13-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.47	-0.92	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.21	0.81	HOLD
ALJ	Petroleum Refining	LONG	14.60	0.00	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	59.15	-1.07	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	16.76	0.63	HOLD
AVA	Multiline Utilities - NEC	LONG	27.32	0.39	HOLD
AVD	Agricultural Chemicals - NEC	LONG	25.92	-1.29	HOLD
BAC	Banks - NEC	SHORT	15.20	-0.33	HOLD
BHP	Integrated Mining	SHORT	63.74	-0.33	HOLD
BLT	Integrated Mining	LONG	13.74	-0.58	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.89	0.23	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.57	1.00	HOLD
CEF	Investment Trusts	SHORT	13.51	0.45	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.68	1.31	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.10	-0.14	HOLD
ESI	Educational Services	LONG	32.68	-1.68	HOLD
GG	Integrated Mining	SHORT	21.06	-0.33	HOLD
GPI	New Car Dealers	LONG	68.97	-0.14	HOLD
HSBC	Commercial Banks	SHORT	53.06	-0.08	HOLD
HEES	Consumer Goods Rental	LONG	28.32	2.94	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.71	0.25	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.90	0.51	HOLD
KRNY	Commercial Banks	SHORT	10.41	1.56	HOLD
MT	Steel - NEC	SHORT	16.47	0.73	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.27	2.05	HOLD
MYE	Plastic Container & Packaging	LONG	19.50	0.31	HOLD
NJR	Natural Gas Distribution	LONG	43.72	-0.48	HOLD
NP	Paper Mills & Products	LONG	41.45	2.27	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.45	-0.26	HOLD
NVS	Pharmaceuticals - NEC	SHORT	76.84	0.27	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.48	2.25	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.07	-2.12	HOLD
PSA	Self-Storage REITs	SHORT	149.58	-0.09	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.00	0.88	HOLD
SCSS	Furniture	LONG	20.05	0.30	HOLD
SLV	Investment Trusts	SHORT	18.96	0.80	HOLD
STC	Property Insurance	LONG	30.20	0.00	HOLD
TFSL	Banks - NEC	SHORT	11.61	-0.09	HOLD
TKC	Wireless Telecom	SHORT	14.75	0.41	HOLD
TMP	Banks - NEC	SHORT	48.53	-0.53	HOLD
TS	Construction & Engineering - NEC	SHORT	42.67	0.09	HOLD
V	Business Support Services - NEC	SHORT	207.36	1.93	HOLD
VALE	Steel - NEC	SHORT	14.66	-0.81	HOLD
VIP	Wireless Telecom	SHORT	12.13	0.41	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.29	-1.53	HOLD
WNC	Heavy Trucks	LONG	11.60	1.18	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.19
SHORTS				0.27
TOTAL				-0.08
S&P 500				-0.03
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	44.84	25.89	-39.65	0.55	0.36
S&P 500	42.44	5.62	-18.61	2.40	0.72