25-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.14	0.35	HOLD
BLT		LONG	12.30	-0.24	HOLD
BLX		SHORT	25.05	0.64	HOLD
BPOP	Regional Banks	SHORT	26.84	0.60	HOLD
MTRN		LONG	32.79	0.18	HOLD
BZ		LONG	12.57	-0.63	HOLD
C		SHORT	49.26	0.61	HOLD
CEF		SHORT	14.85	1.71	HOLD
DF	Food Processing	LONG	19.11	-0.05	HOLD
DRL		SHORT	19.81	0.05	HOLD
ESI		LONG	30.62	1.02	HOLD
FOE		LONG	8.95	0.11	HOLD
GG		SHORT	26.03	1.64	HOLD
GGP		SHORT	19.37	-0.36	HOLD
GLD		SHORT	128.76	0.86	HOLD
GPI	Retail (Specialty)	LONG	79.99	-0.70	HOLD
HAYN		LONG	44.72	-0.51	HOLD
HBC		SHORT	54.95	-0.18	HOLD
ISBC		SHORT	21.99	-0.05	HOLD
JBT		LONG	24.52	-0.45	HOLD
KMR		SHORT	75.47	1.02	HOLD
KOP		LONG	41.74	-1.09	HOLD
KRNY		SHORT	10.18	-0.39	HOLD
LINE		SHORT	26.36	0.04	HOLD
MT		SHORT	14.06	0.07	HOLD
NP		LONG	38.39	-1.11	HOLD
NR		LONG	11.87	-0.08	HOLD
NVS		SHORT	76.44	0.09	HOLD
O		SHORT	40.51	1.50	HOLD
OMX	Office Supplies	LONG	12.43	1.55	HOLD
SCCO		SHORT	27.90	-0.96	HOLD
RJET		LONG	12.88	-1.75	HOLD
ROMA		SHORT	18.76	-0.16	HOLD
SAIA		LONG	31.74	-1.43	HOLD
SCHN		LONG	27.56	0.29	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.11	0.28	HOLD
SLV	Misc. Financial Services	SHORT	20.98	0.43	HOLD
STRA		LONG	41.44	0.80	HOLD
SWHC	Recreational Products	LONG	11.42	-1.55	HOLD
TFSL		SHORT	11.21	1.45	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.67	-0.66	HOLD
TKC	Communications Services	SHORT	14.58	-1.09	HOLD
USB	Regional Banks	SHORT	36.76	-0.38	HOLD
VALE		SHORT	16.05	-0.74	HOLD
VCI		LONG	28.70	-0.03	HOLD
VLY		SHORT	9.78	0.20	HOLD
WNR		LONG	30.55	4.16	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.09
SHORTS				0.28
TOTAL				-0.37
S&P 500				-0.29
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-3.54	11.92	-39.47	-0.12	-0.04
S&P 500	35.21	5.51	-18.61	2.26	0.67