23-Jul-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	26.17	-0.08	HOLD
AHS		LONG	14.94	-2.80	HOLD
BAC	SandLs/Savings Banks	SHORT	14.94	0.13	HOLD
BHP		SHORT	64.85	1.33	HOLD
BLT		LONG	13.04	0.15	HOLD
BLX		SHORT	25.70	-1.68	HOLD
BPOP	Regional Banks	SHORT	33.34	0.15	HOLD
C		SHORT	52.88	-0.23	HOLD
CEF		SHORT	14.89	0.27	HOLD
CIT		SHORT	50.11	2.27	HOLD
DENN	Restaurants	LONG	5.67	-2.58	HOLD
DEST		LONG	28.69	-0.97	HOLD
ESI		LONG	27.82	3.73	HOLD
GLP		LONG	37.90	-2.45	HOLD
GPI	Retail (Specialty)	LONG	67.85	0.35	HOLD
HBC		SHORT	56.44	-0.14	HOLD
INWK		LONG	11.23	1.17	HOLD
ISBC		SHORT	22.56	0.18	HOLD
KMR		SHORT	83.45	-0.83	HOLD
KNL	Furniture and Fixtures	LONG	16.33	1.62	HOLD
KOP		LONG	38.23	0.74	HOLD
KRNY		SHORT	10.96	-0.18	HOLD
LINE		SHORT	27.64	0.04	HOLD
MT		SHORT	13.04	2.52	HOLD
NP		LONG	38.61	1.31	HOLD
NSH		SHORT	26.55	-0.19	HOLD
NSIT		LONG	20.88	0.92	HOLD
NVS		SHORT	72.70	-0.22	HOLD
O		SHORT	45.77	-0.44	HOLD
OMX	Office Supplies	LONG	11.70	0.34	HOLD
OZM		SHORT	11.35	-1.05	HOLD
PBR	Oil and Gas - Integrated	SHORT	14.64	2.23	HOLD
PBY		LONG	12.37	0.90	HOLD
RJET		LONG	12.91	-2.71	HOLD
SAFM		LONG	68.96	-0.22	HOLD
SAIA		LONG	31.05	-1.27	HOLD
SLV	Misc. Financial Services	SHORT	19.77	0.00	HOLD
STRA		LONG	50.55	-1.08	HOLD
TECD		LONG	50.67	0.22	HOLD
TFSL		SHORT	11.94	-0.42	HOLD
TKC	Communications Services	SHORT	15.24	2.08	HOLD
USB	Regional Banks	SHORT	37.54	0.51	HOLD
VALE		SHORT	14.46	2.48	HOLD
VLY		SHORT	9.89	1.44	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.13
SHORTS				0.43
TOTAL				-0.56
S&P 500				-0.19
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-15.11	9.85	-39.45	-0.67	-0.17
S&P 500	34.66	5.18	-18.61	2.56	0.71