27-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.70	1.02	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.40	0.16	HOLD
ALJ	Petroleum Refining	LONG	16.15	-0.19	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	65.16	-2.62	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.82	-1.44	HOLD
AVA	Multiline Utilities - NEC	LONG	28.15	0.25	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.10	0.46	HOLD
BAC	Banks - NEC	SHORT	15.67	0.13	HOLD
BHP	Integrated Mining	SHORT	67.41	0.94	HOLD
BLT	Integrated Mining	LONG	14.40	0.28	HOLD
BYI	Games, Toys & Children Vehicles	LONG	77.18	-0.09	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.27	0.27	HOLD
CEF	Investment Trusts	SHORT	13.60	0.52	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.04	1.26	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.41	0.54	HOLD
ESI	Educational Services	LONG	34.89	-0.26	HOLD
GG	Integrated Mining	SHORT	21.59	0.42	HOLD
GPI	New Car Dealers	LONG	70.92	-0.37	HOLD
HSBC	Commercial Banks	SHORT	54.76	0.31	HOLD
HEES	Consumer Goods Rental	LONG	29.13	-3.80	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.66	0.51	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.23	-1.18	HOLD
KRNY	Commercial Banks	SHORT	11.21	-1.06	HOLD
MT	Steel - NEC	SHORT	17.75	2.42	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.08	1.18	HOLD
MYE	Plastic Container & Packaging	LONG	21.59	0.00	HOLD
NJR	Natural Gas Distribution	LONG	46.54	1.28	HOLD
NP	Paper Mills & Products	LONG	43.53	-1.16	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.39	1.81	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.91	0.98	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.39	-0.36	HOLD
PSA	Self-Storage REITs	SHORT	151.12	-0.02	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.57	-0.28	HOLD
SCSS	Furniture	LONG	21.22	-2.03	HOLD
SLV	Investment Trusts	SHORT	19.28	1.39	HOLD
STC	Property Insurance	LONG	32.34	1.79	HOLD
TFSL	Banks - NEC	SHORT	12.09	-0.17	HOLD
TKC	Wireless Telecom	SHORT	13.22	-0.53	HOLD
TMP	Banks - NEC	SHORT	51.26	0.12	HOLD
TS	Construction & Engineering - NEC	SHORT	43.69	0.95	HOLD
V	Business Support Services - NEC	SHORT	219.67	-0.24	HOLD
VALE	Steel - NEC	SHORT	15.23	3.46	HOLD
VIP	Wireless Telecom	SHORT	12.97	1.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.86	0.88	HOLD
WNC	Heavy Trucks	LONG	12.32	0.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.20
SHORTS				0.52
TOTAL				-0.72
S&P 500				-0.00
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.75	12.45	-39.65	-0.05	-0.02
S&P 500	47.85	5.33	-18.61	2.78	0.80