18-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.40	0.90	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.52	1.56	HOLD
ALJ	Petroleum Refining	LONG	15.24	1.87	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	63.00	3.18	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.18	0.70	HOLD
AVA	Multiline Utilities - NEC	LONG	28.03	1.41	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.86	-9.45	HOLD
BAC	Banks - NEC	SHORT	15.69	3.36	HOLD
BHP	Integrated Mining	SHORT	64.70	1.52	HOLD
BLT	Integrated Mining	LONG	13.94	1.38	HOLD
BYI	Games, Toys & Children Vehicles	LONG	75.99	2.00	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.99	0.14	HOLD
CEF	Investment Trusts	SHORT	13.39	-1.25	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.57	1.19	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.18	1.99	HOLD
ESI	Educational Services	LONG	33.42	1.80	HOLD
GG	Integrated Mining	SHORT	21.14	-0.66	HOLD
GPI	New Car Dealers	LONG	70.18	1.27	HOLD
HSBC	Commercial Banks	SHORT	54.02	1.91	HOLD
HEES	Consumer Goods Rental	LONG	28.61	0.70	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.42	1.62	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.99	1.21	HOLD
KRNY	Commercial Banks	SHORT	10.75	2.87	HOLD
MT	Steel - NEC	SHORT	16.54	1.91	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.95	-3.72	HOLD
MYE	Plastic Container & Packaging	LONG	20.04	2.40	HOLD
NJR	Natural Gas Distribution	LONG	44.93	2.02	HOLD
NP	Paper Mills & Products	LONG	43.49	2.23	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.17	-2.57	HOLD
NVS	Pharmaceuticals - NEC	SHORT	77.53	1.10	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.97	2.94	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.38	3.84	HOLD
PSA	Self-Storage REITs	SHORT	152.15	1.76	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.10	0.37	HOLD
SCSS	Furniture	LONG	21.27	3.50	HOLD
SLV	Investment Trusts	SHORT	19.09	-0.26	HOLD
STC	Property Insurance	LONG	30.70	1.66	HOLD
TFSL	Banks - NEC	SHORT	11.87	0.25	HOLD
TKC	Wireless Telecom	SHORT	14.68	2.59	HOLD
TMP	Banks - NEC	SHORT	49.39	0.59	HOLD
TS	Construction & Engineering - NEC	SHORT	43.41	1.78	HOLD
V	Business Support Services - NEC	SHORT	215.35	0.98	HOLD
VALE	Steel - NEC	SHORT	14.85	0.88	HOLD
VIP	Wireless Telecom	SHORT	12.34	0.00	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	58.83	1.10	HOLD
WNC	Heavy Trucks	LONG	12.14	1.68	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.96
SHORTS				1.05
TOTAL				-0.09
S&P 500				1.67
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.22	12.47	-39.65	-0.04	-0.01
S&P 500	45.29	5.40	-18.61	2.63	0.76