26-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.48	0.51	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.39	1.11	HOLD
ALJ	Petroleum Refining	LONG	16.18	1.57	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	66.91	1.07	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	18.08	-0.50	HOLD
AVA	Multiline Utilities - NEC	LONG	28.08	-0.21	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.99	1.83	HOLD
BAC	Banks - NEC	SHORT	15.65	-0.32	HOLD
BHP	Integrated Mining	SHORT	66.78	-0.42	HOLD
BLT	Integrated Mining	LONG	14.36	0.14	HOLD
BYI	Games, Toys & Children Vehicles	LONG	77.25	-0.76	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.15	-0.34	HOLD
CEF	Investment Trusts	SHORT	13.53	2.66	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.53	0.40	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.37	-0.41	HOLD
ESI	Educational Services	LONG	34.98	-0.37	HOLD
GG	Integrated Mining	SHORT	21.50	-0.32	HOLD
GPI	New Car Dealers	LONG	71.14	0.30	HOLD
HSBC	Commercial Banks	SHORT	54.59	0.09	HOLD
HEES	Consumer Goods Rental	LONG	30.28	4.27	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.53	0.59	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.85	0.49	HOLD
KRNY	Commercial Banks	SHORT	11.33	-0.35	HOLD
MT	Steel - NEC	SHORT	17.33	0.06	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.32	0.33	HOLD
MYE	Plastic Container & Packaging	LONG	21.59	0.23	HOLD
NJR	Natural Gas Distribution	LONG	45.96	0.50	HOLD
NP	Paper Mills & Products	LONG	44.04	-0.02	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.97	-0.56	SELL
NVS	Pharmaceuticals - NEC	SHORT	78.96	0.23	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.64	0.33	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.42	0.24	HOLD
PSA	Self-Storage REITs	SHORT	151.15	-0.30	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.64	-0.04	HOLD
SCSS	Furniture	LONG	21.66	0.70	HOLD
SLV	Investment Trusts	SHORT	19.02	1.39	HOLD
STC	Property Insurance	LONG	31.77	0.13	HOLD
TFSL	Banks - NEC	SHORT	12.11	0.08	HOLD
TKC	Wireless Telecom	SHORT	13.29	-6.41	HOLD
TMP	Banks - NEC	SHORT	51.20	-0.79	HOLD
TS	Construction & Engineering - NEC	SHORT	43.28	0.02	HOLD
V	Business Support Services - NEC	SHORT	220.20	0.67	HOLD
VALE	Steel - NEC	SHORT	14.72	-0.67	HOLD
VIP	Wireless Telecom	SHORT	12.80	0.23	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.33	-0.25	HOLD
WNC	Heavy Trucks	LONG	12.26	-1.92	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.31
SHORTS				-0.06
TOTAL				0.38
S&P 500				0.51
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6828023683901.80	2461592067282.66	-17.63	0.00	38443.50
S&P 500	47.86	5.31	-18.61	2.79	0.80