24-Jul-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	25.84	-1.26	SELL
AHS		LONG	14.89	-0.33	HOLD
BAC	SandLs/Savings Banks	SHORT	14.71	-1.54	HOLD
BHP		SHORT	63.30	-2.39	HOLD
BLT		LONG	12.90	-1.07	HOLD
BLX		SHORT	25.20	-1.95	HOLD
BPOP	Regional Banks	SHORT	33.29	-0.15	HOLD
BZ		LONG	9.13	2.24	BUY
C		SHORT	52.19	-1.30	HOLD
CEF		SHORT	14.57	-2.15	HOLD
CIT		SHORT	50.19	0.16	HOLD
DENN	Restaurants	LONG	5.67	0.00	HOLD
DEST		LONG	28.95	0.91	HOLD
DRL		SHORT	23.82	-3.80	SHORT
ESI		LONG	27.07	-2.70	HOLD
FOE		LONG	6.69	0.00	BUY
GLP		LONG	38.25	0.92	HOLD
GPI	Retail (Specialty)	LONG	67.37	-0.71	HOLD
HBC		SHORT	56.30	-0.25	HOLD
INWK		LONG	11.35	1.07	HOLD
ISBC		SHORT	22.59	0.13	HOLD
KMR		SHORT	83.03	-0.50	HOLD
KNL	Furniture and Fixtures	LONG	16.26	-0.43	SELL
KOP		LONG	37.99	-0.63	HOLD
KRNY		SHORT	10.75	-1.92	HOLD
LINE		SHORT	26.54	-3.98	HOLD
MT		SHORT	12.88	-1.23	HOLD
NP		LONG	39.32	1.84	HOLD
NSH		SHORT	25.72	-3.13	HOLD
NSIT		LONG	21.06	0.86	HOLD
NVS		SHORT	72.71	0.01	HOLD
O		SHORT	44.41	-2.97	COVER
OMX	Office Supplies	LONG	11.45	-2.14	HOLD
OZM		SHORT	11.19	-1.41	HOLD
PBR	Oil and Gas - Integrated	SHORT	14.31	-2.25	HOLD
PBY		LONG	12.29	-0.65	HOLD
RJET		LONG	12.83	-0.62	HOLD
SAFM		LONG	70.02	1.54	HOLD
SAIA		LONG	31.09	0.13	HOLD
SLV	Misc. Financial Services	SHORT	19.47	-1.53	HOLD
STRA		LONG	49.15	-2.77	HOLD
TECD		LONG	50.94	0.53	HOLD
TFSL		SHORT	11.81	-1.09	HOLD
TKC	Communications Services	SHORT	14.95	-1.90	HOLD
USB	Regional Banks	SHORT	37.54	0.00	HOLD
VALE		SHORT	14.23	-1.59	HOLD
VLY		SHORT	9.82	-0.71	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.28
SHORTS				-1.40
TOTAL				1.13
S&P 500				-0.33
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	26.34	24.82	-39.43	0.41	0.26
S&P 500	34.19	5.21	-18.61	2.51	0.70