14-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.14	-1.47	HOLD
AHS		LONG	14.34	-3.11	HOLD
ATVI		SHORT	14.56	0.34	HOLD
BAC	SandLs/Savings Banks	SHORT	13.07	-1.06	HOLD
BHP		SHORT	62.78	-1.29	HOLD
BPOP	Regional Banks	SHORT	28.75	-1.27	HOLD
C		SHORT	49.22	-2.13	HOLD
CEF		SHORT	15.72	1.03	HOLD
CIT		SHORT	45.77	-1.10	HOLD
DENN	Restaurants	LONG	5.94	-1.33	BUY
DEST		LONG	24.73	-0.40	HOLD
ESI		LONG	26.56	-3.17	HOLD
FRED		LONG	15.71	-1.32	HOLD
GLP		LONG	38.26	1.00	HOLD
GPI	Retail (Specialty)	LONG	63.54	-1.27	HOLD
HBC		SHORT	53.31	-2.22	HOLD
HOTT		LONG	14.00	0.00	SELL
ICFI		LONG	30.59	-0.58	HOLD
IMKTA		LONG	22.83	-1.98	HOLD
INWK		LONG	11.05	1.28	HOLD
ISBC		SHORT	19.77	-1.89	HOLD
KMR		SHORT	79.99	-1.66	HOLD
KNL	Furniture and Fixtures	LONG	14.41	-1.71	HOLD
KOP		LONG	40.98	-1.06	HOLD
KRNY		SHORT	9.94	-2.45	HOLD
LINE		SHORT	31.07	-2.20	HOLD
MT		SHORT	12.19	-0.73	HOLD
NSH		SHORT	25.18	-1.06	HOLD
NSIT		LONG	18.92	-2.32	HOLD
NVS		SHORT	72.64	-0.18	HOLD
O		SHORT	44.93	1.88	HOLD
ONB		SHORT	13.10	-2.60	HOLD
OZM		SHORT	10.97	0.64	HOLD
PBR	Oil and Gas - Integrated	SHORT	15.64	-4.40	HOLD
PBY		LONG	11.96	-0.33	HOLD
RJET		LONG	10.57	0.76	HOLD
SAFM		LONG	68.88	-1.63	HOLD
SLV	Misc. Financial Services	SHORT	21.32	1.33	HOLD
SPTN		LONG	18.74	-3.60	HOLD
STM		SHORT	9.50	-1.25	HOLD
TECD		LONG	49.13	-1.13	HOLD
TFSL		SHORT	11.08	0.27	HOLD
TITN	Construction Services	LONG	20.40	-1.11	HOLD
TKC	Communications Services	SHORT	14.94	0.67	HOLD
USB	Regional Banks	SHORT	35.01	-1.27	HOLD
USNA		LONG	73.90	1.52	HOLD
VALE		SHORT	14.13	-2.35	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.03
SHORTS				-1.00
TOTAL				-0.03
S&P 500				-0.64
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-24.46	10.56	-45.54	-1.09	-0.25
S&P 500	28.61	5.20	-18.61	2.24	0.62

14-Jun-2013 Daily positions

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

13-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.50	-0.49	HOLD
AHS		LONG	14.80	1.86	HOLD
ATVI		SHORT	14.51	2.33	HOLD
BAC	SandLs/Savings Banks	SHORT	13.21	1.15	HOLD
BHP		SHORT	63.60	2.60	HOLD
BPOP	Regional Banks	SHORT	29.12	2.07	SHORT
C		SHORT	50.29	1.72	HOLD
CEF		SHORT	15.56	-0.58	HOLD
CIT		SHORT	46.28	1.96	HOLD
CLR		SHORT	87.56	2.31	COVER
DEST		LONG	24.83	0.73	HOLD
ESI		LONG	27.43	-0.83	HOLD
FRED		LONG	15.92	0.95	HOLD
GLP		LONG	37.80	1.59	HOLD
GPI	Retail (Specialty)	LONG	64.36	1.64	HOLD
HBC		SHORT	54.52	1.08	HOLD
HOTT		LONG	14.00	0.00	HOLD
ICFI		LONG	30.77	1.32	HOLD
IMKTA		LONG	23.29	2.55	HOLD
INWK		LONG	10.91	2.92	HOLD
ISBC		SHORT	20.15	1.46	HOLD
KMR		SHORT	81.34	1.59	HOLD
KNL	Furniture and Fixtures	LONG	14.66	1.95	HOLD
KOP		LONG	41.42	0.15	HOLD
KRNY		SHORT	10.19	2.31	HOLD
LINE		SHORT	31.77	-2.81	HOLD
MT		SHORT	12.28	3.45	HOLD
MYE		LONG	15.54	1.83	SELL
NSH		SHORT	25.45	1.68	HOLD
NSIT		LONG	19.37	2.11	HOLD
NVS		SHORT	72.77	0.25	HOLD
O		SHORT	44.10	2.34	HOLD
ONB		SHORT	13.45	1.82	HOLD
OZM		SHORT	10.90	3.02	HOLD
PBR	Oil and Gas - Integrated	SHORT	16.36	4.34	HOLD
PBY		LONG	12.00	-0.41	BUY
RJET		LONG	10.49	1.84	HOLD
SAFM		LONG	70.02	-0.62	HOLD
SLV	Misc. Financial Services	SHORT	21.04	0.10	HOLD
SPTN		LONG	19.44	4.35	HOLD
STM		SHORT	9.62	2.89	HOLD
TECD		LONG	49.69	1.04	HOLD
TFSL		SHORT	11.05	-0.27	HOLD
TITN	Construction Services	LONG	20.63	2.84	HOLD
TKC	Communications Services	SHORT	14.84	-0.27	HOLD
USB	Regional Banks	SHORT	35.46	0.17	HOLD
USNA		LONG	72.79	4.75	HOLD
VALE		SHORT	14.47	5.54	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.55
SHORTS				1.61
TOTAL				-0.06
S&P 500				1.52
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	11.97	26.40	-45.18	0.19	0.11
S&P 500	29.44	5.14	-18.61	2.33	0.64

