28-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.12	0.07	HOLD
BLT		LONG	11.81	1.20	HOLD
BLX		SHORT	24.26	1.29	HOLD
BPOP	Regional Banks	SHORT	31.13	-0.57	HOLD
MTRN		LONG	30.35	2.02	HOLD
BZ		LONG	8.60	-0.35	HOLD
C		SHORT	48.31	0.15	HOLD
CEF		SHORT	16.39	-1.15	HOLD
CIT		SHORT	47.42	-0.19	HOLD
DENN	Restaurants	LONG	5.57	1.55	HOLD
DF	Food Processing	LONG	18.96	0.85	HOLD
DRL		SHORT	24.00	1.95	HOLD
ESI		LONG	28.64	3.39	HOLD
FOE		LONG	7.37	-0.94	HOLD
GG		SHORT	29.50	-1.37	HOLD
GLD		SHORT	136.72	-0.02	HOLD
GPI	Retail (Specialty)	LONG	76.24	0.28	HOLD
HAYN		LONG	44.70	-0.04	HOLD
HBC		SHORT	53.08	0.02	HOLD
ISBC		SHORT	20.52	-0.63	HOLD
JBT		LONG	22.44	-0.66	HOLD
KMR		SHORT	80.51	0.07	HOLD
KOP		LONG	39.31	-0.18	HOLD
KRNY		SHORT	9.96	-0.50	HOLD
LINE		SHORT	24.47	-0.41	HOLD
MT		SHORT	13.17	1.23	HOLD
NP		LONG	36.65	0.08	HOLD
NSH		SHORT	24.01	-0.41	HOLD
NVS		SHORT	73.45	-1.13	HOLD
O		SHORT	39.58	-1.12	HOLD
OMX	Office Supplies	LONG	10.90	2.54	HOLD
PBY		LONG	11.38	3.36	HOLD
RJET		LONG	10.91	-1.53	HOLD
SAIA		LONG	29.99	1.35	HOLD
SCHN		LONG	25.67	-2.28	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	26.91	0.49	HOLD
SLV	Misc. Financial Services	SHORT	23.44	-0.64	HOLD
STRA		LONG	41.25	0.36	HOLD
TFSL		SHORT	11.02	1.10	HOLD
TKC	Communications Services	SHORT	13.19	-1.27	HOLD
USB	Regional Banks	SHORT	36.11	0.00	HOLD
VALE		SHORT	14.88	-0.47	HOLD
VCI		LONG	27.83	0.69	HOLD
VLY		SHORT	10.10	0.10	HOLD
WNR		LONG	29.66	-0.27	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.57
SHORTS				-0.16
TOTAL				0.73
S&P 500				0.37
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-11.95	10.44	-39.45	-0.48	-0.13
S&P 500	30.49	5.83	-18.61	1.93	0.60