23-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.50	0.00	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.37	4.08	HOLD
ALJ	Petroleum Refining	LONG	15.87	2.99	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	65.73	-1.07	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	18.15	1.57	HOLD
AVA	Multiline Utilities - NEC	LONG	28.03	-1.09	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.22	-2.03	HOLD
BAC	Banks - NEC	SHORT	15.69	0.58	HOLD
BHP	Integrated Mining	SHORT	66.31	0.48	HOLD
BLT	Integrated Mining	LONG	14.40	0.35	HOLD
BYI	Games, Toys & Children Vehicles	LONG	76.98	1.28	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.84	-0.36	HOLD
CEF	Investment Trusts	SHORT	13.22	0.00	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.18	1.77	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.30	1.39	HOLD
ESI	Educational Services	LONG	34.48	-1.60	HOLD
GG	Integrated Mining	SHORT	20.93	0.05	HOLD
GPI	New Car Dealers	LONG	70.74	0.80	HOLD
HSBC	Commercial Banks	SHORT	54.16	1.18	HOLD
HEES	Consumer Goods Rental	LONG	29.35	-0.07	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.62	0.95	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.73	0.60	HOLD
KRNY	Commercial Banks	SHORT	11.33	2.63	HOLD
MT	Steel - NEC	SHORT	17.03	1.13	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.79	2.16	HOLD
MYE	Plastic Container & Packaging	LONG	21.43	1.71	HOLD
NJR	Natural Gas Distribution	LONG	45.45	-1.02	HOLD
NP	Paper Mills & Products	LONG	43.91	0.37	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.95	-1.08	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.66	0.43	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.24	-0.77	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.45	1.68	HOLD
PSA	Self-Storage REITs	SHORT	151.55	-0.18	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.69	0.12	HOLD
SCSS	Furniture	LONG	21.78	4.16	HOLD
SLV	Investment Trusts	SHORT	18.73	0.59	HOLD
STC	Property Insurance	LONG	31.35	1.55	HOLD
TFSL	Banks - NEC	SHORT	12.18	1.00	HOLD
TKC	Wireless Telecom	SHORT	14.01	-1.13	HOLD
TMP	Banks - NEC	SHORT	51.51	2.83	HOLD
TS	Construction & Engineering - NEC	SHORT	42.85	-0.51	HOLD
V	Business Support Services - NEC	SHORT	218.03	0.95	HOLD
VALE	Steel - NEC	SHORT	14.66	1.59	HOLD
VIP	Wireless Telecom	SHORT	12.63	2.68	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.55	0.66	HOLD
WNC	Heavy Trucks	LONG	12.31	2.58	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.75
SHORTS				0.75
TOTAL				-0.01
S&P 500				0.53
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.35	12.47	-39.65	-0.04	-0.01
S&P 500	46.79	5.34	-18.61	2.73	0.78