13-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

12-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.62	-0.97	HOLD
AHS		LONG	14.53	-1.36	HOLD
ATVI		SHORT	14.18	-0.14	HOLD
BAC	SandLs/Savings Banks	SHORT	13.06	-0.46	HOLD
BHP		SHORT	61.99	-0.74	HOLD
C		SHORT	49.44	-1.02	HOLD
CEF		SHORT	15.65	0.77	HOLD
CIT		SHORT	45.39	-0.85	HOLD
CLR		SHORT	85.58	1.24	HOLD
DEST		LONG	24.65	-0.28	HOLD
ESI		LONG	27.66	1.69	HOLD
FRED		LONG	15.77	-2.05	HOLD
GLP		LONG	37.21	1.81	HOLD
GPI	Retail (Specialty)	LONG	63.32	-2.25	HOLD
HBC		SHORT	53.94	0.04	HOLD
HOTT		LONG	14.00	0.07	HOLD
ICFI		LONG	30.37	0.46	HOLD
IMKTA		LONG	22.71	-2.11	HOLD
INWK		LONG	10.60	2.81	HOLD
ISBC		SHORT	19.86	-1.88	HOLD
KMR		SHORT	80.07	-0.74	HOLD
KNL	Furniture and Fixtures	LONG	14.38	-0.07	HOLD
KOP		LONG	41.36	-0.19	HOLD
KRNY		SHORT	9.96	0.61	HOLD
LINE		SHORT	32.69	-1.03	HOLD
MT		SHORT	11.87	-1.82	HOLD
MYE		LONG	15.26	-0.20	HOLD
NSH		SHORT	25.03	-1.53	HOLD
NSIT		LONG	18.97	-1.30	HOLD
NVS		SHORT	72.59	0.82	HOLD
O		SHORT	43.09	-1.37	HOLD
ONB		SHORT	13.21	-0.90	HOLD
OZM		SHORT	10.58	-1.12	HOLD
PBR	Oil and Gas - Integrated	SHORT	15.68	-3.15	HOLD
RJET		LONG	10.30	-0.58	HOLD
SAFM		LONG	70.46	-0.94	HOLD
SLV	Misc. Financial Services	SHORT	21.01	0.48	HOLD
SPTN		LONG	18.63	-2.87	HOLD
STM		SHORT	9.35	-1.99	HOLD
TECD		LONG	49.18	-0.14	HOLD
TFSL		SHORT	11.08	0.54	HOLD
TITN	Construction Services	LONG	20.06	-1.23	HOLD
TKC	Communications Services	SHORT	14.88	8.93	HOLD
USB	Regional Banks	SHORT	35.40	-0.03	HOLD
USNA		LONG	69.49	-1.40	HOLD
VALE		SHORT	13.71	-1.93	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.53
SHORTS				-0.29
TOTAL				-0.24
S&P 500				-0.80
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-23.87	10.50	-45.18	-1.07	-0.25
S&P 500	27.53	5.25	-18.61	2.14	0.61

