31-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.34	-0.65	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.72	1.66	HOLD
ALJ	Petroleum Refining	LONG	16.54	2.48	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	64.30	-0.33	HOLD
AVA	Multiline Utilities - NEC	LONG	28.19	0.21	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.30	1.00	HOLD
BAC	Banks - NEC	SHORT	15.57	0.19	HOLD
BHP	Integrated Mining	SHORT	68.18	0.66	HOLD
BLT	Integrated Mining	LONG	14.47	0.49	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.28	0.32	HOLD
CEF	Investment Trusts	SHORT	13.25	0.30	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.45	0.51	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.19	-2.84	HOLD
ESI	Educational Services	LONG	33.58	0.93	HOLD
GG	Integrated Mining	SHORT	21.67	3.63	HOLD
GPI	New Car Dealers	LONG	71.02	-0.39	HOLD
HSBC	Commercial Banks	SHORT	55.09	0.62	HOLD
HEES	Consumer Goods Rental	LONG	29.63	2.46	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.58	0.08	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.68	-0.70	HOLD
KRNY	Commercial Banks	SHORT	11.63	0.52	HOLD
MT	Steel - NEC	SHORT	17.84	0.68	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.13	0.38	HOLD
MYE	Plastic Container & Packaging	LONG	21.12	-1.35	HOLD
NJR	Natural Gas Distribution	LONG	46.20	0.70	HOLD
NP	Paper Mills & Products	LONG	42.71	-1.16	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.38	0.05	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	28.71	0.95	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.44	-0.35	HOLD
PSA	Self-Storage REITs	SHORT	150.52	-0.69	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	24.47	-0.08	HOLD
SCSS	Furniture	LONG	21.09	-2.59	HOLD
SLV	Investment Trusts	SHORT	18.71	-0.74	HOLD
STC	Property Insurance	LONG	32.27	-0.34	HOLD
TFSL	Banks - NEC	SHORT	12.11	0.21	HOLD
TKC	Wireless Telecom	SHORT	13.35	-3.05	HOLD
TMP	Banks - NEC	SHORT	51.39	0.92	HOLD
TS	Construction & Engineering - NEC	SHORT	43.69	0.30	HOLD
V	Business Support Services - NEC	SHORT	222.68	0.80	HOLD
VALE	Steel - NEC	SHORT	15.24	0.13	HOLD
VIP	Wireless Telecom	SHORT	12.94	1.01	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.69	0.15	HOLD
WNC	Heavy Trucks	LONG	12.35	0.57	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.05
SHORTS				0.27
TOTAL				-0.21
S&P 500				0.47
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-2.20	12.41	-39.69	-0.06	-0.02
S&P 500	48.52	5.32	-18.61	2.81	0.80