11-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.74	-2.95	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.01	-1.80	HOLD
ALJ	Petroleum Refining	LONG	14.65	-0.27	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	57.13	-4.83	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.01	-1.79	HOLD
AVA	Multiline Utilities - NEC	LONG	26.89	-0.99	HOLD
AVD	Agricultural Chemicals - NEC	LONG	26.57	-1.52	HOLD
BAC	Banks - NEC	SHORT	15.25	-1.99	HOLD
BHP	Integrated Mining	SHORT	65.28	-2.29	HOLD
BLT	Integrated Mining	LONG	14.03	-0.99	HOLD
BYI	Games, Toys & Children Vehicles	LONG	73.77	-1.48	HOLD
CEC	Food Retail & Distribution - NEC	LONG	42.33	-4.53	HOLD
CEF	Investment Trusts	SHORT	13.82	-0.14	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.23	-1.04	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.12	-0.28	HOLD
ESI	Educational Services	LONG	33.55	-2.64	HOLD
GG	Integrated Mining	SHORT	21.21	-2.44	HOLD
GPI	New Car Dealers	LONG	68.97	-0.23	HOLD
HSBC	Commercial Banks	SHORT	53.43	-1.07	HOLD
HEES	Consumer Goods Rental	LONG	27.70	-2.33	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.67	-0.71	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.77	-1.56	HOLD
KRNY	Commercial Banks	SHORT	10.22	-1.35	HOLD
MT	Steel - NEC	SHORT	16.56	-2.24	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.83	-0.02	HOLD
MYE	Plastic Container & Packaging	LONG	19.62	-4.66	HOLD
NJR	Natural Gas Distribution	LONG	43.61	-0.98	HOLD
NP	Paper Mills & Products	LONG	40.78	-2.23	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.80	-3.05	HOLD
NVS	Pharmaceuticals - NEC	SHORT	77.54	-0.60	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.24	-2.77	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.13	-1.22	HOLD
PSA	Self-Storage REITs	SHORT	150.55	-2.68	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.78	-0.34	HOLD
SCSS	Furniture	LONG	20.05	-3.98	HOLD
SLV	Investment Trusts	SHORT	19.56	-0.51	HOLD
STC	Property Insurance	LONG	30.04	-0.73	HOLD
TFSL	Banks - NEC	SHORT	11.48	-0.43	HOLD
TKC	Wireless Telecom	SHORT	14.71	-1.61	HOLD
TMP	Banks - NEC	SHORT	48.07	-1.35	HOLD
TS	Construction & Engineering - NEC	SHORT	42.68	-1.32	HOLD
V	Business Support Services - NEC	SHORT	205.66	3.12	HOLD
VALE	Steel - NEC	SHORT	14.87	-3.00	HOLD
VIP	Wireless Telecom	SHORT	11.99	-0.42	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.10	-0.36	HOLD
WNC	Heavy Trucks	LONG	11.56	-2.78	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.75
SHORTS				-1.34
TOTAL				-0.42
S&P 500				-1.12
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6768609501739.45	2441698164226.25	-17.61	0.00	43527.90
S&P 500	42.95	5.54	-18.61	2.47	0.73