07-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.66	0.08	HOLD
AHS		LONG	14.93	4.26	HOLD
ATVI		SHORT	14.73	0.75	HOLD
BAC	SandLs/Savings Banks	SHORT	13.38	1.36	HOLD
BHP		SHORT	64.21	-0.97	HOLD
C		SHORT	51.60	1.51	HOLD
CEF		SHORT	15.78	-3.01	HOLD
CIT		SHORT	46.50	0.63	HOLD
CLR		SHORT	84.59	1.90	HOLD
DEST		LONG	24.87	-1.03	HOLD
ESI		LONG	26.82	8.76	HOLD
FRED		LONG	16.11	0.25	HOLD
GLP		LONG	35.15	3.35	HOLD
GPI	Retail (Specialty)	LONG	64.78	2.40	HOLD
HBC		SHORT	54.97	0.31	HOLD
HOTT		LONG	13.99	0.00	HOLD
ICFI		LONG	30.38	-0.26	HOLD
IMKTA		LONG	22.42	1.04	HOLD
INWK		LONG	10.25	-1.63	HOLD
ISBC		SHORT	19.94	-0.45	HOLD
KMR		SHORT	83.04	0.44	HOLD
KNL	Furniture and Fixtures	LONG	14.81	-0.47	HOLD
KOP		LONG	41.58	0.56	HOLD
KRNY		SHORT	10.00	-0.99	HOLD
LINE		SHORT	33.96	2.35	HOLD
MT		SHORT	12.56	0.40	HOLD
MYE		LONG	15.36	2.33	HOLD
NSH		SHORT	27.19	1.61	HOLD
NSIT		LONG	19.42	-1.97	HOLD
NVS		SHORT	71.98	0.71	HOLD
O		SHORT	44.83	-1.28	HOLD
ONB		SHORT	13.42	0.15	HOLD
OZM		SHORT	10.67	1.23	HOLD
PBR	Oil and Gas - Integrated	SHORT	16.65	-3.31	HOLD
RJET		LONG	10.08	3.07	HOLD
SAFM		LONG	71.06	3.41	HOLD
SLV	Misc. Financial Services	SHORT	20.85	-4.92	HOLD
SPTN		LONG	18.69	1.41	HOLD
STM		SHORT	9.58	-1.03	HOLD
TECD		LONG	49.72	0.40	HOLD
TFSL		SHORT	11.02	0.00	HOLD
TITN	Construction Services	LONG	20.40	-1.64	HOLD
TKC	Communications Services	SHORT	14.07	0.29	HOLD
USB	Regional Banks	SHORT	35.87	1.38	HOLD
USNA		LONG	68.06	1.64	HOLD
VALE		SHORT	14.51	-1.29	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.24
SHORTS				-0.09
TOTAL				1.32
S&P 500				1.25
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3491562783001.87	1388779507012.85	-19.73	0.00	225641.97
S&P 500	29.88	5.10	-18.61	2.40	0.66

07-Jun-2013 Daily positions

Pre Opening Longs: ABM, AHS, DEST, ESI, FRED, GLP, GPI, HOTT, ICFI, IMKTA,
INWK, KNL, KOP, MYE, NSIT, RJET, SAFM, SPTN, TECD, TITN, USNA
Pre Opening Shorts: ATVI, BAC, BHP, C, CEF, CIT, CLR, HBC, ISBC, KMR, KRNY,
LINE, MT, NSH, NVS, O, ONB, OZM, PBR, SLV, STM, TFSL, TKC, USB, VALE

