17-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.24	-0.69	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.44	0.31	HOLD
ALJ	Petroleum Refining	LONG	14.96	0.00	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.06	0.23	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.07	1.97	HOLD
AVA	Multiline Utilities - NEC	LONG	27.69	0.40	HOLD
AVD	Agricultural Chemicals - NEC	LONG	26.37	-1.09	HOLD
BAC	Banks - NEC	SHORT	15.19	-0.30	HOLD
BHP	Integrated Mining	SHORT	63.72	-0.75	HOLD
BLT	Integrated Mining	LONG	13.81	-1.00	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.51	-1.36	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.95	-0.77	HOLD
CEF	Investment Trusts	SHORT	13.56	-0.29	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.14	0.33	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.04	-1.54	HOLD
ESI	Educational Services	LONG	32.83	-0.39	HOLD
GG	Integrated Mining	SHORT	21.25	-0.70	HOLD
GPI	New Car Dealers	LONG	69.27	0.29	HOLD
HSBC	Commercial Banks	SHORT	53.01	-0.77	HOLD
HEES	Consumer Goods Rental	LONG	28.41	-0.42	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.03	-0.21	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.31	0.24	HOLD
KRNY	Commercial Banks	SHORT	10.49	-0.76	HOLD
MT	Steel - NEC	SHORT	16.23	0.19	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.38	-0.44	HOLD
MYE	Plastic Container & Packaging	LONG	19.56	-2.64	HOLD
NJR	Natural Gas Distribution	LONG	44.04	-0.83	HOLD
NP	Paper Mills & Products	LONG	42.54	0.90	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.77	0.38	HOLD
NVS	Pharmaceuticals - NEC	SHORT	76.75	-0.23	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.20	0.04	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.07	-1.47	HOLD
PSA	Self-Storage REITs	SHORT	149.52	-0.99	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.01	0.08	HOLD
SCSS	Furniture	LONG	20.55	0.34	HOLD
SLV	Investment Trusts	SHORT	19.14	-0.42	HOLD
STC	Property Insurance	LONG	30.19	-0.03	HOLD
TFSL	Banks - NEC	SHORT	11.84	0.00	HOLD
TKC	Wireless Telecom	SHORT	14.31	-3.80	HOLD
TMP	Banks - NEC	SHORT	49.07	-0.65	HOLD
TS	Construction & Engineering - NEC	SHORT	42.72	-2.58	HOLD
V	Business Support Services - NEC	SHORT	213.49	2.76	HOLD
VALE	Steel - NEC	SHORT	14.71	-0.41	HOLD
VIP	Wireless Telecom	SHORT	12.36	0.73	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	58.05	-1.34	HOLD
WNC	Heavy Trucks	LONG	11.94	1.53	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.32
SHORTS				-0.35
TOTAL				0.03
S&P 500				-0.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4637101625846.25	1662199706924.60	-17.62	0.00	36122.83
S&P 500	42.96	5.59	-18.61	2.43	0.73