19-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.44	0.19	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.14	-5.83	HOLD
ALJ	Petroleum Refining	LONG	15.03	-1.38	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	62.00	-1.59	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.66	2.79	HOLD
AVA	Multiline Utilities - NEC	LONG	27.83	-0.71	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.53	-1.38	HOLD
BAC	Banks - NEC	SHORT	15.75	0.38	HOLD
BHP	Integrated Mining	SHORT	65.04	0.53	HOLD
BLT	Integrated Mining	LONG	14.10	1.15	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.33	-2.18	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.65	-0.77	HOLD
CEF	Investment Trusts	SHORT	12.94	-3.36	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	38.13	4.27	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.12	-0.84	HOLD
ESI	Educational Services	LONG	33.05	-1.11	HOLD
GG	Integrated Mining	SHORT	20.84	-1.42	HOLD
GPI	New Car Dealers	LONG	70.50	0.46	HOLD
HSBC	Commercial Banks	SHORT	53.58	-0.81	HOLD
HEES	Consumer Goods Rental	LONG	28.21	-1.40	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.26	-0.66	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.71	-0.61	HOLD
KRNY	Commercial Banks	SHORT	10.82	0.65	HOLD
MT	Steel - NEC	SHORT	16.78	1.45	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.08	0.21	HOLD
MYE	Plastic Container & Packaging	LONG	19.98	-0.30	HOLD
NJR	Natural Gas Distribution	LONG	44.47	-1.02	HOLD
NP	Paper Mills & Products	LONG	42.68	-1.86	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.90	-1.17	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.57	1.34	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.03	0.22	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.24	-1.67	HOLD
PSA	Self-Storage REITs	SHORT	151.16	-0.65	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.47	1.54	HOLD
SCSS	Furniture	LONG	21.05	-1.03	HOLD
SLV	Investment Trusts	SHORT	18.49	-3.14	HOLD
STC	Property Insurance	LONG	30.29	-1.34	HOLD
TFSL	Banks - NEC	SHORT	11.86	-0.08	HOLD
TKC	Wireless Telecom	SHORT	14.53	-1.02	HOLD
TMP	Banks - NEC	SHORT	48.67	-1.46	HOLD
TS	Construction & Engineering - NEC	SHORT	43.85	1.01	HOLD
V	Business Support Services - NEC	SHORT	216.08	0.34	HOLD
VALE	Steel - NEC	SHORT	14.81	-0.27	HOLD
VIP	Wireless Telecom	SHORT	12.24	-0.81	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.48	1.10	HOLD
WNC	Heavy Trucks	LONG	11.93	-1.73	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.05
SHORTS				-0.03
TOTAL				-1.02
S&P 500				-0.12
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1019013258544.59	368068658050.76	-17.62	0.00	20553.57
S&P 500	45.17	5.42	-18.61	2.61	0.76