22-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.57	1.60	HOLD
BLT		LONG	11.87	1.71	HOLD
BLX		SHORT	24.55	1.03	HOLD
BPOP	Regional Banks	SHORT	34.06	1.07	HOLD
MTRN		LONG	31.10	3.32	HOLD
BZ		LONG	8.87	1.72	HOLD
C		SHORT	49.91	1.53	HOLD
CEF		SHORT	15.91	1.14	HOLD
CIT		SHORT	49.00	1.47	HOLD
DENN	Restaurants	LONG	5.73	2.14	HOLD
DF	Food Processing	LONG	9.70	-0.72	HOLD
DRL		SHORT	23.08	0.26	HOLD
ESI		LONG	27.45	3.04	HOLD
FOE		LONG	7.67	4.64	HOLD
GG		SHORT	30.43	1.03	HOLD
GLD		SHORT	132.78	0.54	HOLD
GPI	Retail (Specialty)	LONG	76.14	0.21	HOLD
HAYN		LONG	46.36	3.97	HOLD
HBC		SHORT	54.10	1.14	HOLD
ISBC		SHORT	21.58	1.51	HOLD
JBT		LONG	23.45	3.85	HOLD
KMR		SHORT	80.00	0.49	HOLD
KOP		LONG	39.43	1.78	HOLD
KRNY		SHORT	10.57	1.93	HOLD
LINE		SHORT	24.85	2.18	HOLD
MT		SHORT	13.51	2.82	HOLD
NP		LONG	38.41	3.61	HOLD
NSH		SHORT	23.30	-0.13	HOLD
NSIT		LONG	20.95	1.65	HOLD
NVS		SHORT	74.72	0.64	HOLD
O		SHORT	40.26	0.42	HOLD
OMX	Office Supplies	LONG	10.81	0.84	HOLD
PBY		LONG	11.87	-2.06	HOLD
RJET		LONG	11.97	-1.60	HOLD
SAIA		LONG	30.52	2.59	HOLD
SCHN		LONG	26.96	1.93	HOLD
SLV	Misc. Financial Services	SHORT	22.27	0.59	HOLD
STRA		LONG	40.68	1.24	HOLD
TFSL		SHORT	11.37	1.43	HOLD
TKC	Communications Services	SHORT	14.01	-0.78	HOLD
USB	Regional Banks	SHORT	37.40	1.66	HOLD
VALE		SHORT	15.02	4.16	HOLD
VCI		LONG	28.91	1.51	HOLD
VLY		SHORT	10.55	1.15	HOLD
WNR		LONG	31.00	1.01	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.73
SHORTS				1.20
TOTAL				0.53
S&P 500				0.89
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-15.17	9.95	-39.44	-0.65	-0.16
S&P 500	32.15	5.60	-18.61	2.12	0.64