19-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.49	-1.20	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.99	0.00	HOLD
ALJ	Petroleum Refining	LONG	12.61	-0.39	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	16.89	-3.62	HOLD
AVA	Multiline Utilities - NEC	LONG	27.55	-0.72	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.39	0.48	HOLD
BAC	Banks - NEC	SHORT	15.20	1.88	HOLD
BHP	Integrated Mining	SHORT	70.75	-0.32	HOLD
BLT	Integrated Mining	LONG	14.03	-3.04	HOLD
BPOP	Banks - NEC	SHORT	27.82	-1.15	HOLD
MTRN	Nonferrous Metal Processing	LONG	29.01	1.12	HOLD
BYI		LONG	70.30	-3.13	HOLD
C	Banks - NEC	SHORT	51.17	0.75	HOLD
CEC	Food Retail & Distribution - NEC	LONG	45.98	1.12	HOLD
CEF	Investment Trusts	SHORT	13.88	0.36	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.38	0.06	HOLD
ESI	Educational Services	LONG	39.00	-0.64	HOLD
GG	Integrated Mining	SHORT	24.19	0.08	HOLD
GPI	New Car Dealers	LONG	66.05	-0.02	HOLD
HSBC		SHORT	56.00	-0.16	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.52	-0.42	HOLD
KMR	Natural Gas Pipeline	SHORT	75.01	-1.11	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.93	-0.74	HOLD
KRNY	Commercial Banks	SHORT	10.34	-1.90	HOLD
MT	Steel - NEC	SHORT	16.80	0.60	HOLD
MYE	Plastic Container & Packaging	LONG	19.54	-1.81	HOLD
NJR	Natural Gas Distribution	LONG	45.79	-0.26	HOLD
NP	Paper Mills & Products	LONG	39.52	-2.78	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.17	-1.93	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.59	-0.31	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.51	0.09	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.24	-1.46	HOLD
PSA	Self-Storage REITs	SHORT	156.95	-1.60	HOLD
ROMA	Banks - NEC	SHORT	19.56	-0.36	HOLD
SCSS	Furniture	LONG	19.66	-1.11	HOLD
SHLM	Commodity Chemicals - NEC	LONG	34.06	-0.09	HOLD
SLV	Investment Trusts	SHORT	19.61	-0.28	HOLD
STC	Property Insurance	LONG	29.75	1.26	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.12	-1.07	HOLD
TFSL	Banks - NEC	SHORT	11.82	-0.67	HOLD
TG	Plastic Container & Packaging	LONG	24.63	-1.04	HOLD
TKC	Wireless Telecom	SHORT	15.06	-0.66	HOLD
TMP	Banks - NEC	SHORT	48.37	0.39	HOLD
TS	Construction & Engineering - NEC	SHORT	45.01	-1.92	HOLD
V	Business Support Services - NEC	SHORT	197.39	-1.26	HOLD
VALE	Steel - NEC	SHORT	15.69	-1.75	HOLD
VIP	Wireless Telecom	SHORT	12.30	-0.81	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.69
SHORTS				-0.63
TOTAL				-0.05
S&P 500				-0.21
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	38.52	25.04	-39.49	0.51	0.32
S&P 500	43.21	5.30	-18.61	2.66	0.76