30-Jul-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.52	0.00	HOLD
BHP		SHORT	62.99	-1.65	HOLD
BLT		LONG	13.09	0.38	HOLD
BLX		SHORT	25.24	0.36	HOLD
BPOP	Regional Banks	SHORT	32.56	-0.18	HOLD
BZ		LONG	9.11	0.22	HOLD
C		SHORT	51.78	0.27	HOLD
CEF		SHORT	14.45	-0.14	HOLD
CIT		SHORT	50.86	1.07	HOLD
DENN	Restaurants	LONG	5.59	-4.28	HOLD
DEST		LONG	30.15	-1.05	HOLD
DRL		SHORT	23.93	-2.76	HOLD
ESI		LONG	26.97	-1.03	HOLD
FOE		LONG	6.79	0.89	HOLD
GLP		LONG	38.41	-0.10	HOLD
GPI	Retail (Specialty)	LONG	73.58	1.64	HOLD
HAYN		LONG	48.41	0.19	HOLD
HBC		SHORT	56.25	0.27	HOLD
ISBC		SHORT	22.25	-0.27	HOLD
KMR		SHORT	81.13	0.22	HOLD
KOP		LONG	38.46	1.02	HOLD
KRNY		SHORT	10.34	-1.62	HOLD
LINE		SHORT	27.69	1.65	HOLD
MT		SHORT	13.08	-0.38	HOLD
NP		LONG	39.52	0.36	HOLD
NSH		SHORT	26.28	-0.11	HOLD
NSIT		LONG	21.01	0.14	HOLD
NVS		SHORT	71.12	-0.28	HOLD
OMX	Office Supplies	LONG	11.50	1.68	HOLD
OZM		SHORT	11.25	0.18	HOLD
PBR	Oil and Gas - Integrated	SHORT	13.73	-2.69	HOLD
PBY		LONG	12.31	0.16	HOLD
RJET		LONG	13.30	-0.37	HOLD
SAFM		LONG	70.17	0.63	HOLD
SAIA		LONG	29.54	-1.20	HOLD
SLV	Misc. Financial Services	SHORT	19.04	-0.52	HOLD
STRA		LONG	43.57	-0.95	HOLD
TECD		LONG	50.47	0.96	HOLD
TFSL		SHORT	11.71	-0.93	HOLD
TKC	Communications Services	SHORT	14.85	0.95	HOLD
USB	Regional Banks	SHORT	37.70	0.56	HOLD
VALE		SHORT	13.81	-2.20	HOLD
VLY		SHORT	10.23	0.89	HOLD
WNR		LONG	30.30	0.30	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.02
SHORTS				-0.31
TOTAL				0.28
S&P 500				-0.01
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	27.30	24.93	-39.45	0.42	0.27
S&P 500	34.19	5.25	-18.61	2.47	0.70