09-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.35	0.90	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.20	1.97	HOLD
ALJ	Petroleum Refining	LONG	14.96	7.39	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.26	-2.73	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.30	0.58	HOLD
AVA	Multiline Utilities - NEC	LONG	27.44	-0.62	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.40	-1.08	HOLD
BAC	Banks - NEC	SHORT	15.58	0.13	HOLD
BHP	Integrated Mining	SHORT	67.34	-0.28	HOLD
BLT	Integrated Mining	LONG	14.29	-0.69	HOLD
BYI	Games, Toys & Children Vehicles	LONG	75.79	0.54	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.50	-0.63	HOLD
CEF	Investment Trusts	SHORT	13.53	1.42	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.56	0.77	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.29	-0.27	HOLD
ESI	Educational Services	LONG	34.19	-2.79	HOLD
GG	Integrated Mining	SHORT	21.07	0.05	HOLD
GPI	New Car Dealers	LONG	69.41	-0.12	HOLD
HSBC	Commercial Banks	SHORT	54.33	0.18	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.01	-1.52	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.86	-1.16	HOLD
KRNY	Commercial Banks	SHORT	10.61	0.47	HOLD
MT	Steel - NEC	SHORT	17.01	0.95	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.34	-0.34	HOLD
MYE	Plastic Container & Packaging	LONG	20.51	0.15	HOLD
NJR	Natural Gas Distribution	LONG	45.10	-1.01	HOLD
NP	Paper Mills & Products	LONG	42.44	0.98	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.82	-0.80	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.37	-0.53	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.60	2.36	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.28	-0.12	HOLD
PSA	Self-Storage REITs	SHORT	155.20	0.78	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.89	-0.38	HOLD
SCSS	Furniture	LONG	20.98	1.25	HOLD
SLV	Investment Trusts	SHORT	19.13	1.97	HOLD
STC	Property Insurance	LONG	30.36	-1.56	HOLD
TFSL	Banks - NEC	SHORT	11.73	-0.89	HOLD
TG	Plastic Container & Packaging	LONG	25.31	-2.43	HOLD
TKC	Wireless Telecom	SHORT	14.90	0.68	HOLD
TMP	Banks - NEC	SHORT	49.40	-1.20	HOLD
TS	Construction & Engineering - NEC	SHORT	44.16	0.96	HOLD
V	Business Support Services - NEC	SHORT	201.59	-0.14	HOLD
VALE	Steel - NEC	SHORT	15.45	1.31	HOLD
VIP	Wireless Telecom	SHORT	11.96	-0.83	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.72	-0.27	HOLD
WNC	Heavy Trucks	LONG	12.00	-1.07	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.11
SHORTS				0.18
TOTAL				-0.29
S&P 500				0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	46.20	26.30	-39.63	0.56	0.37
S&P 500	45.08	5.35	-18.61	2.68	0.77