09-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.44	-1.16	HOLD
BHP		SHORT	67.68	2.61	HOLD
BLT		LONG	12.01	-0.25	HOLD
BLX		SHORT	24.88	-0.04	HOLD
BPOP	Regional Banks	SHORT	33.41	0.03	HOLD
BZ		LONG	9.14	0.00	HOLD
C		SHORT	51.32	-0.89	HOLD
CEF		SHORT	14.47	0.49	HOLD
CIT		SHORT	50.06	-0.44	HOLD
DENN	Restaurants	LONG	5.70	-0.52	HOLD
DF	Food Processing	LONG	10.46	2.55	HOLD
DRL		SHORT	23.81	-1.57	HOLD
ESI		LONG	29.75	-4.09	HOLD
FOE		LONG	7.34	7.31	HOLD
GLD		SHORT	126.86	0.00	HOLD
GLP		LONG	31.39	-1.78	HOLD
GPI	Retail (Specialty)	LONG	76.46	-0.70	HOLD
HAYN		LONG	47.63	-3.45	HOLD
HBC		SHORT	55.25	1.28	HOLD
ISBC		SHORT	22.34	-0.31	HOLD
JBT		LONG	22.86	0.79	HOLD
KMR		SHORT	80.48	0.73	HOLD
KOP		LONG	37.89	-2.09	HOLD
KRNY		SHORT	10.08	-0.20	HOLD
LINE		SHORT	24.99	-1.23	HOLD
MT		SHORT	13.71	6.03	HOLD
NP		LONG	37.72	-1.49	HOLD
NSH		SHORT	24.45	0.78	HOLD
NSIT		LONG	20.90	-4.44	HOLD
NVS		SHORT	73.42	-0.41	HOLD
OMX	Office Supplies	LONG	10.99	-0.63	HOLD
OZM		SHORT	11.12	2.21	HOLD
PBY		LONG	12.71	0.63	HOLD
RJET		LONG	12.57	-6.33	HOLD
SAFM		LONG	74.25	-0.16	HOLD
SAIA		LONG	28.58	-3.35	HOLD
SLV	Misc. Financial Services	SHORT	19.76	0.82	HOLD
STRA		LONG	44.63	-2.87	HOLD
TECD		LONG	52.15	-0.67	HOLD
TFSL		SHORT	11.76	-0.59	HOLD
TKC	Communications Services	SHORT	15.23	0.00	HOLD
USB	Regional Banks	SHORT	37.17	-0.48	HOLD
VALE		SHORT	15.51	5.58	HOLD
VLY		SHORT	10.52	0.19	HOLD
WNR		LONG	31.22	1.73	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.94
SHORTS				0.56
TOTAL				-1.50
S&P 500				-0.28
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4024242824159.47	1572910916815.20	-17.60	0.00	124050.30
S&P 500	34.78	5.32	-18.61	2.44	0.70

09-Aug-2013 Daily positions

Pre Opening Longs: BLT, BZ, DENN, DF, ESI, FOE, GLP, GPI, HAYN, JBT, KOP,
NP, NSIT, OMX, PBY, RJET, SAFM, SAIA, STRA, TECD, WNR
Pre Opening Shorts: BAC, BHP, BLX, BPOP, C, CEF, CIT, DRL, GLD, HBC, ISBC,
KMR, KRNY, LINE, MT, NSH, NVS, OZM, SLV, TFSL, TKC, USB, VALE, VLY

08-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.61	0.55	HOLD
BHP		SHORT	65.96	4.62	HOLD
BLT		LONG	12.04	3.26	HOLD
BLX		SHORT	24.89	0.69	HOLD
BPOP	Regional Banks	SHORT	33.40	0.48	HOLD
BZ		LONG	9.14	-0.11	HOLD
C		SHORT	51.78	0.54	HOLD
CEF		SHORT	14.40	4.05	HOLD
CIT		SHORT	50.28	1.17	HOLD
DENN	Restaurants	LONG	5.73	3.06	HOLD
DEST		LONG	29.47	-0.67	SELL
DF	Food Processing	LONG	10.20	-7.44	HOLD
DRL		SHORT	24.09	0.12	HOLD
ESI		LONG	31.02	-0.58	HOLD
FOE		LONG	6.84	2.09	HOLD
GLD		SHORT	126.85	2.17	HOLD
GLP		LONG	31.96	-11.93	HOLD
GPI	Retail (Specialty)	LONG	77.00	0.42	HOLD
HAYN		LONG	49.33	1.38	HOLD
HBC		SHORT	54.55	0.59	HOLD
ISBC		SHORT	22.41	-0.09	HOLD
JBT		LONG	22.68	-0.57	BUY
KMR		SHORT	79.90	1.14	HOLD
KOP		LONG	38.70	0.81	HOLD
KRNY		SHORT	10.10	-1.46	HOLD
LINE		SHORT	25.30	-6.78	HOLD
MT		SHORT	12.93	5.21	HOLD
NP		LONG	38.29	-1.54	HOLD
NSH		SHORT	24.26	-0.98	HOLD
NSIT		LONG	21.87	-0.82	HOLD
NVS		SHORT	73.72	-0.01	HOLD
OMX	Office Supplies	LONG	11.06	0.55	HOLD
OZM		SHORT	10.88	-1.00	HOLD
PBY		LONG	12.63	1.53	HOLD
RJET		LONG	13.42	0.90	HOLD
SAFM		LONG	74.37	0.64	HOLD
SAIA		LONG	29.57	1.06	HOLD
SLV	Misc. Financial Services	SHORT	19.59	4.04	HOLD
STRA		LONG	45.95	-2.32	HOLD
TECD		LONG	52.50	0.63	HOLD
TFSL		SHORT	11.83	-0.17	HOLD
TKC	Communications Services	SHORT	15.23	1.67	HOLD
USB	Regional Banks	SHORT	37.35	0.38	HOLD
VALE		SHORT	14.69	4.70	HOLD
VLY		SHORT	10.50	0.10	HOLD
WNR		LONG	30.69	0.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.43
SHORTS				0.90
TOTAL				-1.34
S&P 500				0.37
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6010617318603.05	2313704195361.24	-17.58	0.00	148760.79
S&P 500	35.16	5.29	-18.61	2.49	0.71

