04-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.32	0.56	HOLD
BLT		LONG	11.88	2.86	HOLD
BLX		SHORT	24.53	0.57	HOLD
BPOP	Regional Banks	SHORT	30.72	-0.84	HOLD
MTRN		LONG	29.31	-0.71	HOLD
BZ		LONG	8.61	0.35	HOLD
C		SHORT	49.60	0.47	HOLD
CEF		SHORT	16.07	-1.71	HOLD
DENN	Restaurants	LONG	5.61	0.00	HOLD
DF	Food Processing	LONG	18.75	-0.48	HOLD
DRL		SHORT	24.33	0.21	HOLD
ESI		LONG	28.79	3.01	HOLD
FOE		LONG	7.48	0.67	HOLD
GG		SHORT	30.03	0.60	HOLD
GGP		SHORT	18.97	-0.32	HOLD
GLD		SHORT	134.66	-1.29	HOLD
HAYN		LONG	44.36	-0.18	HOLD
HBC		SHORT	54.33	1.19	HOLD
ISBC		SHORT	21.36	1.71	HOLD
JBT		LONG	21.92	-0.77	HOLD
KMR		SHORT	76.02	-4.69	HOLD
KOP		LONG	38.92	0.93	HOLD
KRNY		SHORT	9.68	0.94	HOLD
LINE		SHORT	24.11	-0.50	HOLD
MT		SHORT	13.48	1.58	HOLD
NP		LONG	37.27	0.98	HOLD
NSH		SHORT	23.49	-0.76	HOLD
NVS		SHORT	74.61	-0.11	HOLD
O		SHORT	39.30	1.11	HOLD
OMX	Office Supplies	LONG	11.25	3.12	HOLD
PBY		LONG	11.44	2.14	HOLD
RJET		LONG	11.97	-0.25	HOLD
SAIA		LONG	30.35	0.26	HOLD
SCHN		LONG	25.23	0.32	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	28.21	2.77	HOLD
SLV	Misc. Financial Services	SHORT	22.69	-2.99	HOLD
STRA		LONG	40.01	1.32	HOLD
SWHC	Recreational Products	LONG	11.09	0.50	HOLD
TFSL		SHORT	11.18	1.64	HOLD
TKC	Communications Services	SHORT	13.19	-2.01	HOLD
USB	Regional Banks	SHORT	36.13	0.19	HOLD
VALE		SHORT	15.33	0.59	HOLD
VCI		LONG	28.03	0.90	HOLD
VLY		SHORT	10.08	0.50	HOLD
WNR		LONG	29.65	-0.47	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.82
SHORTS				-0.14
TOTAL				0.96
S&P 500				0.83
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-11.66	10.50	-39.46	-0.46	-0.12
S&P 500	31.94	5.68	-18.61	2.05	0.63