16-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.42	0.70	HOLD
BLT		LONG	11.86	-0.67	HOLD
BLX		SHORT	24.95	-0.56	HOLD
BPOP	Regional Banks	SHORT	33.54	0.30	HOLD
MTRN		LONG	31.45	4.04	HOLD
BZ		LONG	8.83	-1.45	HOLD
C		SHORT	50.35	-1.00	HOLD
CEF		SHORT	15.90	0.76	HOLD
CIT		SHORT	49.53	0.43	HOLD
DENN	Restaurants	LONG	5.50	-1.61	HOLD
DF	Food Processing	LONG	9.83	-1.50	HOLD
DRL		SHORT	20.42	1.24	HOLD
ESI		LONG	26.86	-1.61	HOLD
FOE		LONG	7.28	-0.82	HOLD
GG		SHORT	31.07	-0.64	HOLD
GLD		SHORT	132.62	0.71	HOLD
GPI	Retail (Specialty)	LONG	75.37	0.78	HOLD
HAYN		LONG	46.23	-0.82	HOLD
HBC		SHORT	55.34	-0.29	HOLD
ISBC		SHORT	21.27	-0.28	HOLD
JBT		LONG	21.73	-0.18	HOLD
KMR		SHORT	79.50	-0.38	HOLD
KOP		LONG	38.69	-0.44	HOLD
KRNY		SHORT	10.45	-0.48	HOLD
LINE		SHORT	24.79	1.10	HOLD
MT		SHORT	13.95	0.36	HOLD
NP		LONG	36.79	-2.00	HOLD
NSH		SHORT	23.67	-1.38	HOLD
NSIT		LONG	20.88	0.87	HOLD
NVS		SHORT	72.84	-0.68	HOLD
OMX	Office Supplies	LONG	11.13	-1.94	HOLD
OZM		SHORT	11.11	-0.63	HOLD
PBY		LONG	11.74	-1.18	HOLD
RJET		LONG	11.83	-0.34	HOLD
SAIA		LONG	28.51	0.71	HOLD
SCHN		LONG	26.59	-2.06	HOLD
SLV	Misc. Financial Services	SHORT	22.36	0.95	HOLD
STRA		LONG	42.52	0.50	HOLD
TFSL		SHORT	11.08	0.09	HOLD
TKC	Communications Services	SHORT	15.31	0.79	HOLD
USB	Regional Banks	SHORT	36.92	0.41	HOLD
VALE		SHORT	15.37	-1.98	HOLD
VCI		LONG	27.72	-0.61	HOLD
VLY		SHORT	10.55	0.38	HOLD
WNR		LONG	29.75	-4.16	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.69
SHORTS				-0.00
TOTAL				-0.69
S&P 500				-0.33
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-16.66	9.73	-39.44	-0.73	-0.18
S&P 500	32.00	5.59	-18.61	2.13	0.64

16-Aug-2013 Daily positions

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

15-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.32	-1.92	HOLD
BLT		LONG	11.94	-0.50	HOLD
BLX		SHORT	25.09	-0.79	HOLD
BPOP	Regional Banks	SHORT	33.44	-0.30	HOLD
MTRN		LONG	30.23	-2.55	HOLD
BZ		LONG	8.96	-2.50	HOLD
C		SHORT	50.86	-1.42	HOLD
CEF		SHORT	15.78	3.82	HOLD
CIT		SHORT	49.32	-0.68	HOLD
DENN	Restaurants	LONG	5.59	-3.12	HOLD
DF	Food Processing	LONG	9.98	-2.82	HOLD
DRL		SHORT	20.17	-1.71	HOLD
ESI		LONG	27.30	-3.74	HOLD
FOE		LONG	7.34	-2.78	HOLD
GG		SHORT	31.31	6.32	HOLD
GLD		SHORT	131.69	2.09	HOLD
GPI	Retail (Specialty)	LONG	74.79	-2.87	HOLD
HAYN		LONG	46.61	-2.35	HOLD
HBC		SHORT	55.50	-0.52	HOLD
ISBC		SHORT	21.33	-1.71	HOLD
JBT		LONG	21.77	-2.94	HOLD
KMR		SHORT	79.80	-0.31	HOLD
KOP		LONG	38.87	-0.03	HOLD
KRNY		SHORT	10.50	0.96	HOLD
LINE		SHORT	24.52	3.55	HOLD
MT		SHORT	13.90	-1.56	HOLD
NP		LONG	37.54	-1.42	HOLD
NSH		SHORT	24.00	1.27	HOLD
NSIT		LONG	20.70	-1.71	HOLD
NVS		SHORT	73.34	-0.38	HOLD
OMX	Office Supplies	LONG	11.35	-2.07	HOLD
OZM		SHORT	11.18	-0.36	HOLD
PBY		LONG	11.88	-5.19	HOLD
RJET		LONG	11.87	-3.57	HOLD
SAIA		LONG	28.31	-0.84	HOLD
SCHN		LONG	27.15	0.00	HOLD
SLV	Misc. Financial Services	SHORT	22.15	5.03	HOLD
STRA		LONG	42.31	-4.54	HOLD
TFSL		SHORT	11.07	-3.32	HOLD
TKC	Communications Services	SHORT	15.19	-0.20	HOLD
USB	Regional Banks	SHORT	36.77	-0.54	HOLD
VALE		SHORT	15.68	0.51	HOLD
VCI		LONG	27.89	-3.06	HOLD
VLY		SHORT	10.51	-1.04	HOLD
WNR		LONG	31.04	-0.29	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.33
SHORTS				0.28
TOTAL				-2.61
S&P 500				-1.43
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-16.08	9.81	-39.44	-0.70	-0.17
S&P 500	32.40	5.54	-18.61	2.18	0.65

