03-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.40	-1.67	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.03	1.52	HOLD
ALJ	Petroleum Refining	LONG	13.83	-3.02	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.10	-1.34	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.12	-1.21	HOLD
AVA	Multiline Utilities - NEC	LONG	27.00	0.04	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.09	-3.22	HOLD
BAC	Banks - NEC	SHORT	15.54	-1.21	HOLD
BHP	Integrated Mining	SHORT	66.55	-0.54	HOLD
BLT	Integrated Mining	LONG	14.26	0.28	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.17	-0.40	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.40	-2.46	HOLD
CEF	Investment Trusts	SHORT	13.18	0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.18	-0.33	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.35	0.68	HOLD
ESI	Educational Services	LONG	37.72	-1.67	HOLD
GG	Integrated Mining	SHORT	20.92	-2.06	HOLD
GPI	New Car Dealers	LONG	67.68	0.48	HOLD
HSBC	Commercial Banks	SHORT	55.09	-0.83	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.07	2.34	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.75	-0.95	HOLD
KRNY	Commercial Banks	SHORT	10.34	0.68	HOLD
MT	Steel - NEC	SHORT	16.89	-2.31	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.48	-0.62	HOLD
MYE	Plastic Container & Packaging	LONG	20.03	1.93	HOLD
NJR	Natural Gas Distribution	LONG	45.12	1.12	HOLD
NP	Paper Mills & Products	LONG	41.18	-0.15	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.10	-0.33	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.69	1.31	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.53	-0.86	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	24.88	0.00	HOLD
PSA	Self-Storage REITs	SHORT	150.42	-1.56	HOLD
ROMA	Banks - NEC	SHORT	20.78	7.61	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.01	-0.65	HOLD
SCSS	Furniture	LONG	20.37	-2.07	HOLD
SLV	Investment Trusts	SHORT	18.42	-0.22	HOLD
STC	Property Insurance	LONG	31.29	-0.32	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.66	2.01	HOLD
TFSL	Banks - NEC	SHORT	11.64	0.26	HOLD
TG	Plastic Container & Packaging	LONG	25.01	-1.07	HOLD
TKC	Wireless Telecom	SHORT	14.99	-1.19	HOLD
TMP	Banks - NEC	SHORT	49.34	-0.12	HOLD
TS	Construction & Engineering - NEC	SHORT	43.80	-0.23	HOLD
V	Business Support Services - NEC	SHORT	201.75	-1.65	HOLD
VALE	Steel - NEC	SHORT	14.85	-0.27	HOLD
VIP	Wireless Telecom	SHORT	12.36	0.98	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.52	-4.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.31
SHORTS				-0.41
TOTAL				0.10
S&P 500				-0.39
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.89	12.44	-39.63	-0.03	-0.01
S&P 500	43.83	5.39	-18.61	2.61	0.76