21-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.10	-0.37	HOLD
AHS		LONG	14.40	2.93	HOLD
BAC	SandLs/Savings Banks	SHORT	12.69	-1.51	HOLD
BHP		SHORT	58.92	1.10	HOLD
BLT		LONG	12.53	0.56	HOLD
BLX		SHORT	22.29	1.00	HOLD
BPOP	Regional Banks	SHORT	29.06	1.08	HOLD
C		SHORT	46.87	-2.15	HOLD
CEF		SHORT	14.11	1.36	HOLD
CIT		SHORT	46.16	-1.33	HOLD
DENN	Restaurants	LONG	5.39	-1.46	HOLD
DEST		LONG	25.20	0.04	HOLD
ESI		LONG	23.54	-5.58	HOLD
FRED		LONG	15.28	-1.16	HOLD
GLP		LONG	37.87	0.19	HOLD
GPI	Retail (Specialty)	LONG	61.79	-0.80	HOLD
HBC		SHORT	51.39	-0.04	HOLD
ICFI		LONG	31.09	0.45	HOLD
INWK		LONG	11.53	1.59	HOLD
ISBC		SHORT	20.48	0.59	HOLD
KMR		SHORT	77.57	0.17	HOLD
KNL	Furniture and Fixtures	LONG	14.15	3.97	HOLD
KOP		LONG	39.26	-0.62	HOLD
KRNY		SHORT	10.14	1.60	HOLD
LINE		SHORT	33.69	1.14	HOLD
MT		SHORT	11.53	-0.52	HOLD
NSH		SHORT	24.42	-1.57	HOLD
NSIT		LONG	17.56	0.17	HOLD
NVS		SHORT	69.60	-0.59	HOLD
O		SHORT	40.83	-0.46	HOLD
ONB		SHORT	13.46	1.74	HOLD
OZM		SHORT	10.17	0.10	HOLD
PBR	Oil and Gas - Integrated	SHORT	13.80	-1.92	HOLD
PBY		LONG	11.30	-2.50	HOLD
RJET		LONG	11.41	1.33	HOLD
SAFM		LONG	64.64	-0.90	HOLD
SLV	Misc. Financial Services	SHORT	19.39	2.24	HOLD
SPTN		LONG	18.60	1.97	HOLD
STRA		LONG	49.37	-1.75	HOLD
TECD		LONG	46.97	-0.93	HOLD
TFSL		SHORT	10.83	-0.37	HOLD
TKC	Communications Services	SHORT	14.17	0.64	HOLD
USB	Regional Banks	SHORT	35.57	1.45	HOLD
USNA		LONG	71.90	2.74	HOLD
VALE		SHORT	13.65	0.29	HOLD
VLY		SHORT	9.05	1.57	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.01
SHORTS				0.22
TOTAL				-0.23
S&P 500				0.32
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	68088.81	20884.49	-19.39	0.08	81.99
S&P 500	25.39	5.53	-18.61	1.86	0.55

21-Jun-2013 Daily positions

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

20-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.19	-0.41	HOLD
AHS		LONG	13.99	-0.43	HOLD
ATVI		SHORT	13.88	-2.46	COVER
BAC	SandLs/Savings Banks	SHORT	12.89	-2.27	HOLD
BHP		SHORT	58.28	-4.24	HOLD
BLT		LONG	12.46	-1.81	BUY
BLX		SHORT	22.07	-1.39	SHORT
BPOP	Regional Banks	SHORT	28.75	-0.21	HOLD
C		SHORT	47.90	-3.29	HOLD
CEF		SHORT	13.92	-8.06	HOLD
CIT		SHORT	46.78	-1.62	HOLD
DENN	Restaurants	LONG	5.47	-5.85	HOLD
DEST		LONG	25.19	-1.33	HOLD
ESI		LONG	24.93	0.73	HOLD
FRED		LONG	15.46	-3.19	HOLD
GLP		LONG	37.80	-1.79	HOLD
GPI	Retail (Specialty)	LONG	62.29	-4.83	HOLD
HBC		SHORT	51.41	-3.53	HOLD
ICFI		LONG	30.95	0.23	HOLD
INWK		LONG	11.35	-0.96	HOLD
ISBC		SHORT	20.36	-0.54	HOLD
KMR		SHORT	77.44	-2.47	HOLD
KNL	Furniture and Fixtures	LONG	13.61	-3.27	HOLD
KOP		LONG	39.57	-3.23	HOLD
KRNY		SHORT	9.98	-1.29	HOLD
LINE		SHORT	33.31	1.00	HOLD
MT		SHORT	11.59	-2.77	HOLD
NSH		SHORT	24.81	-2.25	HOLD
NSIT		LONG	17.53	-4.47	HOLD
NVS		SHORT	70.01	-2.63	HOLD
O		SHORT	41.02	-5.59	HOLD
ONB		SHORT	13.23	-1.56	HOLD
OZM		SHORT	10.16	-5.49	HOLD
PBR	Oil and Gas - Integrated	SHORT	14.07	-4.61	HOLD
PBY		LONG	11.59	-2.85	HOLD
RJET		LONG	11.26	-1.75	HOLD
SAFM		LONG	65.23	-3.59	HOLD
SLV	Misc. Financial Services	SHORT	18.97	-7.94	HOLD
SPTN		LONG	18.24	-1.46	HOLD
STM		SHORT	9.27	-4.83	COVER
STRA		LONG	50.25	-1.32	HOLD
TECD		LONG	47.41	-2.53	HOLD
TFSL		SHORT	10.89	-1.00	HOLD
TITN	Construction Services	LONG	19.69	0.64	SELL
TKC	Communications Services	SHORT	14.08	-4.35	HOLD
USB	Regional Banks	SHORT	35.06	-0.37	HOLD
USNA		LONG	69.98	-4.03	HOLD
VALE		SHORT	13.61	-2.65	HOLD
VLY		SHORT	8.91	0.22	SHORT
TODAY SUMMARY				GAINS(%)
LONGS				-2.18
SHORTS				-3.00
TOTAL				0.82
S&P 500				-2.48
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	155649900.82	56812041.20	-18.37	0.00	2646.09
S&P 500	25.65	5.50	-18.61	1.89	0.56

