30-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.48	-1.01	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.61	3.28	HOLD
ALJ	Petroleum Refining	LONG	16.14	-0.06	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	64.51	-1.00	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.80	-0.11	COVER
AVA	Multiline Utilities - NEC	LONG	28.13	-0.07	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.06	-0.17	HOLD
BAC	Banks - NEC	SHORT	15.54	-0.83	HOLD
BHP	Integrated Mining	SHORT	67.73	0.47	HOLD
BLT	Integrated Mining	LONG	14.40	0.00	HOLD
BYI	Games, Toys & Children Vehicles	LONG	77.48	0.39	SELL
CEC	Food Retail & Distribution - NEC	LONG	44.14	-0.29	HOLD
CEF	Investment Trusts	SHORT	13.21	-2.87	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.24	0.49	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.40	-0.13	HOLD
ESI	Educational Services	LONG	33.27	-4.64	HOLD
GG	Integrated Mining	SHORT	20.91	-3.15	HOLD
GPI	New Car Dealers	LONG	71.30	0.54	HOLD
HSBC	Commercial Banks	SHORT	54.75	-0.02	HOLD
HEES	Consumer Goods Rental	LONG	28.92	-0.72	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.56	-0.39	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.00	-0.65	HOLD
KRNY	Commercial Banks	SHORT	11.57	3.21	HOLD
MT	Steel - NEC	SHORT	17.72	-0.17	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.88	1.23	HOLD
MYE	Plastic Container & Packaging	LONG	21.41	-0.83	HOLD
NJR	Natural Gas Distribution	LONG	45.88	-1.42	HOLD
NP	Paper Mills & Products	LONG	43.21	-0.74	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.34	-0.06	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	28.44	1.90	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.47	0.95	HOLD
PSA	Self-Storage REITs	SHORT	151.57	0.30	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.49	-0.33	HOLD
SCSS	Furniture	LONG	21.65	2.03	HOLD
SLV	Investment Trusts	SHORT	18.85	-2.18	HOLD
STC	Property Insurance	LONG	32.38	0.12	HOLD
TFSL	Banks - NEC	SHORT	12.09	0.00	HOLD
TKC	Wireless Telecom	SHORT	13.77	4.16	HOLD
TMP	Banks - NEC	SHORT	50.92	-0.66	HOLD
TS	Construction & Engineering - NEC	SHORT	43.56	-0.30	HOLD
V	Business Support Services - NEC	SHORT	220.91	0.56	HOLD
VALE	Steel - NEC	SHORT	15.22	-0.07	HOLD
VIP	Wireless Telecom	SHORT	12.81	-1.23	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.60	1.22	HOLD
WNC	Heavy Trucks	LONG	12.28	-0.32	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.15
SHORTS				-0.02
TOTAL				-0.13
S&P 500				-0.02
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.85	12.44	-39.67	-0.05	-0.02
S&P 500	47.82	5.34	-18.61	2.77	0.79