07-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.53	-0.75	HOLD
BHP		SHORT	63.05	-0.36	HOLD
BLT		LONG	11.66	-8.84	HOLD
BLX		SHORT	24.72	-1.16	HOLD
BPOP	Regional Banks	SHORT	33.24	0.12	HOLD
BZ		LONG	9.15	-0.33	HOLD
C		SHORT	51.50	0.04	HOLD
CEF		SHORT	13.84	-0.50	HOLD
CIT		SHORT	49.70	-0.78	HOLD
DENN	Restaurants	LONG	5.56	-1.59	HOLD
DEST		LONG	29.67	-0.90	HOLD
DF	Food Processing	LONG	11.02	-2.13	HOLD
DRL		SHORT	24.06	0.38	HOLD
ESI		LONG	31.20	3.11	HOLD
FOE		LONG	6.70	-1.90	HOLD
GLD		SHORT	124.11	0.11	HOLD
GLP		LONG	36.29	-2.39	HOLD
GPI	Retail (Specialty)	LONG	76.68	-0.63	HOLD
HAYN		LONG	48.66	0.45	HOLD
HBC		SHORT	54.23	-1.49	HOLD
ISBC		SHORT	22.43	-0.44	HOLD
KMR		SHORT	79.00	-2.61	HOLD
KOP		LONG	38.39	-0.49	HOLD
KRNY		SHORT	10.25	0.39	HOLD
LINE		SHORT	27.14	1.27	HOLD
MT		SHORT	12.29	1.07	HOLD
NP		LONG	38.89	-0.49	HOLD
NSH		SHORT	24.50	-1.37	HOLD
NSIT		LONG	22.05	-0.27	HOLD
NVS		SHORT	73.73	0.61	HOLD
OMX	Office Supplies	LONG	11.00	-1.96	HOLD
OZM		SHORT	11.13	-1.07	HOLD
PBY		LONG	12.44	-0.96	HOLD
RJET		LONG	13.30	-0.75	HOLD
SAFM		LONG	73.90	-0.36	HOLD
SAIA		LONG	29.26	-1.58	HOLD
SLV	Misc. Financial Services	SHORT	18.84	0.05	HOLD
STRA		LONG	47.04	1.88	HOLD
TECD		LONG	52.17	-0.50	HOLD
TFSL		SHORT	11.85	-2.15	HOLD
TKC	Communications Services	SHORT	14.98	-0.13	HOLD
USB	Regional Banks	SHORT	37.21	-1.06	HOLD
VALE		SHORT	14.03	2.04	HOLD
VLY		SHORT	10.49	-0.76	HOLD
WNR		LONG	30.68	-0.16	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.99
SHORTS				-0.36
TOTAL				-0.63
S&P 500				-0.30
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-11.77	10.47	-39.45	-0.48	-0.13
S&P 500	34.70	5.30	-18.61	2.45	0.70

