20-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.50	0.28	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.12	-0.33	HOLD
ALJ	Petroleum Refining	LONG	15.41	2.53	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	66.44	7.16	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.87	1.19	HOLD
AVA	Multiline Utilities - NEC	LONG	28.34	1.83	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.70	0.72	HOLD
BAC	Banks - NEC	SHORT	15.60	-0.95	HOLD
BHP	Integrated Mining	SHORT	65.99	1.46	HOLD
BLT	Integrated Mining	LONG	14.35	1.77	HOLD
BYI	Games, Toys & Children Vehicles	LONG	76.01	2.26	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.00	0.80	HOLD
CEF	Investment Trusts	SHORT	13.22	2.16	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	39.48	3.54	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.20	1.12	HOLD
ESI	Educational Services	LONG	35.04	6.02	HOLD
GG	Integrated Mining	SHORT	20.92	0.38	HOLD
GPI	New Car Dealers	LONG	70.18	-0.45	HOLD
HSBC	Commercial Banks	SHORT	53.53	-0.09	HOLD
HEES	Consumer Goods Rental	LONG	29.37	4.11	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.38	4.62	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.45	1.66	HOLD
KRNY	Commercial Banks	SHORT	11.04	2.03	HOLD
MT	Steel - NEC	SHORT	16.84	0.36	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.42	0.54	HOLD
MYE	Plastic Container & Packaging	LONG	21.07	5.46	HOLD
NJR	Natural Gas Distribution	LONG	45.92	3.28	HOLD
NP	Paper Mills & Products	LONG	43.75	2.51	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.20	1.31	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.32	-0.32	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.45	1.55	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.31	0.85	HOLD
PSA	Self-Storage REITs	SHORT	151.82	0.44	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.66	0.82	HOLD
SCSS	Furniture	LONG	20.91	-0.67	HOLD
SLV	Investment Trusts	SHORT	18.62	0.70	HOLD
STC	Property Insurance	LONG	30.87	1.91	HOLD
TFSL	Banks - NEC	SHORT	12.06	1.69	HOLD
TKC	Wireless Telecom	SHORT	14.17	-2.48	HOLD
TMP	Banks - NEC	SHORT	50.09	2.92	HOLD
TS	Construction & Engineering - NEC	SHORT	43.07	-1.78	HOLD
V	Business Support Services - NEC	SHORT	215.97	-0.05	HOLD
VALE	Steel - NEC	SHORT	14.43	-2.57	HOLD
VIP	Wireless Telecom	SHORT	12.30	0.49	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.15	1.13	HOLD
WNC	Heavy Trucks	LONG	12.00	0.59	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.73
SHORTS				0.94
TOTAL				0.79
S&P 500				0.02
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	181532622.64	61496533.89	-18.31	0.00	906.48
S&P 500	45.19	5.43	-18.61	2.61	0.76