27-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.11	-2.62	HOLD
BLT		LONG	11.67	-1.85	HOLD
BLX		SHORT	23.95	-1.03	HOLD
BPOP	Regional Banks	SHORT	31.31	-4.80	HOLD
MTRN		LONG	29.75	-4.59	HOLD
BZ		LONG	8.63	-3.36	HOLD
C		SHORT	48.24	-2.74	HOLD
CEF		SHORT	16.58	0.94	HOLD
CIT		SHORT	47.51	-2.24	HOLD
DENN	Restaurants	LONG	5.48	-3.52	HOLD
DF	Food Processing	LONG	18.80	94.42	HOLD
DRL		SHORT	23.54	-2.00	HOLD
ESI		LONG	27.70	-3.92	HOLD
FOE		LONG	7.44	-3.75	HOLD
GG		SHORT	29.91	-4.32	HOLD
GLD		SHORT	136.76	0.97	HOLD
GPI	Retail (Specialty)	LONG	76.20	-0.20	HOLD
HAYN		LONG	44.72	-3.18	HOLD
HBC		SHORT	53.07	-2.14	HOLD
ISBC		SHORT	20.65	-3.28	HOLD
JBT		LONG	22.59	-4.44	HOLD
KMR		SHORT	80.45	0.01	HOLD
KOP		LONG	39.38	-1.20	HOLD
KRNY		SHORT	10.01	-4.67	HOLD
LINE		SHORT	24.57	-1.13	HOLD
MT		SHORT	13.01	-3.06	HOLD
NP		LONG	36.62	-2.42	HOLD
NSH		SHORT	24.11	1.22	HOLD
NVS		SHORT	74.29	-1.12	HOLD
O		SHORT	40.03	-0.42	HOLD
OMX	Office Supplies	LONG	10.63	-2.03	HOLD
PBY		LONG	11.01	-5.98	HOLD
RJET		LONG	11.08	-6.10	HOLD
SAIA		LONG	29.59	-1.73	HOLD
SCHN		LONG	26.27	-5.47	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	26.78	-0.78	HOLD
SLV	Misc. Financial Services	SHORT	23.59	0.55	HOLD
STRA		LONG	41.10	-1.53	HOLD
TFSL		SHORT	10.90	-2.50	HOLD
TKC	Communications Services	SHORT	13.36	-4.37	HOLD
USB	Regional Banks	SHORT	36.11	-2.19	HOLD
VALE		SHORT	14.95	-1.64	HOLD
VCI		LONG	27.64	-2.85	HOLD
VLY		SHORT	10.09	-2.89	HOLD
WNR		LONG	29.74	-2.17	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.59
SHORTS				-1.89
TOTAL				3.48
S&P 500				-1.61
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-12.58	10.34	-39.45	-0.51	-0.13
S&P 500	30.01	5.89	-18.61	1.89	0.60