLD
TFSL		SHORT	11.73	-1.18	HOLD
TKC	Communications Services	SHORT	14.92	-0.53	HOLD
USB	Regional Banks	SHORT	37.27	-0.61	HOLD
USNA		LONG	78.84	-0.11	HOLD
VALE		SHORT	13.94	2.88	HOLD
VLY		SHORT	9.56	-2.05	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.72
SHORTS				-0.16
TOTAL				-0.55
S&P 500				-0.38
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-13.58	10.10	-39.45	-0.59	-0.15
S&P 500	32.04	5.11	-18.61	2.43	0.67