12-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

11-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.86	-0.20	HOLD
AHS		LONG	14.73	-1.27	HOLD
ATVI		SHORT	14.20	-2.41	HOLD
BAC	SandLs/Savings Banks	SHORT	13.12	-1.35	HOLD
BHP		SHORT	62.45	-1.85	HOLD
C		SHORT	49.95	-3.81	HOLD
CEF		SHORT	15.53	-1.40	HOLD
CIT		SHORT	45.78	-2.03	HOLD
CLR		SHORT	84.53	-1.31	HOLD
DEST		LONG	24.72	-1.32	HOLD
ESI		LONG	27.20	-2.09	HOLD
FRED		LONG	16.10	-1.11	HOLD
GLP		LONG	36.55	0.99	HOLD
GPI	Retail (Specialty)	LONG	64.78	-1.10	HOLD
HBC		SHORT	53.92	-1.17	HOLD
HOTT		LONG	13.99	0.00	HOLD
ICFI		LONG	30.23	-1.14	HOLD
IMKTA		LONG	23.20	-0.34	HOLD
INWK		LONG	10.31	-1.62	HOLD
ISBC		SHORT	20.24	-0.83	HOLD
KMR		SHORT	80.67	-1.42	HOLD
KNL	Furniture and Fixtures	LONG	14.51	-2.75	HOLD
KOP		LONG	41.44	-2.01	HOLD
KRNY		SHORT	9.90	-1.00	HOLD
LINE		SHORT	33.03	-2.13	HOLD
MT		SHORT	12.09	-2.89	HOLD
MYE		LONG	15.38	-1.66	HOLD
NSH		SHORT	25.42	-2.83	HOLD
NSIT		LONG	19.22	-1.84	HOLD
NVS		SHORT	72.00	-0.79	HOLD
O		SHORT	43.69	-1.53	HOLD
ONB		SHORT	13.33	-1.48	HOLD
OZM		SHORT	10.70	-2.28	HOLD
PBR	Oil and Gas - Integrated	SHORT	16.19	-2.76	HOLD
RJET		LONG	10.36	0.78	HOLD
SAFM		LONG	71.13	-0.07	HOLD
SLV	Misc. Financial Services	SHORT	20.91	-1.18	HOLD
SPTN		LONG	19.18	-2.59	HOLD
STM		SHORT	9.54	-0.93	HOLD
TECD		LONG	49.25	-0.85	HOLD
TFSL		SHORT	11.02	-0.27	HOLD
TITN	Construction Services	LONG	20.31	-0.44	HOLD
TKC	Communications Services	SHORT	13.66	-1.87	HOLD
USB	Regional Banks	SHORT	35.41	-0.51	HOLD
USNA		LONG	70.48	1.08	HOLD
VALE		SHORT	13.98	-2.13	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.93
SHORTS				-1.69
TOTAL				0.76
S&P 500				-1.03
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-23.64	10.55	-45.18	-1.06	-0.25
S&P 500	28.57	5.18	-18.61	2.25	0.63

10-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.91	1.01	HOLD
AHS		LONG	14.92	-0.07	HOLD
ATVI		SHORT	14.55	-1.22	HOLD
BAC	SandLs/Savings Banks	SHORT	13.30	-0.60	HOLD
BHP		SHORT	63.63	-0.90	HOLD
C		SHORT	51.93	0.64	HOLD
CEF		SHORT	15.75	-0.19	HOLD
CIT		SHORT	46.73	0.49	HOLD
CLR		SHORT	85.65	1.25	HOLD
DEST		LONG	25.05	0.72	HOLD
ESI		LONG	27.78	3.58	HOLD
FRED		LONG	16.28	1.06	HOLD
GLP		LONG	36.19	2.96	HOLD
GPI	Retail (Specialty)	LONG	65.50	1.11	HOLD
HBC		SHORT	54.56	-0.75	HOLD
HOTT		LONG	13.99	0.00	HOLD
ICFI		LONG	30.58	0.66	HOLD
IMKTA		LONG	23.28	3.84	HOLD
INWK		LONG	10.48	2.24	HOLD
ISBC		SHORT	20.41	2.36	HOLD
KMR		SHORT	81.83	-1.46	HOLD
KNL	Furniture and Fixtures	LONG	14.92	0.74	HOLD
KOP		LONG	42.29	1.71	HOLD
KRNY		SHORT	10.00	0.00	HOLD
LINE		SHORT	33.75	-0.62	HOLD
MT		SHORT	12.45	-0.88	HOLD
MYE		LONG	15.64	1.82	HOLD
NSH		SHORT	26.16	-3.79	HOLD
NSIT		LONG	19.58	0.82	HOLD
NVS		SHORT	72.57	0.82	HOLD
O		SHORT	44.37	-1.03	HOLD
ONB		SHORT	13.53	0.82	HOLD
OZM		SHORT	10.95	2.62	HOLD
PBR	Oil and Gas - Integrated	SHORT	16.65	0.00	HOLD
RJET		LONG	10.28	1.98	HOLD
SAFM		LONG	71.18	0.17	HOLD
SLV	Misc. Financial Services	SHORT	21.16	1.44	HOLD
SPTN		LONG	19.69	5.35	HOLD
STM		SHORT	9.63	0.52	HOLD
TECD		LONG	49.67	-0.10	HOLD
TFSL		SHORT	11.05	0.27	HOLD
TITN	Construction Services	LONG	20.40	0.00	HOLD
TKC	Communications Services	SHORT	13.92	-1.07	HOLD
USB	Regional Banks	SHORT	35.59	-0.78	HOLD
USNA		LONG	69.73	2.45	HOLD
VALE		SHORT	14.29	-1.52	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.53
SHORTS				-0.14
TOTAL				1.67
S&P 500				-0.01
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3555041011202.10	1390814521044.93	-19.63	0.00	224370.67
S&P 500	29.89	5.11	-18.61	2.39	0.66