21-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.34	0.35	HOLD
BLT		LONG	11.67	-1.60	HOLD
BLX		SHORT	24.30	-1.38	HOLD
BPOP	Regional Banks	SHORT	33.70	-1.46	HOLD
MTRN		LONG	30.10	-2.68	HOLD
BZ		LONG	8.72	-1.25	HOLD
C		SHORT	49.16	-1.52	HOLD
CEF		SHORT	15.73	-0.69	HOLD
CIT		SHORT	48.29	-1.00	HOLD
DENN	Restaurants	LONG	5.61	-1.06	HOLD
DF	Food Processing	LONG	9.77	-0.31	HOLD
DRL		SHORT	23.02	2.31	HOLD
ESI		LONG	26.64	-2.17	HOLD
FOE		LONG	7.33	-0.41	HOLD
GG		SHORT	30.12	-4.74	HOLD
GLD		SHORT	132.10	-0.26	HOLD
GPI	Retail (Specialty)	LONG	75.98	-0.76	HOLD
HAYN		LONG	44.59	-0.78	HOLD
HBC		SHORT	53.50	-2.27	HOLD
ISBC		SHORT	21.26	-1.89	HOLD
JBT		LONG	22.59	-0.11	HOLD
KMR		SHORT	79.61	0.00	HOLD
KOP		LONG	38.75	-0.97	HOLD
KRNY		SHORT	10.37	-0.96	HOLD
LINE		SHORT	24.32	-0.37	HOLD
MT		SHORT	13.14	-0.98	HOLD
NP		LONG	37.07	-1.38	HOLD
NSH		SHORT	23.33	-1.52	HOLD
NSIT		LONG	20.61	-1.25	HOLD
NVS		SHORT	74.25	-0.64	HOLD
O		SHORT	40.09	-0.27	SHORT
OMX	Office Supplies	LONG	10.72	-2.01	HOLD
OZM		SHORT	10.97	-0.09	COVER
PBY		LONG	12.12	-2.65	HOLD
RJET		LONG	12.16	1.97	HOLD
SAIA		LONG	29.75	0.00	HOLD
SCHN		LONG	26.45	-0.86	HOLD
SLV	Misc. Financial Services	SHORT	22.13	-0.27	HOLD
STRA		LONG	40.18	-3.34	HOLD
TFSL		SHORT	11.21	-0.36	HOLD
TKC	Communications Services	SHORT	14.12	-4.85	HOLD
USB	Regional Banks	SHORT	36.79	-0.19	HOLD
VALE		SHORT	14.42	-3.03	HOLD
VCI		LONG	28.48	-0.52	HOLD
VLY		SHORT	10.43	-1.51	HOLD
WNR		LONG	30.69	-0.71	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.09
SHORTS				-1.14
TOTAL				0.05
S&P 500				-0.62
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	879413439191.21	350190340785.29	-17.60	0.00	58985.61
S&P 500	30.99	5.72	-18.61	2.01	0.62