05-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.37	0.35	HOLD
BLT		LONG	11.99	0.93	HOLD
BLX		SHORT	24.59	0.24	HOLD
BPOP	Regional Banks	SHORT	31.01	0.94	HOLD
MTRN		LONG	29.90	2.01	HOLD
BZ		LONG	8.84	2.67	HOLD
C		SHORT	49.86	0.52	HOLD
CEF		SHORT	15.68	-2.43	HOLD
DENN	Restaurants	LONG	5.72	1.96	HOLD
DF	Food Processing	LONG	18.87	0.64	HOLD
DRL		SHORT	24.51	0.74	HOLD
ESI		LONG	29.20	1.42	HOLD
FOE		LONG	7.50	0.27	HOLD
GG		SHORT	28.99	-3.46	HOLD
GGP		SHORT	18.69	-1.48	HOLD
GLD		SHORT	132.20	-1.83	HOLD
HAYN		LONG	44.29	-0.16	HOLD
HBC		SHORT	55.43	2.02	HOLD
ISBC		SHORT	21.36	0.00	HOLD
JBT		LONG	22.22	1.37	HOLD
KMR		SHORT	76.75	0.96	HOLD
KOP		LONG	39.41	1.26	HOLD
KRNY		SHORT	9.56	-1.24	HOLD
LINE		SHORT	24.43	1.33	HOLD
MT		SHORT	13.57	0.67	HOLD
NP		LONG	37.27	0.00	HOLD
NSH		SHORT	23.76	1.15	HOLD
NVS		SHORT	74.93	0.43	HOLD
O		SHORT	38.70	-1.53	HOLD
OMX	Office Supplies	LONG	11.20	-0.44	HOLD
PBY		LONG	11.54	0.87	HOLD
RJET		LONG	11.73	-2.01	HOLD
SAIA		LONG	30.38	0.10	HOLD
SCHN		LONG	25.69	1.82	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	27.73	-1.70	HOLD
SLV	Misc. Financial Services	SHORT	22.39	-1.32	HOLD
STRA		LONG	40.48	1.17	HOLD
SWHC	Recreational Products	LONG	11.48	3.52	HOLD
TFSL		SHORT	11.15	-0.27	HOLD
TKC	Communications Services	SHORT	12.95	-1.82	HOLD
USB	Regional Banks	SHORT	36.70	1.58	HOLD
VALE		SHORT	15.53	1.30	HOLD
VCI		LONG	28.37	1.21	HOLD
VLY		SHORT	10.12	0.40	HOLD
WNR		LONG	29.25	-1.35	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.74
SHORTS				-0.11
TOTAL				0.86
S&P 500				0.13
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-10.91	10.62	-39.46	-0.42	-0.11
S&P 500	32.10	5.67	-18.61	2.06	0.63