19-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.61	-0.71	HOLD
BLT		LONG	12.32	-1.75	HOLD
BLX		SHORT	24.83	-0.48	HOLD
BPOP	Regional Banks	SHORT	27.04	-7.05	HOLD
MTRN		LONG	32.18	0.37	HOLD
BZ		LONG	12.55	0.00	HOLD
C		SHORT	51.95	-0.50	HOLD
CEF		SHORT	15.39	-0.80	HOLD
DF	Food Processing	LONG	19.47	-0.87	HOLD
DRL		SHORT	21.26	-2.83	HOLD
ESI		LONG	30.21	-1.40	HOLD
FOE		LONG	8.95	0.67	HOLD
GG		SHORT	27.31	-4.07	HOLD
GGP		SHORT	20.14	0.40	HOLD
GLD		SHORT	131.75	-0.20	HOLD
GPI	Retail (Specialty)	LONG	80.99	-0.88	HOLD
HAYN		LONG	45.41	-0.92	HOLD
HBC		SHORT	56.12	-1.27	HOLD
ISBC		SHORT	21.75	-1.00	HOLD
JBT		LONG	24.82	0.57	HOLD
KMR		SHORT	76.09	-0.46	HOLD
KOP		LONG	41.49	-1.12	HOLD
KRNY		SHORT	9.52	-0.10	HOLD
LINE		SHORT	25.96	-3.74	HOLD
MT		SHORT	14.55	-0.27	HOLD
NP		LONG	38.78	0.86	HOLD
NR		LONG	12.02	0.33	HOLD
NVS		SHORT	76.11	-0.77	HOLD
O		SHORT	40.43	-0.86	HOLD
OMX	Office Supplies	LONG	11.36	-0.35	HOLD
SCCO		SHORT	29.59	-1.86	HOLD
RJET		LONG	13.10	1.39	HOLD
ROMA		SHORT	18.64	-1.69	HOLD
SAIA		LONG	32.66	0.21	HOLD
SCHN		LONG	27.90	0.76	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	28.68	0.49	HOLD
SLV	Misc. Financial Services	SHORT	22.20	-0.47	HOLD
STRA		LONG	42.51	1.21	HOLD
SWHC	Recreational Products	LONG	11.63	1.48	HOLD
TFSL		SHORT	11.27	-1.74	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.88	-1.03	HOLD
TKC	Communications Services	SHORT	15.03	-2.21	HOLD
USB	Regional Banks	SHORT	37.71	-0.34	HOLD
VALE		SHORT	16.52	-1.14	HOLD
VCI		LONG	28.60	0.39	HOLD
VLY		SHORT	9.90	-0.80	HOLD
WNR		LONG	28.90	0.28	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.03
SHORTS				-1.40
TOTAL				1.43
S&P 500				-0.17
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-5.36	11.58	-39.46	-0.18	-0.05
S&P 500	37.51	5.29	-18.61	2.51	0.71