27-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	13.90	-1.28	HOLD
BLT		LONG	12.05	-0.90	HOLD
BLX		SHORT	24.98	-0.48	HOLD
BPOP	Regional Banks	SHORT	26.43	-0.97	HOLD
MTRN		LONG	32.64	-0.85	HOLD
BZ		LONG	12.60	0.16	HOLD
C		SHORT	48.89	-0.08	HOLD
CEF		SHORT	14.77	0.07	HOLD
DF	Food Processing	LONG	19.14	-0.52	HOLD
DRL		SHORT	19.25	-0.05	HOLD
ESI		LONG	30.97	-0.10	HOLD
FOE		LONG	9.12	-1.83	HOLD
GG		SHORT	25.76	0.31	HOLD
GGP		SHORT	19.38	-0.41	HOLD
GLD		SHORT	128.98	0.93	HOLD
GPI	Retail (Specialty)	LONG	78.72	-0.97	HOLD
HAYN		LONG	45.00	0.04	HOLD
HBC		SHORT	54.79	-0.33	HOLD
ISBC		SHORT	21.99	-0.18	HOLD
JBT		LONG	24.78	-0.08	HOLD
KMR		SHORT	75.23	-0.41	HOLD
KOP		LONG	41.97	-0.37	HOLD
KRNY		SHORT	10.21	-0.10	HOLD
LINE		SHORT	25.97	-1.33	HOLD
MT		SHORT	13.82	-1.64	HOLD
NP		LONG	39.14	0.38	HOLD
NR		LONG	12.56	0.72	HOLD
NVS		SHORT	77.08	0.52	HOLD
O		SHORT	40.26	-1.58	HOLD
OMX	Office Supplies	LONG	12.55	0.40	HOLD
SCCO		SHORT	27.85	-1.10	HOLD
RJET		LONG	12.57	-1.33	HOLD
ROMA		SHORT	18.85	0.27	HOLD
SAIA		LONG	30.78	-2.59	HOLD
SCHN		LONG	27.57	-0.58	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.03	-0.34	HOLD
SLV	Misc. Financial Services	SHORT	20.97	0.24	HOLD
STRA		LONG	41.61	1.07	HOLD
SWHC	Recreational Products	LONG	11.23	-0.44	HOLD
TFSL		SHORT	11.84	5.81	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.61	-0.89	HOLD
TKC	Communications Services	SHORT	14.47	-0.41	HOLD
USB	Regional Banks	SHORT	36.50	-0.11	HOLD
VALE		SHORT	15.60	-3.23	HOLD
VCI		LONG	28.69	-0.17	HOLD
VLY		SHORT	9.76	0.51	HOLD
WNR		LONG	30.17	-0.07	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.42
SHORTS				-0.20
TOTAL				-0.22
S&P 500				-0.42
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-3.10	12.02	-39.50	-0.10	-0.03
S&P 500	35.15	5.53	-18.61	2.24	0.67