24-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.09	-0.35	HOLD
BLT		LONG	12.33	0.41	HOLD
BLX		SHORT	24.89	-0.04	HOLD
BPOP	Regional Banks	SHORT	26.68	0.53	HOLD
MTRN		LONG	32.73	0.74	HOLD
BZ		LONG	12.65	1.04	HOLD
C		SHORT	48.96	-1.23	HOLD
CEF		SHORT	14.60	0.48	HOLD
DF	Food Processing	LONG	19.12	0.68	HOLD
DRL		SHORT	19.80	-0.40	HOLD
ESI		LONG	30.31	2.16	HOLD
FOE		LONG	8.94	0.56	HOLD
GG		SHORT	25.61	0.39	HOLD
GGP		SHORT	19.44	-1.67	HOLD
GLD		SHORT	127.66	0.09	HOLD
GPI	Retail (Specialty)	LONG	80.55	0.16	HOLD
HAYN		LONG	44.95	-0.35	HOLD
HBC		SHORT	55.05	-0.42	HOLD
ISBC		SHORT	22.00	0.41	HOLD
JBT		LONG	24.63	0.70	HOLD
KMR		SHORT	74.71	0.25	HOLD
KOP		LONG	42.20	-1.31	HOLD
KRNY		SHORT	10.22	2.61	HOLD
LINE		SHORT	26.35	2.01	HOLD
MT		SHORT	14.05	1.01	HOLD
NP		LONG	38.82	0.23	HOLD
NR		LONG	11.88	-0.92	HOLD
NVS		SHORT	76.37	-0.48	HOLD
O		SHORT	39.91	0.71	HOLD
OMX	Office Supplies	LONG	12.24	4.44	HOLD
SCCO		SHORT	28.17	-2.09	HOLD
RJET		LONG	13.11	0.92	HOLD
ROMA		SHORT	18.79	0.43	HOLD
SAIA		LONG	32.20	-1.71	HOLD
SCHN		LONG	27.48	-0.11	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.03	0.21	HOLD
SLV	Misc. Financial Services	SHORT	20.87	0.43	HOLD
STRA		LONG	41.11	-2.70	HOLD
SWHC	Recreational Products	LONG	11.60	0.00	HOLD
TFSL		SHORT	11.05	-0.90	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.84	-1.30	HOLD
TKC	Communications Services	SHORT	14.74	0.14	HOLD
USB	Regional Banks	SHORT	36.90	-1.23	HOLD
VALE		SHORT	16.16	-1.64	HOLD
VCI		LONG	28.71	0.53	HOLD
VLY		SHORT	9.76	0.41	HOLD
WNR		LONG	29.33	1.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.27
SHORTS				-0.02
TOTAL				0.29
S&P 500				-0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	11344.21	2804.46	-20.00	0.19	26.66
S&P 500	35.60	5.46	-18.61	2.31	0.68