22-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.83	1.58	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.08	0.00	HOLD
ALJ	Petroleum Refining	LONG	13.00	0.62	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.21	-0.80	HOLD
AVA	Multiline Utilities - NEC	LONG	27.42	-0.69	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.71	-0.11	HOLD
BAC	Banks - NEC	SHORT	15.64	0.32	HOLD
BHP	Integrated Mining	SHORT	69.04	-0.78	HOLD
BLT	Integrated Mining	LONG	14.40	0.07	HOLD
BPOP	Banks - NEC	SHORT	27.91	-0.04	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.63	-0.31	HOLD
BYI		LONG	71.76	0.13	HOLD
C	Banks - NEC	SHORT	52.41	1.31	HOLD
CEC	Food Retail & Distribution - NEC	LONG	47.66	2.43	HOLD
CEF	Investment Trusts	SHORT	13.46	-0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.52	0.38	HOLD
ESI	Educational Services	LONG	38.92	1.25	HOLD
GG	Integrated Mining	SHORT	23.12	-0.82	HOLD
GPI	New Car Dealers	LONG	66.53	-0.17	HOLD
HSBC		SHORT	56.02	-0.55	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.82	0.29	HOLD
KMR	Natural Gas Pipeline	SHORT	75.86	0.17	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.99	0.06	HOLD
KRNY	Commercial Banks	SHORT	10.50	0.10	HOLD
MT	Steel - NEC	SHORT	16.94	0.41	HOLD
MYE	Plastic Container & Packaging	LONG	19.99	0.35	HOLD
NJR	Natural Gas Distribution	LONG	45.40	-0.92	HOLD
NP	Paper Mills & Products	LONG	40.12	0.96	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.36	1.56	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.36	2.05	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.71	0.68	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.67	-1.53	HOLD
PSA	Self-Storage REITs	SHORT	154.86	0.08	HOLD
ROMA	Banks - NEC	SHORT	19.75	-0.05	HOLD
SCSS	Furniture	LONG	20.65	1.47	HOLD
SHLM	Commodity Chemicals - NEC	LONG	33.83	-0.73	HOLD
SLV	Investment Trusts	SHORT	19.13	-0.57	HOLD
STC	Property Insurance	LONG	31.00	-0.83	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.97	1.10	HOLD
TFSL	Banks - NEC	SHORT	11.83	0.00	HOLD
TG	Plastic Container & Packaging	LONG	25.51	1.67	HOLD
TKC	Wireless Telecom	SHORT	15.26	2.28	HOLD
TMP	Banks - NEC	SHORT	49.23	-1.28	HOLD
TS	Construction & Engineering - NEC	SHORT	45.02	0.04	HOLD
V	Business Support Services - NEC	SHORT	202.12	0.25	HOLD
VALE	Steel - NEC	SHORT	15.46	1.58	HOLD
VIP	Wireless Telecom	SHORT	12.38	1.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.45
SHORTS				0.17
TOTAL				0.28
S&P 500				0.48
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-4.51	11.84	-39.60	-0.14	-0.04
S&P 500	44.59	5.26	-18.61	2.74	0.77