15-Aug-2013 Daily positions

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

14-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.60	0.62	HOLD
BLT		LONG	12.00	0.33	HOLD
BLX		SHORT	25.29	0.24	HOLD
BPOP	Regional Banks	SHORT	33.54	0.24	HOLD
MTRN		LONG	31.02	0.45	HOLD
BZ		LONG	9.19	0.11	HOLD
C		SHORT	51.59	-0.35	HOLD
CEF		SHORT	15.20	2.29	HOLD
CIT		SHORT	49.66	0.34	HOLD
DENN	Restaurants	LONG	5.77	0.35	HOLD
DF	Food Processing	LONG	10.27	-2.75	HOLD
DRL		SHORT	20.52	-6.04	HOLD
ESI		LONG	28.36	-2.17	HOLD
FOE		LONG	7.55	0.67	HOLD
GG		SHORT	29.45	3.88	HOLD
GLD		SHORT	128.99	0.98	HOLD
GPI	Retail (Specialty)	LONG	77.00	0.92	HOLD
HAYN		LONG	47.73	-0.04	HOLD
HBC		SHORT	55.79	0.34	HOLD
ISBC		SHORT	21.70	-0.09	HOLD
JBT		LONG	22.43	-1.32	HOLD
KMR		SHORT	80.05	0.10	HOLD
KOP		LONG	39.13	-1.26	HOLD
KRNY		SHORT	10.40	1.46	HOLD
LINE		SHORT	23.68	3.38	HOLD
MT		SHORT	14.12	2.02	HOLD
NP		LONG	38.08	1.09	HOLD
NSH		SHORT	23.70	-1.04	HOLD
NSIT		LONG	21.06	0.96	HOLD
NVS		SHORT	73.62	-0.22	HOLD
OMX	Office Supplies	LONG	11.59	1.58	HOLD
OZM		SHORT	11.22	-0.97	HOLD
PBY		LONG	12.53	-1.96	HOLD
RJET		LONG	12.31	-2.15	HOLD
SAIA		LONG	28.55	-1.28	HOLD
SCHN		LONG	27.15	0.30	HOLD
SLV	Misc. Financial Services	SHORT	21.08	1.79	HOLD
STRA		LONG	44.32	0.05	HOLD
TFSL		SHORT	11.45	-1.89	HOLD
TKC	Communications Services	SHORT	15.22	0.46	HOLD
USB	Regional Banks	SHORT	36.97	-0.38	HOLD
VALE		SHORT	15.60	0.58	HOLD
VCI		LONG	28.77	0.52	HOLD
VLY		SHORT	10.62	0.38	HOLD
WNR		LONG	31.13	-0.89	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.31
SHORTS				0.34
TOTAL				-0.65
S&P 500				-0.51
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	158573227.65	58447269.09	-18.05	0.00	1847.75
S&P 500	34.32	5.38	-18.61	2.37	0.69

