20-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.56	0.33	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.93	-1.00	HOLD
ALJ	Petroleum Refining	LONG	12.68	0.56	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.20	1.84	HOLD
AVA	Multiline Utilities - NEC	LONG	27.43	-0.44	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.26	-0.47	HOLD
BAC	Banks - NEC	SHORT	15.14	-0.39	HOLD
BHP	Integrated Mining	SHORT	70.19	-0.79	HOLD
BLT	Integrated Mining	LONG	14.21	1.28	HOLD
BPOP	Banks - NEC	SHORT	27.64	-0.65	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.41	-2.07	HOLD
BYI		LONG	69.59	-1.01	HOLD
C	Banks - NEC	SHORT	50.77	-0.78	HOLD
CEC	Food Retail & Distribution - NEC	LONG	46.04	0.13	HOLD
CEF	Investment Trusts	SHORT	13.48	-2.95	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.21	-0.47	HOLD
ESI	Educational Services	LONG	37.79	-3.10	HOLD
GG	Integrated Mining	SHORT	23.48	-2.94	HOLD
GPI	New Car Dealers	LONG	65.57	-0.73	HOLD
HSBC		SHORT	56.03	0.05	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.55	0.13	HOLD
KMR	Natural Gas Pipeline	SHORT	74.96	-0.07	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.58	-0.75	HOLD
KRNY	Commercial Banks	SHORT	10.49	1.45	HOLD
MT	Steel - NEC	SHORT	16.82	0.12	HOLD
MYE	Plastic Container & Packaging	LONG	19.43	-0.56	HOLD
NJR	Natural Gas Distribution	LONG	45.17	-1.35	HOLD
NP	Paper Mills & Products	LONG	39.24	-0.71	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.03	-1.15	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.48	-0.49	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.30	-0.27	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.02	-0.84	HOLD
PSA	Self-Storage REITs	SHORT	154.55	-1.53	HOLD
ROMA	Banks - NEC	SHORT	19.58	0.10	HOLD
SCSS	Furniture	LONG	19.86	1.02	HOLD
SHLM	Commodity Chemicals - NEC	LONG	33.85	-0.62	HOLD
SLV	Investment Trusts	SHORT	19.12	-2.50	HOLD
STC	Property Insurance	LONG	30.28	1.78	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.19	0.63	HOLD
TFSL	Banks - NEC	SHORT	11.80	-0.17	HOLD
TG	Plastic Container & Packaging	LONG	24.58	-0.20	HOLD
TKC	Wireless Telecom	SHORT	15.07	0.07	HOLD
TMP	Banks - NEC	SHORT	49.00	1.30	HOLD
TS	Construction & Engineering - NEC	SHORT	45.08	0.16	HOLD
V	Business Support Services - NEC	SHORT	198.12	0.37	HOLD
VALE	Steel - NEC	SHORT	15.42	-1.72	HOLD
VIP	Wireless Telecom	SHORT	12.05	-2.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.42
SHORTS				-0.47
TOTAL				0.05
S&P 500				-0.28
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-5.98	11.65	-39.60	-0.19	-0.06
S&P 500	42.79	5.34	-18.61	2.61	0.75