06-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.64	-2.07	HOLD
AHS		LONG	14.32	2.95	HOLD
ATVI		SHORT	14.62	2.24	HOLD
BAC	SandLs/Savings Banks	SHORT	13.20	0.84	HOLD
BHP		SHORT	64.84	0.65	HOLD
C		SHORT	50.83	1.60	HOLD
CEF		SHORT	16.27	1.18	HOLD
CIT		SHORT	46.21	1.14	HOLD
CLR		SHORT	83.01	2.47	HOLD
DEST		LONG	25.13	0.48	HOLD
ESI		LONG	24.66	-1.60	HOLD
FRED		LONG	16.07	0.69	HOLD
GLP		LONG	33.93	-0.56	HOLD
GPI	Retail (Specialty)	LONG	63.26	0.94	HOLD
HBC		SHORT	54.80	-0.02	HOLD
HOTT		LONG	13.99	0.07	HOLD
ICFI		LONG	30.46	2.25	HOLD
IMKTA		LONG	22.19	1.23	HOLD
INWK		LONG	10.42	1.17	HOLD
ISBC		SHORT	20.03	2.35	HOLD
KMR		SHORT	82.68	2.24	HOLD
KNL	Furniture and Fixtures	LONG	14.88	0.74	HOLD
KOP		LONG	41.35	1.90	HOLD
KRNY		SHORT	10.10	0.50	HOLD
LINE		SHORT	33.18	0.42	HOLD
MT		SHORT	12.51	0.16	HOLD
MYE		LONG	15.01	2.11	HOLD
NSH		SHORT	26.76	1.67	HOLD
NSIT		LONG	19.81	2.64	HOLD
NVS		SHORT	71.47	0.55	HOLD
O		SHORT	45.41	3.84	HOLD
ONB		SHORT	13.40	1.52	HOLD
OZM		SHORT	10.54	-1.50	HOLD
PBR	Oil and Gas - Integrated	SHORT	17.22	0.82	HOLD
RJET		LONG	9.78	-0.41	HOLD
SAFM		LONG	68.72	-0.29	HOLD
SLV	Misc. Financial Services	SHORT	21.92	0.64	HOLD
SPTN		LONG	18.43	-2.07	HOLD
STM		SHORT	9.68	0.10	HOLD
TECD		LONG	49.52	0.65	HOLD
TFSL		SHORT	11.02	1.19	HOLD
TITN	Construction Services	LONG	20.74	2.42	HOLD
TKC	Communications Services	SHORT	14.03	-3.71	HOLD
USB	Regional Banks	SHORT	35.38	1.06	HOLD
USNA		LONG	66.96	3.14	HOLD
VALE		SHORT	14.70	1.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.78
SHORTS				0.92
TOTAL				-0.14
S&P 500				0.87
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3445660763971.15	1388367121408.52	-19.73	0.00	228613.29
S&P 500	28.23	5.16	-18.61	2.25	0.62

06-Jun-2013 Daily positions

Pre Opening Longs: ABM, AHS, DEST, ESI, FRED, GLP, GPI, HOTT, ICFI, IMKTA,
INWK, KNL, KOP, MYE, NSIT, RJET, SAFM, SPTN, TECD, TITN, USNA
Pre Opening Shorts: ATVI, BAC, BHP, C, CEF, CIT, CLR, HBC, ISBC, KMR, KRNY,
LINE, MT, NSH, NVS, O, ONB, OZM, PBR, SLV, STM, TFSL, TKC, USB, VALE

05-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	25.16	-1.10	HOLD
AHS		LONG	13.91	1.83	HOLD
ATVI		SHORT	14.30	-0.63	HOLD
BAC	SandLs/Savings Banks	SHORT	13.09	-1.95	HOLD
BHP		SHORT	64.42	-2.76	HOLD
C		SHORT	50.03	-2.34	HOLD
CEF		SHORT	16.08	0.06	HOLD
CIT		SHORT	45.69	-0.22	HOLD
CLR		SHORT	81.01	-2.27	HOLD
DEST		LONG	25.01	-0.61	HOLD
ESI		LONG	25.06	8.11	HOLD
FRED		LONG	15.96	-0.25	HOLD
GLP		LONG	34.12	-2.21	HOLD
GPI	Retail (Specialty)	LONG	62.67	-2.26	HOLD
HBC		SHORT	54.81	-1.72	HOLD
HOTT		LONG	13.98	-0.07	HOLD
ICFI		LONG	29.79	-1.16	HOLD
IMKTA		LONG	21.92	-0.50	HOLD
INWK		LONG	10.30	-3.29	HOLD
ISBC		SHORT	19.57	-0.76	HOLD
KMR		SHORT	80.81	-1.79	HOLD
KNL	Furniture and Fixtures	LONG	14.77	-2.12	HOLD
KOP		LONG	40.59	-0.88	HOLD
KRNY		SHORT	10.05	0.40	HOLD
LINE		SHORT	33.04	-0.57	HOLD
MT		SHORT	12.49	-2.50	HOLD
MYE		LONG	14.70	-2.46	HOLD
NSH		SHORT	26.32	-1.31	HOLD
NSIT		LONG	19.33	-0.92	HOLD
NVS		SHORT	71.07	-1.09	HOLD
O		SHORT	43.79	0.85	HOLD
ONB		SHORT	13.21	-0.90	HOLD
OZM		SHORT	10.70	-3.08	HOLD
PBR	Oil and Gas - Integrated	SHORT	17.08	-3.88	HOLD
RJET		LONG	9.82	-4.38	HOLD
SAFM		LONG	68.92	-0.55	HOLD
SLV	Misc. Financial Services	SHORT	21.77	0.02	HOLD
SPTN		LONG	18.82	-0.26	HOLD
STM		SHORT	9.67	-1.43	HOLD
TECD		LONG	49.20	-0.85	HOLD
TFSL		SHORT	10.89	-0.64	HOLD
TITN	Construction Services	LONG	20.25	-1.60	HOLD
TKC	Communications Services	SHORT	14.57	-2.54	HOLD
USB	Regional Banks	SHORT	35.01	-0.71	HOLD
USNA		LONG	64.92	-2.35	HOLD
VALE		SHORT	14.55	-3.13	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.85
SHORTS				-1.40
TOTAL				0.54
S&P 500				-1.44
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3449808920102.04	1387630199922.27	-19.73	0.00	233114.84
S&P 500	27.07	5.23	-18.61	2.14	0.60

