20-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.44	-1.16	HOLD
BLT		LONG	12.20	-0.97	HOLD
BLX		SHORT	24.88	0.20	HOLD
BPOP	Regional Banks	SHORT	26.60	-1.63	HOLD
MTRN		LONG	32.52	1.06	HOLD
BZ		LONG	12.53	-0.16	HOLD
C		SHORT	51.21	-1.42	HOLD
CEF		SHORT	14.68	-4.61	HOLD
DF	Food Processing	LONG	19.10	-1.90	HOLD
DRL		SHORT	20.32	-4.42	HOLD
ESI		LONG	29.93	-0.93	HOLD
FOE		LONG	8.95	0.00	HOLD
GG		SHORT	25.82	-5.46	HOLD
GGP		SHORT	20.01	-0.65	HOLD
GLD		SHORT	127.96	-2.88	HOLD
GPI	Retail (Specialty)	LONG	80.55	-0.54	HOLD
HAYN		LONG	45.37	-0.09	HOLD
HBC		SHORT	55.14	-1.75	HOLD
ISBC		SHORT	22.11	1.66	HOLD
JBT		LONG	24.56	-1.05	HOLD
KMR		SHORT	74.76	-1.75	HOLD
KOP		LONG	42.02	1.28	HOLD
KRNY		SHORT	9.81	3.05	HOLD
LINE		SHORT	25.96	0.00	HOLD
MT		SHORT	14.02	-3.64	HOLD
NP		LONG	38.69	-0.23	HOLD
NR		LONG	12.05	0.25	HOLD
NVS		SHORT	76.45	0.45	HOLD
O		SHORT	39.92	-1.26	HOLD
OMX	Office Supplies	LONG	11.28	-0.70	HOLD
SCCO		SHORT	28.55	-3.51	HOLD
RJET		LONG	12.98	-0.92	HOLD
ROMA		SHORT	18.96	1.72	HOLD
SAIA		LONG	32.45	-0.64	HOLD
SCHN		LONG	27.47	-1.54	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.17	1.71	HOLD
SLV	Misc. Financial Services	SHORT	21.00	-5.41	HOLD
STRA		LONG	41.85	-1.55	HOLD
SWHC	Recreational Products	LONG	11.60	-0.26	HOLD
TFSL		SHORT	11.21	-0.53	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.83	-0.19	HOLD
TKC	Communications Services	SHORT	14.75	-1.86	HOLD
USB	Regional Banks	SHORT	37.85	0.37	HOLD
VALE		SHORT	16.18	-2.06	HOLD
VCI		LONG	28.23	-1.29	HOLD
VLY		SHORT	9.70	-2.02	HOLD
WNR		LONG	29.01	0.38	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.38
SHORTS				-1.54
TOTAL				1.17
S&P 500				-0.70
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-4.25	11.77	-39.46	-0.14	-0.04
S&P 500	35.89	5.41	-18.61	2.35	0.68