12-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.67	-0.32	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.16	2.50	HOLD
ALJ	Petroleum Refining	LONG	14.60	-0.34	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	59.79	4.66	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	16.66	-2.06	HOLD
AVA	Multiline Utilities - NEC	LONG	27.21	1.19	HOLD
AVD	Agricultural Chemicals - NEC	LONG	26.26	-1.17	HOLD
BAC	Banks - NEC	SHORT	15.25	0.00	HOLD
BHP	Integrated Mining	SHORT	63.95	-2.04	HOLD
BLT	Integrated Mining	LONG	13.82	-1.50	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.72	1.29	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.14	1.91	HOLD
CEF	Investment Trusts	SHORT	13.44	-2.75	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.22	-0.03	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.11	-0.14	HOLD
ESI	Educational Services	LONG	33.24	-0.92	HOLD
GG	Integrated Mining	SHORT	21.13	-0.38	HOLD
GPI	New Car Dealers	LONG	69.07	0.14	HOLD
HSBC	Commercial Banks	SHORT	53.10	-0.62	HOLD
HEES	Consumer Goods Rental	LONG	27.51	-0.69	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.65	-0.08	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.67	-0.22	HOLD
KRNY	Commercial Banks	SHORT	10.25	0.29	HOLD
MT	Steel - NEC	SHORT	16.35	-1.27	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.96	-1.34	HOLD
MYE	Plastic Container & Packaging	LONG	19.44	-0.92	HOLD
NJR	Natural Gas Distribution	LONG	43.93	0.73	HOLD
NP	Paper Mills & Products	LONG	40.53	-0.61	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.51	-1.22	HOLD
NVS	Pharmaceuticals - NEC	SHORT	76.63	-1.17	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	24.92	-1.27	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.25	1.48	HOLD
PSA	Self-Storage REITs	SHORT	149.71	-0.56	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.79	0.04	HOLD
SCSS	Furniture	LONG	19.99	-0.30	HOLD
SLV	Investment Trusts	SHORT	18.81	-3.79	HOLD
STC	Property Insurance	LONG	30.20	0.53	HOLD
TFSL	Banks - NEC	SHORT	11.62	1.22	HOLD
TKC	Wireless Telecom	SHORT	14.69	-0.14	HOLD
TMP	Banks - NEC	SHORT	48.79	1.50	HOLD
TS	Construction & Engineering - NEC	SHORT	42.63	-0.12	HOLD
V	Business Support Services - NEC	SHORT	203.44	-1.08	HOLD
VALE	Steel - NEC	SHORT	14.78	-0.61	HOLD
VIP	Wireless Telecom	SHORT	12.08	0.75	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.21	0.18	HOLD
WNC	Heavy Trucks	LONG	11.46	-0.87	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.04
SHORTS				-0.42
TOTAL				0.47
S&P 500				-0.33
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6800245919946.46	2443578987068.12	-17.61	0.00	43045.42
S&P 500	42.48	5.60	-18.61	2.41	0.73