05-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.42	-0.97	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.95	-0.67	HOLD
ALJ	Petroleum Refining	LONG	13.35	-3.19	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	62.98	2.14	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	16.78	-2.72	HOLD
AVA	Multiline Utilities - NEC	LONG	27.09	0.00	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.63	2.18	HOLD
BAC	Banks - NEC	SHORT	15.43	-1.28	HOLD
BHP	Integrated Mining	SHORT	66.62	-0.64	HOLD
BLT	Integrated Mining	LONG	14.25	-0.70	HOLD
BYI	Games, Toys & Children Vehicles	LONG	75.47	1.56	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.65	-0.33	HOLD
CEF	Investment Trusts	SHORT	13.34	-1.26	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.10	-2.01	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.30	0.27	HOLD
ESI	Educational Services	LONG	35.89	-3.42	HOLD
GG	Integrated Mining	SHORT	20.85	-2.98	HOLD
GPI	New Car Dealers	LONG	68.34	0.86	HOLD
HSBC	Commercial Banks	SHORT	53.88	-0.90	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.01	0.08	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.08	-1.12	HOLD
KRNY	Commercial Banks	SHORT	10.24	0.29	HOLD
MT	Steel - NEC	SHORT	16.81	-1.52	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.90	-1.45	HOLD
MYE	Plastic Container & Packaging	LONG	20.37	0.69	HOLD
NJR	Natural Gas Distribution	LONG	44.20	-0.16	HOLD
NP	Paper Mills & Products	LONG	41.43	1.44	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.27	1.32	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.46	-0.08	HOLD
NVS	Pharmaceuticals - NEC	SHORT	77.96	-0.12	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	24.78	-0.88	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.10	-3.11	HOLD
PSA	Self-Storage REITs	SHORT	151.15	-0.51	HOLD
ROMA	Banks - NEC	SHORT	20.74	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.60	1.48	HOLD
SCSS	Furniture	LONG	20.77	2.06	HOLD
SLV	Investment Trusts	SHORT	18.68	-1.66	HOLD
STC	Property Insurance	LONG	30.85	-2.40	HOLD
TFSL	Banks - NEC	SHORT	11.61	-0.17	HOLD
TG	Plastic Container & Packaging	LONG	25.58	2.20	HOLD
TKC	Wireless Telecom	SHORT	14.49	-1.02	HOLD
TMP	Banks - NEC	SHORT	48.86	0.18	HOLD
TS	Construction & Engineering - NEC	SHORT	43.31	0.25	HOLD
V	Business Support Services - NEC	SHORT	201.71	-0.51	HOLD
VALE	Steel - NEC	SHORT	15.09	1.21	HOLD
VIP	Wireless Telecom	SHORT	11.75	-2.57	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.38	0.12	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.05
SHORTS				-0.73
TOTAL				0.68
S&P 500				-0.41
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	46.48	26.42	-39.63	0.56	0.37
S&P 500	43.17	5.46	-18.61	2.53	0.74