25-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.99	0.73	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.03	-0.82	HOLD
ALJ	Petroleum Refining	LONG	12.99	-0.08	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.41	1.16	HOLD
AVA	Multiline Utilities - NEC	LONG	27.20	-0.80	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.47	-0.87	HOLD
BAC	Banks - NEC	SHORT	15.81	1.09	HOLD
BHP	Integrated Mining	SHORT	69.03	-0.01	HOLD
BLT	Integrated Mining	LONG	14.35	-0.35	HOLD
BPOP	Banks - NEC	SHORT	27.99	0.29	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.48	-0.52	HOLD
BYI		LONG	72.23	0.65	HOLD
C	Banks - NEC	SHORT	53.29	1.68	HOLD
CEC	Food Retail & Distribution - NEC	LONG	47.57	-0.19	HOLD
CEF	Investment Trusts	SHORT	13.45	-0.07	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.87	0.96	HOLD
ESI	Educational Services	LONG	38.54	-0.98	HOLD
GG	Integrated Mining	SHORT	22.93	-0.82	HOLD
GPI	New Car Dealers	LONG	67.78	1.88	HOLD
HSBC	Commercial Banks	SHORT	55.85	-0.32	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.89	0.29	HOLD
KMR	Natural Gas Pipeline	SHORT	76.31	0.59	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.59	-0.85	HOLD
KRNY	Commercial Banks	SHORT	10.50	0.00	HOLD
MT	Steel - NEC	SHORT	16.74	-1.18	HOLD
MYE	Plastic Container & Packaging	LONG	19.95	-0.20	HOLD
NJR	Natural Gas Distribution	LONG	45.78	0.84	HOLD
NP	Paper Mills & Products	LONG	39.51	-1.52	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.82	-4.37	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.47	0.47	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.53	-0.23	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.27	-1.56	HOLD
PSA	Self-Storage REITs	SHORT	153.71	-0.74	HOLD
ROMA	Banks - NEC	SHORT	19.87	0.61	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.10	0.87	BUY
SCSS	Furniture	LONG	20.56	-0.44	HOLD
SHLM	Commodity Chemicals - NEC	LONG	33.97	0.41	SELL
SLV	Investment Trusts	SHORT	19.29	0.84	HOLD
STC	Property Insurance	LONG	31.19	0.61	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.84	-1.09	HOLD
TFSL	Banks - NEC	SHORT	11.79	-0.34	HOLD
TG	Plastic Container & Packaging	LONG	25.07	-1.72	HOLD
TKC	Wireless Telecom	SHORT	15.22	-0.26	HOLD
TMP	Banks - NEC	SHORT	49.30	0.14	HOLD
TS	Construction & Engineering - NEC	SHORT	44.38	-1.42	HOLD
V	Business Support Services - NEC	SHORT	201.93	-0.09	HOLD
VALE	Steel - NEC	SHORT	15.15	-2.01	HOLD
VIP	Wireless Telecom	SHORT	12.01	-2.99	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.45
SHORTS				-0.14
TOTAL				-0.31
S&P 500				-0.05
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.17	12.44	-39.61	-0.01	-0.00
S&P 500	44.55	5.28	-18.61	2.72	0.77