06-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.15	-1.20	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.08	2.18	HOLD
ALJ	Petroleum Refining	LONG	13.93	4.34	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	62.98	0.00	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.20	2.50	HOLD
AVA	Multiline Utilities - NEC	LONG	27.61	1.92	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.70	0.25	HOLD
BAC	Banks - NEC	SHORT	15.56	0.84	HOLD
BHP	Integrated Mining	SHORT	67.53	1.37	HOLD
BLT	Integrated Mining	LONG	14.39	0.98	HOLD
BYI	Games, Toys & Children Vehicles	LONG	75.38	-0.12	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.78	0.29	HOLD
CEF	Investment Trusts	SHORT	13.34	0.00	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.29	0.54	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.31	0.14	HOLD
ESI	Educational Services	LONG	35.17	-2.01	HOLD
GG	Integrated Mining	SHORT	21.06	1.01	HOLD
GPI	New Car Dealers	LONG	69.49	1.68	HOLD
HSBC	Commercial Banks	SHORT	54.24	0.66	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.38	1.54	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.42	0.85	HOLD
KRNY	Commercial Banks	SHORT	10.56	3.13	HOLD
MT	Steel - NEC	SHORT	16.85	0.24	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.56	-0.52	HOLD
MYE	Plastic Container & Packaging	LONG	20.48	0.54	HOLD
NJR	Natural Gas Distribution	LONG	45.56	3.08	HOLD
NP	Paper Mills & Products	LONG	42.03	1.45	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.47	1.63	SELL
NSIT	IT Services & Consulting - NEC	LONG	25.02	2.29	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.79	1.06	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.01	0.93	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.29	2.35	HOLD
PSA	Self-Storage REITs	SHORT	154.00	1.89	HOLD
ROMA	Banks - NEC	SHORT	21.06	1.54	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.98	1.52	HOLD
SCSS	Furniture	LONG	20.72	-0.24	HOLD
SLV	Investment Trusts	SHORT	18.77	0.43	HOLD
STC	Property Insurance	LONG	30.84	-0.03	HOLD
TFSL	Banks - NEC	SHORT	11.84	1.98	HOLD
TG	Plastic Container & Packaging	LONG	25.94	1.41	HOLD
TKC	Wireless Telecom	SHORT	14.80	2.14	HOLD
TMP	Banks - NEC	SHORT	50.00	2.33	HOLD
TS	Construction & Engineering - NEC	SHORT	43.74	0.99	HOLD
V	Business Support Services - NEC	SHORT	201.87	0.08	HOLD
VALE	Steel - NEC	SHORT	15.25	0.99	HOLD
VIP	Wireless Telecom	SHORT	12.06	2.64	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.88	-0.83	HOLD
WNC	Heavy Trucks	LONG	12.13	1.42	BUY
TODAY SUMMARY				GAINS(%)
LONGS				1.11
SHORTS				1.01
TOTAL				0.10
S&P 500				1.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.35	12.53	-39.63	-0.01	-0.00
S&P 500	44.76	5.36	-18.61	2.66	0.77