10-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.40	0.22	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.12	-1.29	HOLD
ALJ	Petroleum Refining	LONG	14.69	-1.80	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	60.03	-2.01	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.32	0.12	HOLD
AVA	Multiline Utilities - NEC	LONG	27.16	-1.02	HOLD
AVD	Agricultural Chemicals - NEC	LONG	26.98	-1.53	HOLD
BAC	Banks - NEC	SHORT	15.56	-0.13	HOLD
BHP	Integrated Mining	SHORT	66.81	-0.79	HOLD
BLT	Integrated Mining	LONG	14.17	-0.84	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.88	-1.20	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.34	-0.36	HOLD
CEF	Investment Trusts	SHORT	13.84	2.29	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.60	0.11	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.14	-2.06	HOLD
ESI	Educational Services	LONG	34.46	0.79	HOLD
GG	Integrated Mining	SHORT	21.74	3.18	HOLD
GPI	New Car Dealers	LONG	69.13	-0.40	HOLD
HSBC	Commercial Banks	SHORT	54.01	-0.59	HOLD
HEES	Consumer Goods Rental	LONG	28.36	-0.98	BUY
ISBC	Retail & Mortgage Banks	SHORT	23.84	-0.71	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.48	-0.83	HOLD
KRNY	Commercial Banks	SHORT	10.36	-2.36	HOLD
MT	Steel - NEC	SHORT	16.94	-0.41	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.84	-0.77	HOLD
MYE	Plastic Container & Packaging	LONG	20.58	0.34	HOLD
NJR	Natural Gas Distribution	LONG	44.04	-2.35	HOLD
NP	Paper Mills & Products	LONG	41.71	-1.72	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.55	-1.09	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.01	-0.46	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.96	1.41	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.23	-0.60	HOLD
PSA	Self-Storage REITs	SHORT	154.70	-0.32	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.86	-0.13	HOLD
SCSS	Furniture	LONG	20.88	-0.48	HOLD
SLV	Investment Trusts	SHORT	19.65	2.77	HOLD
STC	Property Insurance	LONG	30.26	-0.33	HOLD
TFSL	Banks - NEC	SHORT	11.53	-1.79	HOLD
TG	Plastic Container & Packaging	LONG	24.38	-3.79	SELL
TKC	Wireless Telecom	SHORT	14.95	0.27	HOLD
TMP	Banks - NEC	SHORT	48.73	-0.81	HOLD
TS	Construction & Engineering - NEC	SHORT	43.25	-2.06	HOLD
V	Business Support Services - NEC	SHORT	199.43	-1.07	HOLD
VALE	Steel - NEC	SHORT	15.33	-0.78	HOLD
VIP	Wireless Telecom	SHORT	12.04	0.67	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.32	1.00	HOLD
WNC	Heavy Trucks	LONG	11.89	-0.92	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.98
SHORTS				-0.12
TOTAL				-0.87
S&P 500				-0.34
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.48	12.40	-39.63	-0.04	-0.01
S&P 500	44.61	5.39	-18.61	2.63	0.76