26-Jul-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AHS		LONG	15.16	1.34	HOLD
BAC	SandLs/Savings Banks	SHORT	14.73	-0.67	HOLD
BHP		SHORT	64.29	0.77	HOLD
BLT		LONG	13.00	-0.46	HOLD
BLX		SHORT	25.42	0.47	HOLD
BPOP	Regional Banks	SHORT	32.88	-0.24	HOLD
BZ		LONG	9.06	-0.11	HOLD
C		SHORT	52.21	-0.85	HOLD
CEF		SHORT	14.57	-0.95	HOLD
CIT		SHORT	50.30	0.80	HOLD
DENN	Restaurants	LONG	5.80	0.69	HOLD
DEST		LONG	30.45	-2.68	HOLD
DRL		SHORT	24.75	0.69	HOLD
ESI		LONG	26.79	-4.05	HOLD
FOE		LONG	6.94	0.00	HOLD
GLP		LONG	38.34	1.56	HOLD
GPI	Retail (Specialty)	LONG	71.13	2.08	HOLD
HBC		SHORT	56.64	-0.14	HOLD
INWK		LONG	11.67	1.48	HOLD
ISBC		SHORT	22.44	-0.62	HOLD
KMR		SHORT	83.17	-0.74	HOLD
KOP		LONG	37.90	0.72	HOLD
KRNY		SHORT	10.67	-1.11	HOLD
LINE		SHORT	27.41	1.18	HOLD
MT		SHORT	13.17	1.39	HOLD
NP		LONG	39.06	-1.29	HOLD
NSH		SHORT	26.35	2.33	HOLD
NSIT		LONG	21.21	-2.26	HOLD
NVS		SHORT	71.80	-0.60	HOLD
OMX	Office Supplies	LONG	11.83	0.51	HOLD
OZM		SHORT	11.31	0.44	HOLD
PBR	Oil and Gas - Integrated	SHORT	14.45	-0.48	HOLD
PBY		LONG	12.15	-0.65	HOLD
RJET		LONG	13.57	4.14	HOLD
SAFM		LONG	70.79	0.70	HOLD
SAIA		LONG	31.32	-0.19	HOLD
SLV	Misc. Financial Services	SHORT	19.34	-0.82	HOLD
STRA		LONG	44.01	0.39	HOLD
TECD		LONG	50.88	-1.89	HOLD
TFSL		SHORT	11.86	1.02	HOLD
TKC	Communications Services	SHORT	14.73	-1.87	HOLD
USB	Regional Banks	SHORT	37.54	0.21	HOLD
VALE		SHORT	14.39	-0.42	HOLD
VLY		SHORT	10.20	0.20	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.00
SHORTS				-0.00
TOTAL				0.00
S&P 500				0.10
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	26.71	24.85	-39.44	0.42	0.26
S&P 500	34.60	5.21	-18.61	2.52	0.71