05-Jun-2013 Daily positions

Pre Opening Longs: ABM, AHS, DEST, ESI, FRED, GLP, GPI, HOTT, ICFI, IMKTA,
INWK, KNL, KOP, MYE, NSIT, RJET, SAFM, SPTN, TECD, TITN, USNA
Pre Opening Shorts: ATVI, BAC, BHP, C, CEF, CIT, CLR, HBC, ISBC, KMR, KRNY,
LINE, MT, NSH, NVS, O, ONB, OZM, PBR, SLV, STM, TFSL, TKC, USB, VALE

04-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	25.44	3.41	HOLD
AHS		LONG	13.66	3.72	HOLD
ATVI		SHORT	14.39	-1.64	HOLD
BAC	SandLs/Savings Banks	SHORT	13.36	-1.40	HOLD
BHP		SHORT	66.25	-0.84	HOLD
C		SHORT	51.23	-1.40	HOLD
CEF		SHORT	16.07	-1.35	HOLD
CIT		SHORT	45.79	-1.65	HOLD
CLR		SHORT	82.89	-0.26	HOLD
DEST		LONG	25.35	0.04	HOLD
ESI		LONG	23.18	-0.13	HOLD
FRED		LONG	16.00	-0.31	HOLD
GLP		LONG	34.89	3.16	HOLD
GPI	Retail (Specialty)	LONG	64.12	0.69	HOLD
HBC		SHORT	55.77	0.13	HOLD
HOTT		LONG	13.99	0.00	HOLD
ICFI		LONG	30.14	-1.25	HOLD
IMKTA		LONG	22.03	1.38	HOLD
INWK		LONG	10.65	-3.18	HOLD
ISBC		SHORT	19.72	-1.00	HOLD
KMR		SHORT	82.28	0.17	HOLD
KNL	Furniture and Fixtures	LONG	15.09	-0.33	HOLD
KOP		LONG	40.95	1.56	HOLD
KRNY		SHORT	10.01	-2.34	HOLD
LINE		SHORT	33.23	0.48	HOLD
MT		SHORT	12.81	-1.08	HOLD
MYE		LONG	15.07	-0.59	HOLD
NSH		SHORT	26.67	-1.95	HOLD
NSIT		LONG	19.51	-1.46	HOLD
NVS		SHORT	71.86	0.38	HOLD
O		SHORT	43.42	-2.69	HOLD
ONB		SHORT	13.33	-0.60	HOLD
OZM		SHORT	11.04	-0.99	HOLD
PBR	Oil and Gas - Integrated	SHORT	17.77	-1.39	HOLD
RJET		LONG	10.27	-1.15	HOLD
SAFM		LONG	69.30	-0.49	HOLD
SLV	Misc. Financial Services	SHORT	21.77	-0.95	HOLD
SPTN		LONG	18.96	-0.94	HOLD
STM		SHORT	9.81	4.70	HOLD
TECD		LONG	49.62	-0.86	HOLD
TFSL		SHORT	10.96	0.09	HOLD
TITN	Construction Services	LONG	20.58	-1.72	HOLD
TKC	Communications Services	SHORT	14.95	3.53	HOLD
USB	Regional Banks	SHORT	35.26	-0.03	HOLD
USNA		LONG	66.48	-1.22	HOLD
VALE		SHORT	15.02	1.42	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.02
SHORTS				-0.43
TOTAL				0.44
S&P 500				-0.48
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-26.80	9.95	-45.31	-1.30	-0.29
S&P 500	29.51	5.16	-18.61	2.35	0.65

