14-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	20.43	0.25	SHORT
ALJ		LONG	10.38	1.76	BUY
ATVI		SHORT	17.83	4.39	HOLD
BAC	SandLs/Savings Banks	SHORT	14.35	1.13	HOLD
BHP		SHORT	67.70	0.82	HOLD
BLT		LONG	12.50	-0.16	HOLD
BPOP	Regional Banks	SHORT	25.12	0.96	HOLD
MTRN		LONG	28.68	0.99	HOLD
BZ		LONG	12.64	0.08	HOLD
C		SHORT	49.60	0.77	HOLD
CEF		SHORT	14.07	0.50	HOLD
CUK		SHORT	33.09	-0.15	SHORT
DF	Food Processing	LONG	17.95	0.00	HOLD
DRL		SHORT	17.60	5.45	HOLD
ESI		LONG	31.00	-0.06	HOLD
FOE		LONG	10.07	0.20	HOLD
GG		SHORT	23.57	-0.30	HOLD
GGP		SHORT	20.08	0.05	HOLD
GLD		SHORT	122.83	0.19	HOLD
GPI	Retail (Specialty)	LONG	69.65	0.90	HOLD
HAYN		LONG	50.51	-0.28	HOLD
HBC		SHORT	55.60	0.45	HOLD
ISBC		SHORT	22.29	0.27	HOLD
JBT		LONG	26.73	0.45	HOLD
KMR		SHORT	74.73	0.25	HOLD
KOP		LONG	42.99	0.28	HOLD
KRNY		SHORT	10.80	-1.46	HOLD
LINE		SHORT	26.69	0.91	COVER
MT		SHORT	15.36	3.02	HOLD
MYE		LONG	18.48	-0.27	HOLD
NJR		LONG	43.78	0.64	BUY
NP		LONG	39.61	-0.55	HOLD
NR		LONG	13.08	-0.53	HOLD
NVS		SHORT	75.19	0.32	HOLD
O		SHORT	40.79	0.34	HOLD
OMX	Office Supplies	LONG	13.29	0.38	HOLD
SCCO		SHORT	28.26	2.99	HOLD
RJET		LONG	11.19	2.57	SELL
ROMA		SHORT	19.09	0.95	HOLD
SAIA		LONG	33.19	0.91	SELL
SCHN		LONG	28.38	1.32	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	30.20	0.07	HOLD
SLV	Misc. Financial Services	SHORT	20.50	-0.10	HOLD
STRA		LONG	41.42	-0.26	HOLD
SWHC	Recreational Products	LONG	11.15	-0.98	HOLD
TFSL		SHORT	12.02	-0.17	HOLD
TG	Fabricated Plastic and Rubber	LONG	28.02	-1.62	HOLD
TKC	Communications Services	SHORT	15.99	0.38	HOLD
VALE		SHORT	16.23	4.64	HOLD
VCI		LONG	30.24	1.17	HOLD
VIP		SHORT	12.37	0.73	HOLD
VLY		SHORT	10.40	0.00	COVER
WNR		LONG	31.75	-0.38	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.18
SHORTS				1.06
TOTAL				-0.87
S&P 500				0.41
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	16842.21	4269.65	-20.00	0.14	30.35
S&P 500	36.08	5.51	-18.61	2.26	0.67