27-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.99	-0.72	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.04	0.83	HOLD
ALJ	Petroleum Refining	LONG	13.92	5.14	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.09	-0.06	HOLD
AVA	Multiline Utilities - NEC	LONG	27.20	0.07	HOLD
AVD	Agricultural Chemicals - NEC	LONG	28.49	3.22	HOLD
BAC	Banks - NEC	SHORT	15.83	-0.31	HOLD
BHP	Integrated Mining	SHORT	67.83	-0.88	HOLD
BLT	Integrated Mining	LONG	14.51	0.55	HOLD
BPOP	Banks - NEC	SHORT	28.24	0.46	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.03	-0.07	HOLD
BYI		LONG	73.86	3.43	HOLD
C	Banks - NEC	SHORT	53.05	0.08	HOLD
CEC	Food Retail & Distribution - NEC	LONG	47.75	0.10	HOLD
CEF	Investment Trusts	SHORT	13.39	0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.55	0.61	HOLD
ESI	Educational Services	LONG	38.95	0.49	HOLD
GG	Integrated Mining	SHORT	22.32	-0.13	HOLD
GPI	New Car Dealers	LONG	68.39	0.69	HOLD
HSBC	Commercial Banks	SHORT	55.99	0.18	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.16	0.79	HOLD
KMR	Natural Gas Pipeline	SHORT	76.43	0.57	COVER
KOP	Commodity Chemicals - NEC	LONG	47.23	0.79	HOLD
KRNY	Commercial Banks	SHORT	10.49	0.29	HOLD
MT	Steel - NEC	SHORT	16.96	1.68	HOLD
MYE	Plastic Container & Packaging	LONG	20.32	1.30	HOLD
NJR	Natural Gas Distribution	LONG	45.80	0.97	HOLD
NP	Paper Mills & Products	LONG	42.01	2.14	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.96	-2.37	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.84	0.46	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.62	-0.83	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.05	0.48	HOLD
PSA	Self-Storage REITs	SHORT	154.19	1.01	HOLD
ROMA	Banks - NEC	SHORT	19.90	0.91	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.33	0.73	HOLD
SCSS	Furniture	LONG	21.01	0.05	HOLD
SLV	Investment Trusts	SHORT	18.96	-0.89	HOLD
STC	Property Insurance	LONG	32.00	0.03	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.93	1.53	HOLD
TFSL	Banks - NEC	SHORT	11.85	1.02	HOLD
TG	Plastic Container & Packaging	LONG	25.95	2.49	HOLD
TKC	Wireless Telecom	SHORT	15.16	0.80	HOLD
TMP	Banks - NEC	SHORT	50.00	1.58	HOLD
TS	Construction & Engineering - NEC	SHORT	44.24	0.55	HOLD
V	Business Support Services - NEC	SHORT	203.99	0.23	HOLD
VALE	Steel - NEC	SHORT	14.76	0.27	HOLD
VIP	Wireless Telecom	SHORT	12.18	0.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	63.35	-0.55	SHORT
TODAY SUMMARY				GAINS(%)
LONGS				1.03
SHORTS				0.31
TOTAL				0.71
S&P 500				0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1.78	12.73	-39.61	0.05	0.02
S&P 500	44.87	5.28	-18.61	2.73	0.77