12-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.48	-1.16	HOLD
BLT		LONG	12.09	-0.58	HOLD
BLX		SHORT	24.66	-0.76	HOLD
BPOP	Regional Banks	SHORT	29.44	-5.19	HOLD
MTRN		LONG	30.76	-3.06	HOLD
BZ		LONG	9.59	0.00	HOLD
C		SHORT	50.26	-0.93	HOLD
CEF		SHORT	14.84	-4.26	HOLD
DENN	Restaurants	LONG	6.12	3.73	SELL
DF	Food Processing	LONG	19.20	-0.88	HOLD
DRL		SHORT	19.71	-10.37	HOLD
ESI		LONG	29.16	-1.85	HOLD
FOE		LONG	8.21	1.23	HOLD
GG		SHORT	25.96	-6.52	HOLD
GGP		SHORT	19.36	-1.12	HOLD
GLD		SHORT	127.67	-3.06	HOLD
HAYN		LONG	46.03	-0.28	HOLD
HBC		SHORT	55.55	0.11	HOLD
ISBC		SHORT	21.51	-0.09	HOLD
JBT		LONG	23.79	1.19	HOLD
KMR		SHORT	74.77	-0.93	HOLD
KOP		LONG	40.43	-0.44	HOLD
KRNY		SHORT	9.39	-1.05	HOLD
LINE		SHORT	27.87	-0.11	HOLD
MT		SHORT	13.92	-2.38	HOLD
NP		LONG	37.97	-1.35	HOLD
NR		LONG	11.69	-2.26	HOLD
NVS		SHORT	76.18	-0.37	HOLD
O		SHORT	39.22	-0.83	HOLD
OMX	Office Supplies	LONG	11.38	-1.22	HOLD
PBY		LONG	12.28	-0.16	HOLD
SCCO		SHORT	28.12	-2.90	HOLD
RJET		LONG	11.92	-1.16	HOLD
ROMA		SHORT	18.48	-0.05	HOLD
SAIA		LONG	31.81	-3.05	HOLD
SCHN		LONG	27.04	-0.62	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	27.75	1.02	HOLD
SLV	Misc. Financial Services	SHORT	21.06	-5.52	HOLD
STRA		LONG	40.43	-1.08	HOLD
SWHC	Recreational Products	LONG	10.97	1.29	HOLD
TFSL		SHORT	11.43	-0.44	HOLD
TG	Fabricated Plastic and Rubber	LONG	24.89	-0.64	BUY
TKC	Communications Services	SHORT	13.69	-2.28	HOLD
USB	Regional Banks	SHORT	36.87	0.52	HOLD
VALE		SHORT	16.33	-0.37	HOLD
VCI		LONG	28.79	-0.83	HOLD
VLY		SHORT	10.04	-0.99	HOLD
WNR		LONG	28.54	0.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.45
SHORTS				-2.04
TOTAL				1.59
S&P 500				-0.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6380975420260.44	2354506301763.77	-17.60	0.00	103539.16
S&P 500	34.48	5.47	-18.61	2.27	0.67