19-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.29	-2.02	HOLD
AHS		LONG	14.05	-3.17	HOLD
ATVI		SHORT	14.22	-2.52	HOLD
BAC	SandLs/Savings Banks	SHORT	13.19	-0.60	HOLD
BHP		SHORT	60.86	-2.78	HOLD
BPOP	Regional Banks	SHORT	28.83	0.49	HOLD
C		SHORT	49.53	-0.96	HOLD
CEF		SHORT	15.14	-0.98	HOLD
CIT		SHORT	47.55	-0.02	HOLD
DENN	Restaurants	LONG	5.82	-1.61	HOLD
DEST		LONG	25.56	-0.54	HOLD
ESI		LONG	24.73	-3.02	HOLD
FRED		LONG	15.99	-1.60	HOLD
GLP		LONG	38.49	-0.90	HOLD
GPI	Retail (Specialty)	LONG	65.45	0.65	HOLD
HBC		SHORT	53.29	-2.27	HOLD
ICFI		LONG	30.90	-0.77	HOLD
IMKTA		LONG	24.00	1.78	SELL
INWK		LONG	11.46	-0.09	HOLD
ISBC		SHORT	20.48	0.49	HOLD
KMR		SHORT	79.40	-1.16	HOLD
KNL	Furniture and Fixtures	LONG	14.07	-2.76	HOLD
KOP		LONG	40.89	-1.47	HOLD
KRNY		SHORT	10.11	-0.39	HOLD
LINE		SHORT	33.03	4.56	HOLD
MT		SHORT	11.92	-2.53	HOLD
NSH		SHORT	25.37	-0.94	HOLD
NSIT		LONG	18.36	-3.01	HOLD
NVS		SHORT	71.99	-1.55	HOLD
O		SHORT	43.45	-2.75	HOLD
ONB		SHORT	13.44	0.30	HOLD
OZM		SHORT	10.75	-2.18	HOLD
PBR	Oil and Gas - Integrated	SHORT	14.76	-4.06	HOLD
PBY		LONG	11.93	-1.49	HOLD
RJET		LONG	11.44	-0.17	HOLD
SAFM		LONG	67.65	0.18	HOLD
SLV	Misc. Financial Services	SHORT	20.62	-1.25	HOLD
SPTN		LONG	18.52	-3.09	HOLD
STM		SHORT	9.74	-1.52	HOLD
STRA		LONG	50.94	-1.85	BUY
TECD		LONG	48.72	-1.04	HOLD
TFSL		SHORT	11.00	-0.90	HOLD
TITN	Construction Services	LONG	19.58	-1.51	HOLD
TKC	Communications Services	SHORT	14.72	-0.14	HOLD
USB	Regional Banks	SHORT	35.19	-0.45	HOLD
USNA		LONG	72.96	-2.17	HOLD
VALE		SHORT	13.98	-2.31	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.32
SHORTS				-1.06
TOTAL				-0.27
S&P 500				-1.33
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3651691025095.82	1422112633577.28	-17.98	0.00	217550.11
S&P 500	28.90	5.21	-18.61	2.24	0.63

