04-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.64	1.07	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.99	-0.66	HOLD
ALJ	Petroleum Refining	LONG	13.79	-0.29	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.66	0.92	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.25	0.76	HOLD
AVA	Multiline Utilities - NEC	LONG	27.09	0.33	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.04	-0.18	HOLD
BAC	Banks - NEC	SHORT	15.63	0.58	HOLD
BHP	Integrated Mining	SHORT	67.05	0.75	HOLD
BLT	Integrated Mining	LONG	14.35	0.63	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.31	0.19	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.80	0.90	HOLD
CEF	Investment Trusts	SHORT	13.51	2.50	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.82	-1.00	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.28	-0.95	HOLD
ESI	Educational Services	LONG	37.16	-1.48	HOLD
GG	Integrated Mining	SHORT	21.49	2.72	HOLD
GPI	New Car Dealers	LONG	67.76	0.12	HOLD
HSBC	Commercial Banks	SHORT	54.37	-1.31	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.99	-0.33	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.61	-0.30	HOLD
KRNY	Commercial Banks	SHORT	10.21	-1.26	HOLD
MT	Steel - NEC	SHORT	17.07	1.07	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.87	-0.90	HOLD
MYE	Plastic Container & Packaging	LONG	20.23	1.00	HOLD
NJR	Natural Gas Distribution	LONG	44.27	-1.84	HOLD
NP	Paper Mills & Products	LONG	40.84	-0.83	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.11	0.08	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.48	-0.85	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.05	-0.61	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.00	0.48	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.36	-5.43	BUY
PSA	Self-Storage REITs	SHORT	151.93	1.00	HOLD
ROMA	Banks - NEC	SHORT	20.74	-0.19	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.27	1.13	HOLD
SCSS	Furniture	LONG	20.35	-0.10	HOLD
SLV	Investment Trusts	SHORT	18.99	3.09	HOLD
STC	Property Insurance	LONG	31.61	1.02	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.60	-0.51	SELL
TFSL	Banks - NEC	SHORT	11.63	-0.09	HOLD
TG	Plastic Container & Packaging	LONG	25.03	0.08	HOLD
TKC	Wireless Telecom	SHORT	14.64	-2.33	HOLD
TMP	Banks - NEC	SHORT	48.77	-1.16	HOLD
TS	Construction & Engineering - NEC	SHORT	43.20	-1.37	HOLD
V	Business Support Services - NEC	SHORT	202.74	0.49	HOLD
VALE	Steel - NEC	SHORT	14.91	0.40	HOLD
VIP	Wireless Telecom	SHORT	12.06	-2.43	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.31	-0.35	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.11
SHORTS				0.10
TOTAL				-0.21
S&P 500				-0.04
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.11	12.42	-39.63	-0.03	-0.01
S&P 500	43.71	5.41	-18.61	2.59	0.75