04-Jun-2013 Daily positions

Pre Opening Longs: ABM, AHS, DEST, ESI, FRED, GLP, GPI, HOTT, ICFI, IMKTA,
INWK, KNL, KOP, MYE, NSIT, RJET, SAFM, SPTN, TECD, TITN, USNA
Pre Opening Shorts: ATVI, BAC, BHP, C, CEF, CIT, CLR, HBC, ISBC, KMR, KRNY,
LINE, MT, NSH, NVS, O, ONB, OZM, PBR, SLV, STM, TFSL, TKC, USB, VALE

03-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.60	1.74	HOLD
AHS		LONG	13.17	-1.64	HOLD
ATVI		SHORT	14.63	1.39	HOLD
BAC	SandLs/Savings Banks	SHORT	13.55	-0.81	HOLD
BBT	Regional Banks	SHORT	33.09	0.52	COVER
BHP		SHORT	66.81	2.28	HOLD
C		SHORT	51.96	-0.06	HOLD
CEF		SHORT	16.29	2.07	HOLD
CIT		SHORT	46.56	1.04	SHORT
CLR		SHORT	83.11	2.44	HOLD
DEST		LONG	25.34	1.73	HOLD
ESI		LONG	23.21	-3.17	HOLD
FRED		LONG	16.05	1.20	HOLD
GLP		LONG	33.82	2.77	HOLD
GPI	Retail (Specialty)	LONG	63.68	0.20	HOLD
HBC		SHORT	55.70	1.53	HOLD
HOTT		LONG	13.99	-0.07	HOLD
ICFI		LONG	30.52	1.23	HOLD
IMKTA		LONG	21.73	-1.32	HOLD
INWK		LONG	11.00	1.48	HOLD
ISBC		SHORT	19.92	0.71	HOLD
KMR		SHORT	82.14	1.13	HOLD
KNL	Furniture and Fixtures	LONG	15.14	-3.32	HOLD
KOP		LONG	40.41	-1.85	HOLD
KRNY		SHORT	10.25	3.54	HOLD
LINE		SHORT	33.07	0.52	HOLD
MT		SHORT	12.95	2.29	HOLD
MYE		LONG	15.16	3.06	HOLD
NSH		SHORT	27.20	-1.16	HOLD
NSIT		LONG	19.80	2.86	HOLD
NVS		SHORT	71.59	-0.24	HOLD
O		SHORT	44.62	-1.83	HOLD
ONB		SHORT	13.41	0.37	HOLD
OZM		SHORT	11.15	-0.36	HOLD
PBR	Oil and Gas - Integrated	SHORT	18.02	1.43	HOLD
RJET		LONG	10.39	-3.17	HOLD
SAFM		LONG	69.64	0.90	HOLD
SLV	Misc. Financial Services	SHORT	21.97	2.50	HOLD
SPTN		LONG	19.14	7.71	HOLD
STM		SHORT	9.37	0.75	HOLD
TECD		LONG	50.05	-0.14	HOLD
TFSL		SHORT	10.95	-0.27	HOLD
TITN	Construction Services	LONG	20.94	2.10	HOLD
TKC	Communications Services	SHORT	14.44	-6.05	HOLD
USB	Regional Banks	SHORT	35.27	0.60	HOLD
USNA		LONG	67.30	-3.98	HOLD
VALE		SHORT	14.81	2.85	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.40
SHORTS				0.65
TOTAL				-0.25
S&P 500				0.56
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-27.13	9.89	-45.31	-1.33	-0.29
S&P 500	30.14	5.14	-18.61	2.42	0.67

03-Jun-2013 Daily positions

Pre Opening Longs: ABM, AHS, DEST, ESI, FRED, GLP, GPI, HOTT, ICFI, IMKTA,
INWK, KNL, KOP, MYE, NSIT, RJET, SAFM, SPTN, TECD, TITN, USNA
Pre Opening Shorts: ATVI, BAC, BBT, BHP, C, CEF, CLR, HBC, ISBC, KMR, KRNY,
LINE, MT, NSH, NVS, O, ONB, OZM, PBR, SLV, STM, TFSL, TKC, USB, VALE