14-Aug-2013 Daily positions

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

13-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.51	0.69	HOLD
BLT		LONG	11.96	-0.33	HOLD
BLX		SHORT	25.23	0.32	HOLD
BPOP	Regional Banks	SHORT	33.46	-0.15	HOLD
MTRN		LONG	30.96	-0.83	HOLD
BZ		LONG	9.18	-1.40	HOLD
C		SHORT	51.77	1.71	HOLD
CEF		SHORT	14.86	-0.73	HOLD
CIT		SHORT	49.49	-0.82	HOLD
DENN	Restaurants	LONG	5.75	1.23	HOLD
DF	Food Processing	LONG	10.56	-0.75	HOLD
DRL		SHORT	21.84	-4.67	HOLD
ESI		LONG	28.99	-3.37	HOLD
FOE		LONG	7.50	0.81	HOLD
GG		SHORT	28.35	-1.25	HOLD
GLD		SHORT	127.72	-1.09	HOLD
GPI	Retail (Specialty)	LONG	76.30	-0.26	HOLD
HAYN		LONG	47.75	-0.15	HOLD
HBC		SHORT	55.60	0.93	HOLD
ISBC		SHORT	21.72	-1.45	HOLD
JBT		LONG	22.73	-1.22	HOLD
KMR		SHORT	79.97	-0.99	HOLD
KOP		LONG	39.63	-0.75	HOLD
KRNY		SHORT	10.25	1.18	HOLD
LINE		SHORT	22.91	-4.28	HOLD
MT		SHORT	13.84	0.87	HOLD
NP		LONG	37.87	-0.45	HOLD
NSH		SHORT	23.95	-1.56	HOLD
NSIT		LONG	20.86	-0.62	HOLD
NVS		SHORT	73.78	0.78	HOLD
OMX	Office Supplies	LONG	11.41	1.06	HOLD
OZM		SHORT	11.33	2.35	HOLD
PBY		LONG	12.77	0.27	HOLD
RJET		LONG	12.58	-1.87	HOLD
SAFM		LONG	74.85	-0.29	SELL
SAIA		LONG	28.92	-2.00	HOLD
SCHN		LONG	27.07	-0.55	BUY
SLV	Misc. Financial Services	SHORT	20.71	0.44	HOLD
STRA		LONG	44.30	-0.85	HOLD
TECD		LONG	53.56	1.46	SELL
TFSL		SHORT	11.67	0.43	HOLD
TKC	Communications Services	SHORT	15.15	-0.20	HOLD
USB	Regional Banks	SHORT	37.11	-0.13	HOLD
VALE		SHORT	15.51	-1.15	HOLD
VCI		LONG	28.62	-1.24	BUY
VLY		SHORT	10.58	-0.28	HOLD
WNR		LONG	31.41	-0.13	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.50
SHORTS				-0.38
TOTAL				-0.12
S&P 500				0.33
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	904117382760.89	348131014341.44	-17.60	0.00	65307.29
S&P 500	35.06	5.32	-18.61	2.45	0.70

13-Aug-2013 Daily positions

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

12-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.41	-0.28	HOLD
BHP		SHORT	67.62	-0.09	COVER
BLT		LONG	12.00	-0.08	HOLD
BLX		SHORT	25.15	1.09	HOLD
BPOP	Regional Banks	SHORT	33.51	0.30	HOLD
MTRN		LONG	31.22	2.76	BUY
BZ		LONG	9.31	1.86	HOLD
C		SHORT	50.90	-0.82	HOLD
CEF		SHORT	14.97	3.46	HOLD
CIT		SHORT	49.90	-0.32	HOLD
DENN	Restaurants	LONG	5.68	-0.35	HOLD
DF	Food Processing	LONG	10.64	1.72	HOLD
DRL		SHORT	22.91	-3.78	HOLD
ESI		LONG	30.00	0.84	HOLD
FOE		LONG	7.44	1.36	HOLD
GG		SHORT	28.74	5.78	SHORT
GLD		SHORT	129.15	1.81	HOLD
GLP		LONG	31.92	1.69	SELL
GPI	Retail (Specialty)	LONG	76.50	0.05	HOLD
HAYN		LONG	47.82	0.40	HOLD
HBC		SHORT	55.08	-0.31	HOLD
ISBC		SHORT	22.04	-1.34	HOLD
JBT		LONG	22.97	0.48	HOLD
KMR		SHORT	80.79	0.39	HOLD
KOP		LONG	39.84	5.15	HOLD
KRNY		SHORT	10.13	0.50	HOLD
LINE		SHORT	23.93	-4.24	HOLD
MT		SHORT	13.72	0.07	HOLD
NP		LONG	38.04	0.85	HOLD
NSH		SHORT	24.33	-0.49	HOLD
NSIT		LONG	20.99	0.43	HOLD
NVS		SHORT	73.21	-0.29	HOLD
OMX	Office Supplies	LONG	11.31	2.91	HOLD
OZM		SHORT	11.07	-0.45	HOLD
PBY		LONG	12.73	0.16	HOLD
RJET		LONG	12.82	1.99	HOLD
SAFM		LONG	75.07	1.10	HOLD
SAIA		LONG	29.51	3.25	HOLD
SLV	Misc. Financial Services	SHORT	20.61	4.30	HOLD
STRA		LONG	44.68	0.11	HOLD
TECD		LONG	52.79	1.23	HOLD
TFSL		SHORT	11.62	-1.19	HOLD
TKC	Communications Services	SHORT	15.18	-0.33	HOLD
USB	Regional Banks	SHORT	37.16	-0.03	HOLD
VALE		SHORT	15.69	1.16	HOLD
VLY		SHORT	10.61	0.86	HOLD
WNR		LONG	31.45	0.74	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.23
SHORTS				-0.00
TOTAL				1.23
S&P 500				-0.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	159759818.13	58345661.60	-18.05	0.00	1889.02
S&P 500	34.59	5.34	-18.61	2.42	0.69