06-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.36	-0.07	HOLD
BLT		LONG	11.82	-1.42	HOLD
BLX		SHORT	24.58	-0.04	HOLD
BPOP	Regional Banks	SHORT	30.76	-0.81	HOLD
MTRN		LONG	30.56	2.21	HOLD
BZ		LONG	8.83	-0.11	HOLD
C		SHORT	49.22	-1.28	HOLD
CEF		SHORT	16.00	2.04	HOLD
DENN	Restaurants	LONG	5.74	0.35	HOLD
DF	Food Processing	LONG	18.62	-1.32	HOLD
DRL		SHORT	23.65	-3.55	HOLD
ESI		LONG	29.74	1.85	HOLD
FOE		LONG	7.57	0.93	HOLD
GG		SHORT	29.35	1.24	HOLD
GGP		SHORT	19.12	2.30	HOLD
GLD		SHORT	134.12	1.45	HOLD
HAYN		LONG	44.23	-0.14	HOLD
HBC		SHORT	55.32	-0.20	HOLD
ISBC		SHORT	21.25	-0.51	HOLD
JBT		LONG	22.64	1.89	HOLD
KMR		SHORT	76.69	-0.08	HOLD
KOP		LONG	38.63	-1.98	HOLD
KRNY		SHORT	9.24	-3.35	HOLD
LINE		SHORT	24.25	-0.74	HOLD
MT		SHORT	13.67	0.74	HOLD
NP		LONG	37.51	0.64	HOLD
NSH		SHORT	23.72	-0.17	HOLD
NVS		SHORT	75.92	1.32	HOLD
O		SHORT	39.13	1.11	HOLD
OMX	Office Supplies	LONG	10.98	-1.96	HOLD
PBY		LONG	11.33	-1.82	HOLD
RJET		LONG	11.39	-2.90	HOLD
SAIA		LONG	30.27	-0.36	HOLD
SCHN		LONG	25.58	-0.43	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	27.27	-1.66	HOLD
SLV	Misc. Financial Services	SHORT	22.98	2.68	HOLD
STRA		LONG	40.96	1.19	HOLD
SWHC	Recreational Products	LONG	10.31	-10.19	HOLD
TFSL		SHORT	11.20	0.45	HOLD
TKC	Communications Services	SHORT	13.03	0.62	HOLD
USB	Regional Banks	SHORT	36.47	-0.63	HOLD
VALE		SHORT	15.62	0.58	HOLD
VCI		LONG	28.34	-0.11	HOLD
VLY		SHORT	10.08	-0.40	HOLD
WNR		LONG	29.03	-0.75	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.77
SHORTS				0.11
TOTAL				-0.88
S&P 500				0.02
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-11.76	10.49	-39.46	-0.46	-0.12
S&P 500	32.13	5.67	-18.61	2.06	0.63