02-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.78	2.66	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.94	-1.33	HOLD
ALJ	Petroleum Refining	LONG	14.26	3.33	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.93	1.19	SHORT
ATVI	Toys & Juvenile Products - NEC	SHORT	17.33	0.70	HOLD
AVA	Multiline Utilities - NEC	LONG	26.99	-0.95	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.99	-2.58	HOLD
BAC	Banks - NEC	SHORT	15.73	-0.57	HOLD
BHP	Integrated Mining	SHORT	66.91	-1.92	HOLD
BLT	Integrated Mining	LONG	14.22	-1.86	HOLD
BPOP	Banks - NEC	SHORT	27.83	-2.62	COVER
MTRN	Nonferrous Metal Processing	LONG	27.92	-2.92	SELL
BYI	Games, Toys & Children Vehicles	LONG	74.47	-0.13	HOLD
C	Banks - NEC	SHORT	52.62	-0.57	COVER
CEC	Food Retail & Distribution - NEC	LONG	45.52	-5.07	HOLD
CEF	Investment Trusts	SHORT	13.16	-3.24	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.30	-0.58	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.30	1.39	BUY
ESI	Educational Services	LONG	38.36	-1.62	HOLD
GG	Integrated Mining	SHORT	21.36	-4.90	HOLD
GPI	New Car Dealers	LONG	67.36	-1.59	HOLD
HSBC	Commercial Banks	SHORT	55.55	-0.98	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.52	-2.28	HOLD
KOP	Commodity Chemicals - NEC	LONG	47.20	-0.38	HOLD
KRNY	Commercial Banks	SHORT	10.27	-1.63	HOLD
MT	Steel - NEC	SHORT	17.29	0.70	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.90	-1.69	SHORT
MYE	Plastic Container & Packaging	LONG	19.65	-2.92	HOLD
NJR	Natural Gas Distribution	LONG	44.62	-2.34	HOLD
NP	Paper Mills & Products	LONG	41.24	-1.79	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.14	0.66	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.37	1.25	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.21	0.11	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	24.88	-0.88	HOLD
PSA	Self-Storage REITs	SHORT	152.80	0.07	HOLD
ROMA	Banks - NEC	SHORT	19.31	-2.72	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.16	-2.36	HOLD
SCSS	Furniture	LONG	20.80	-1.47	HOLD
SLV	Investment Trusts	SHORT	18.45	-4.11	HOLD
STC	Property Insurance	LONG	31.39	-1.48	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.43	-3.30	HOLD
TFSL	Banks - NEC	SHORT	11.61	-0.94	HOLD
TG	Plastic Container & Packaging	LONG	25.28	-3.44	HOLD
TKC	Wireless Telecom	SHORT	15.17	-0.98	HOLD
TMP	Banks - NEC	SHORT	49.40	-1.40	HOLD
TS	Construction & Engineering - NEC	SHORT	43.90	-2.03	HOLD
V	Business Support Services - NEC	SHORT	205.13	0.82	HOLD
VALE	Steel - NEC	SHORT	14.89	-2.81	HOLD
VIP	Wireless Telecom	SHORT	12.24	-0.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	63.41	-0.42	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.47
SHORTS				-1.19
TOTAL				-0.28
S&P 500				-0.26
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.99	12.42	-39.63	-0.03	-0.01
S&P 500	44.40	5.34	-18.61	2.67	0.77