21-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.49	-0.32	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.08	2.53	HOLD
ALJ	Petroleum Refining	LONG	12.92	1.89	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.35	0.87	HOLD
AVA	Multiline Utilities - NEC	LONG	27.61	0.66	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.74	1.76	HOLD
BAC	Banks - NEC	SHORT	15.59	2.97	HOLD
BHP	Integrated Mining	SHORT	69.58	-0.87	HOLD
BLT	Integrated Mining	LONG	14.39	1.27	HOLD
BPOP	Banks - NEC	SHORT	27.92	1.01	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.72	1.09	HOLD
BYI		LONG	71.67	2.99	HOLD
C	Banks - NEC	SHORT	51.73	1.89	HOLD
CEC	Food Retail & Distribution - NEC	LONG	46.53	1.06	HOLD
CEF	Investment Trusts	SHORT	13.48	0.00	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.38	0.47	HOLD
ESI	Educational Services	LONG	38.44	1.72	HOLD
GG	Integrated Mining	SHORT	23.31	-0.72	HOLD
GPI	New Car Dealers	LONG	66.64	1.63	HOLD
HSBC		SHORT	56.33	0.54	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.75	0.85	HOLD
KMR	Natural Gas Pipeline	SHORT	75.73	1.03	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.96	0.82	HOLD
KRNY	Commercial Banks	SHORT	10.49	0.00	HOLD
MT	Steel - NEC	SHORT	16.87	0.30	HOLD
MYE	Plastic Container & Packaging	LONG	19.92	2.52	HOLD
NJR	Natural Gas Distribution	LONG	45.82	1.24	HOLD
NP	Paper Mills & Products	LONG	39.74	1.27	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.17	1.16	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.89	1.82	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.17	1.11	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.07	0.19	HOLD
PSA	Self-Storage REITs	SHORT	154.73	0.12	HOLD
ROMA	Banks - NEC	SHORT	19.76	0.92	HOLD
SCSS	Furniture	LONG	20.35	2.47	HOLD
SHLM	Commodity Chemicals - NEC	LONG	34.08	0.68	HOLD
SLV	Investment Trusts	SHORT	19.25	0.55	HOLD
STC	Property Insurance	LONG	31.26	3.24	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.84	5.81	HOLD
TFSL	Banks - NEC	SHORT	11.83	0.25	HOLD
TG	Plastic Container & Packaging	LONG	25.09	2.07	HOLD
TKC	Wireless Telecom	SHORT	14.92	-1.00	HOLD
TMP	Banks - NEC	SHORT	49.87	1.78	HOLD
TS	Construction & Engineering - NEC	SHORT	45.00	-0.18	HOLD
V	Business Support Services - NEC	SHORT	201.61	1.76	HOLD
VALE	Steel - NEC	SHORT	15.22	-1.30	HOLD
VIP	Wireless Telecom	SHORT	12.19	1.16	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.80
SHORTS				0.51
TOTAL				1.29
S&P 500				0.81
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	40.05	25.38	-39.63	0.52	0.33
S&P 500	43.91	5.28	-18.61	2.69	0.76