06-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.64	-1.08	HOLD
BHP		SHORT	63.28	-0.41	HOLD
BLT		LONG	12.79	-1.16	HOLD
BLX		SHORT	25.01	-0.48	HOLD
BPOP	Regional Banks	SHORT	33.20	-0.90	HOLD
BZ		LONG	9.18	-1.08	HOLD
C		SHORT	51.48	-2.63	HOLD
CEF		SHORT	13.91	-2.18	HOLD
CIT		SHORT	50.09	-1.75	HOLD
DENN	Restaurants	LONG	5.65	-1.22	HOLD
DEST		LONG	29.94	0.03	HOLD
DF	Food Processing	LONG	11.26	-0.79	HOLD
DRL		SHORT	23.97	-0.58	HOLD
ESI		LONG	30.26	0.87	HOLD
FOE		LONG	6.83	-0.87	HOLD
GLD		SHORT	124.00	-1.35	HOLD
GLP		LONG	37.18	-0.54	HOLD
GPI	Retail (Specialty)	LONG	77.17	1.34	HOLD
HAYN		LONG	48.44	-0.14	HOLD
HBC		SHORT	55.05	-0.58	HOLD
ISBC		SHORT	22.53	-0.09	HOLD
KMR		SHORT	81.12	0.47	HOLD
KOP		LONG	38.58	-1.66	HOLD
KRNY		SHORT	10.21	-1.83	HOLD
LINE		SHORT	26.80	1.82	HOLD
MT		SHORT	12.16	-3.57	HOLD
NP		LONG	39.08	-0.69	HOLD
NSH		SHORT	24.84	-1.23	HOLD
NSIT		LONG	22.11	0.64	HOLD
NVS		SHORT	73.28	1.10	HOLD
OMX	Office Supplies	LONG	11.22	-1.92	HOLD
OZM		SHORT	11.25	-2.17	HOLD
PBY		LONG	12.56	-1.49	HOLD
RJET		LONG	13.40	-1.98	HOLD
SAFM		LONG	74.17	-0.19	HOLD
SAIA		LONG	29.73	-4.10	HOLD
SLV	Misc. Financial Services	SHORT	18.82	-0.99	HOLD
STRA		LONG	46.17	0.30	HOLD
TECD		LONG	52.43	-1.13	HOLD
TFSL		SHORT	12.11	-1.70	HOLD
TKC	Communications Services	SHORT	15.00	0.33	HOLD
USB	Regional Banks	SHORT	37.61	-0.34	HOLD
VALE		SHORT	13.75	0.07	HOLD
VLY		SHORT	10.57	-0.75	HOLD
WNR		LONG	30.73	-0.84	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.79
SHORTS				-0.87
TOTAL				0.08
S&P 500				-0.54
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	163328290.97	58114971.26	-18.05	0.00	1981.22
S&P 500	35.14	5.27	-18.61	2.50	0.71

05-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.80	-0.27	HOLD
BHP		SHORT	63.54	0.09	HOLD
BLT		LONG	12.94	-0.77	HOLD
BLX		SHORT	25.13	-1.45	HOLD
BPOP	Regional Banks	SHORT	33.50	0.57	HOLD
BZ		LONG	9.28	0.65	HOLD
C		SHORT	52.87	-0.25	HOLD
CEF		SHORT	14.22	-0.21	HOLD
CIT		SHORT	50.98	-0.68	HOLD
DENN	Restaurants	LONG	5.72	-1.04	HOLD
DEST		LONG	29.93	0.00	HOLD
DF	Food Processing	LONG	11.35	0.89	HOLD
DRL		SHORT	24.11	-0.33	HOLD
ESI		LONG	30.00	8.97	HOLD
FOE		LONG	6.89	0.73	HOLD
GLD		SHORT	125.70	-0.52	HOLD
GLP		LONG	37.38	-2.15	HOLD
GPI	Retail (Specialty)	LONG	76.15	-0.76	HOLD
HAYN		LONG	48.51	0.56	HOLD
HBC		SHORT	55.37	-4.49	HOLD
ISBC		SHORT	22.55	1.58	HOLD
KMR		SHORT	80.74	0.86	HOLD
KOP		LONG	39.23	1.95	HOLD
KRNY		SHORT	10.40	-1.52	HOLD
LINE		SHORT	26.32	-2.05	HOLD
MT		SHORT	12.61	0.88	HOLD
NP		LONG	39.35	-0.10	HOLD
NSH		SHORT	25.15	0.16	HOLD
NSIT		LONG	21.97	-0.50	HOLD
NVS		SHORT	72.48	-0.34	HOLD
OMX	Office Supplies	LONG	11.44	-0.52	HOLD
OZM		SHORT	11.50	0.88	HOLD
PBY		LONG	12.75	-1.47	HOLD
RJET		LONG	13.67	-1.30	HOLD
SAFM		LONG	74.31	3.11	HOLD
SAIA		LONG	31.00	-1.90	HOLD
SLV	Misc. Financial Services	SHORT	19.01	-0.58	HOLD
STRA		LONG	46.03	2.75	HOLD
TECD		LONG	53.03	0.32	HOLD
TFSL		SHORT	12.32	0.16	HOLD
TKC	Communications Services	SHORT	14.95	0.13	HOLD
USB	Regional Banks	SHORT	37.74	-0.08	HOLD
VALE		SHORT	13.74	-0.07	HOLD
VLY		SHORT	10.65	0.57	HOLD
WNR		LONG	30.99	1.21	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.51
SHORTS				-0.29
TOTAL				0.80
S&P 500				-0.10
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4161784117734.39	1566564165990.62	-17.58	0.00	134453.01
S&P 500	35.94	5.23	-18.61	2.58	0.72

05-Aug-2013 Daily positions

Pre Opening Longs: BLT, BZ, DENN, DEST, DF, ESI, FOE, GLP, GPI, HAYN, KOP,
NP, NSIT, OMX, PBY, RJET, SAFM, SAIA, STRA, TECD, WNR
Pre Opening Shorts: BAC, BHP, BLX, BPOP, C, CEF, CIT, DRL, GLD, HBC, ISBC,
KMR, KRNY, LINE, MT, NSH, NVS, OZM, SLV, TFSL, TKC, USB, VALE, VLY