18-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.75	-0.14	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.99	-0.33	BUY
ALJ	Petroleum Refining	LONG	12.66	1.36	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.52	-1.10	HOLD
AVA	Multiline Utilities - NEC	LONG	27.75	0.04	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.26	-0.15	HOLD
BAC	Banks - NEC	SHORT	14.92	0.00	HOLD
BHP	Integrated Mining	SHORT	70.98	-0.55	HOLD
BLT	Integrated Mining	LONG	14.47	4.63	HOLD
BPOP	Banks - NEC	SHORT	28.15	-0.97	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.69	-0.73	HOLD
BYI		LONG	72.57	0.07	HOLD
C	Banks - NEC	SHORT	50.79	0.77	HOLD
CEC	Food Retail & Distribution - NEC	LONG	45.47	-0.79	HOLD
CEF	Investment Trusts	SHORT	13.83	-1.92	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.36	-1.20	HOLD
ESI	Educational Services	LONG	39.25	-5.42	HOLD
GG	Integrated Mining	SHORT	24.17	-0.70	HOLD
GPI	New Car Dealers	LONG	66.06	-0.23	HOLD
HSBC		SHORT	56.09	0.88	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.62	0.04	HOLD
KMR	Natural Gas Pipeline	SHORT	75.85	0.74	HOLD
KOP	Commodity Chemicals - NEC	LONG	47.34	-1.44	HOLD
KRNY	Commercial Banks	SHORT	10.54	1.35	HOLD
MT	Steel - NEC	SHORT	16.70	-1.24	HOLD
MYE	Plastic Container & Packaging	LONG	19.90	0.76	HOLD
NJR	Natural Gas Distribution	LONG	45.90	1.01	HOLD
NP	Paper Mills & Products	LONG	40.65	-0.54	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.41	-2.97	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.66	0.80	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.44	-0.91	HOLD
O	Commercial REITs - NEC	SHORT	40.15	-1.64	COVER
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.64	-1.00	HOLD
PSA	Self-Storage REITs	SHORT	159.50	-1.79	SHORT
ROMA	Banks - NEC	SHORT	19.63	-0.51	HOLD
SCSS	Furniture	LONG	19.88	-1.29	HOLD
SHLM	Commodity Chemicals - NEC	LONG	34.09	-0.70	HOLD
SLV	Investment Trusts	SHORT	19.66	-1.70	HOLD
STC	Property Insurance	LONG	29.38	0.27	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.24	0.81	HOLD
TFSL	Banks - NEC	SHORT	11.90	-0.34	HOLD
TG	Plastic Container & Packaging	LONG	24.86	-0.66	HOLD
TKC	Wireless Telecom	SHORT	15.16	0.66	HOLD
TMP	Banks - NEC	SHORT	48.18	0.90	HOLD
TS	Construction & Engineering - NEC	SHORT	45.85	0.77	HOLD
V	Business Support Services - NEC	SHORT	199.90	-1.04	HOLD
VALE	Steel - NEC	SHORT	15.97	1.27	HOLD
VCI		LONG	28.74	-0.45	SELL
VIP	Wireless Telecom	SHORT	12.40	-0.08	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.25
SHORTS				-0.29
TOTAL				0.04
S&P 500				-0.35
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-5.80	11.66	-39.49	-0.19	-0.05
S&P 500	43.51	5.27	-18.61	2.69	0.76