18-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.79	0.20	HOLD
AHS		LONG	14.51	4.31	HOLD
ATVI		SHORT	14.59	-0.95	HOLD
BAC	SandLs/Savings Banks	SHORT	13.27	0.45	HOLD
BHP		SHORT	62.60	-1.06	HOLD
BPOP	Regional Banks	SHORT	28.69	-0.38	HOLD
C		SHORT	50.01	1.32	HOLD
CEF		SHORT	15.29	-1.61	HOLD
CIT		SHORT	47.56	1.95	HOLD
DENN	Restaurants	LONG	5.91	0.85	HOLD
DEST		LONG	25.70	0.86	HOLD
ESI		LONG	25.50	-2.37	HOLD
FRED		LONG	16.25	0.81	HOLD
GLP		LONG	38.84	1.62	HOLD
GPI	Retail (Specialty)	LONG	65.03	2.20	HOLD
HBC		SHORT	54.53	1.38	HOLD
ICFI		LONG	31.14	1.83	HOLD
IMKTA		LONG	23.58	4.85	HOLD
INWK		LONG	11.47	1.68	HOLD
ISBC		SHORT	20.38	2.36	HOLD
KMR		SHORT	80.33	-0.01	HOLD
KNL	Furniture and Fixtures	LONG	14.47	0.35	HOLD
KOP		LONG	41.50	1.02	HOLD
KRNY		SHORT	10.15	0.10	HOLD
LINE		SHORT	31.59	3.51	HOLD
MT		SHORT	12.23	0.82	HOLD
NSH		SHORT	25.61	0.95	HOLD
NSIT		LONG	18.93	1.50	HOLD
NVS		SHORT	73.12	-0.23	HOLD
O		SHORT	44.68	0.93	HOLD
ONB		SHORT	13.40	1.82	HOLD
OZM		SHORT	10.99	0.00	HOLD
PBR	Oil and Gas - Integrated	SHORT	15.38	-1.66	HOLD
PBY		LONG	12.11	1.34	HOLD
RJET		LONG	11.46	3.90	HOLD
SAFM		LONG	67.53	-1.92	HOLD
SLV	Misc. Financial Services	SHORT	20.88	-1.04	HOLD
SPTN		LONG	19.11	1.65	HOLD
STM		SHORT	9.89	1.85	HOLD
TECD		LONG	49.23	0.31	HOLD
TFSL		SHORT	11.10	-0.36	HOLD
TITN	Construction Services	LONG	19.88	0.20	HOLD
TKC	Communications Services	SHORT	14.74	-0.41	HOLD
USB	Regional Banks	SHORT	35.35	0.34	HOLD
USNA		LONG	74.58	1.77	HOLD
VALE		SHORT	14.31	1.06	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.28
SHORTS				0.44
TOTAL				0.84
S&P 500				0.75
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3661079702339.95	1421102596372.37	-17.98	0.00	221830.62
S&P 500	30.59	5.12	-18.61	2.41	0.66

17-Jun-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM		LONG	24.74	2.49	HOLD
AHS		LONG	13.91	-3.00	HOLD
ATVI		SHORT	14.73	1.17	HOLD
BAC	SandLs/Savings Banks	SHORT	13.21	1.07	HOLD
BHP		SHORT	63.27	0.78	HOLD
BPOP	Regional Banks	SHORT	28.80	0.17	HOLD
C		SHORT	49.36	0.28	HOLD
CEF		SHORT	15.54	-1.15	HOLD
CIT		SHORT	46.65	1.92	HOLD
DENN	Restaurants	LONG	5.86	-1.35	HOLD
DEST		LONG	25.48	3.03	HOLD
ESI		LONG	26.12	-1.66	HOLD
FRED		LONG	16.12	2.61	HOLD
GLP		LONG	38.22	0.42	HOLD
GPI	Retail (Specialty)	LONG	63.63	0.14	HOLD
HBC		SHORT	53.79	0.90	HOLD
ICFI		LONG	30.58	-0.03	HOLD
IMKTA		LONG	22.49	-1.49	HOLD
INWK		LONG	11.28	2.08	HOLD
ISBC		SHORT	19.91	0.71	HOLD
KMR		SHORT	80.34	0.44	HOLD
KNL	Furniture and Fixtures	LONG	14.42	0.07	HOLD
KOP		LONG	41.08	0.24	HOLD
KRNY		SHORT	10.14	2.01	HOLD
LINE		SHORT	30.52	-1.77	HOLD
MT		SHORT	12.13	-0.49	HOLD
NSH		SHORT	25.37	0.75	HOLD
NSIT		LONG	18.65	-1.43	HOLD
NVS		SHORT	73.29	0.89	HOLD
O		SHORT	44.27	-1.47	HOLD
ONB		SHORT	13.16	0.46	HOLD
OZM		SHORT	10.99	0.18	HOLD
PBR	Oil and Gas - Integrated	SHORT	15.64	0.00	HOLD
PBY		LONG	11.95	-0.08	HOLD
RJET		LONG	11.03	4.35	HOLD
SAFM		LONG	68.85	-0.04	HOLD
SLV	Misc. Financial Services	SHORT	21.09	-1.13	HOLD
SPTN		LONG	18.80	0.32	HOLD
STM		SHORT	9.71	2.21	HOLD
TECD		LONG	49.08	-0.10	HOLD
TFSL		SHORT	11.14	0.54	HOLD
TITN	Construction Services	LONG	19.84	-2.75	HOLD
TKC	Communications Services	SHORT	14.80	-0.94	HOLD
USB	Regional Banks	SHORT	35.23	0.63	HOLD
USNA		LONG	73.28	-0.84	HOLD
VALE		SHORT	14.16	0.21	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.14
SHORTS				0.34
TOTAL				-0.19
S&P 500				0.81
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	5341823141865.72	2092409125095.67	-17.98	0.00	266461.60
S&P 500	29.66	5.15	-18.61	2.33	0.64