23-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.57	0.00	HOLD
BLT		LONG	11.95	0.67	HOLD
BLX		SHORT	24.50	-0.20	HOLD
BPOP	Regional Banks	SHORT	33.35	-2.08	HOLD
MTRN		LONG	31.25	0.48	HOLD
BZ		LONG	8.81	-0.68	HOLD
C		SHORT	49.83	-0.16	HOLD
CEF		SHORT	16.33	2.64	HOLD
CIT		SHORT	48.83	-0.35	HOLD
DENN	Restaurants	LONG	5.68	-0.87	HOLD
DF	Food Processing	LONG	9.68	-0.21	HOLD
DRL		SHORT	23.70	3.00	HOLD
ESI		LONG	28.32	3.17	HOLD
FOE		LONG	7.69	0.26	HOLD
GG		SHORT	31.02	1.94	HOLD
GLD		SHORT	134.87	1.55	HOLD
GPI	Retail (Specialty)	LONG	76.79	0.85	HOLD
HAYN		LONG	45.93	-0.93	HOLD
HBC		SHORT	54.42	0.59	HOLD
ISBC		SHORT	21.42	-0.74	HOLD
JBT		LONG	23.17	-0.77	HOLD
KMR		SHORT	80.65	0.81	HOLD
KOP		LONG	39.80	0.86	HOLD
KRNY		SHORT	10.65	0.76	HOLD
LINE		SHORT	24.60	-1.01	HOLD
MT		SHORT	13.62	0.81	HOLD
NP		LONG	37.66	-1.95	HOLD
NSH		SHORT	23.99	2.96	HOLD
NSIT		LONG	20.85	-0.48	HOLD
NVS		SHORT	75.42	0.91	HOLD
O		SHORT	40.68	1.04	HOLD
OMX	Office Supplies	LONG	10.59	-2.04	HOLD
PBY		LONG	11.78	-0.76	HOLD
RJET		LONG	12.04	0.58	HOLD
SAIA		LONG	30.01	-1.67	HOLD
SCHN		LONG	27.51	2.04	HOLD
SLV	Misc. Financial Services	SHORT	23.13	3.86	HOLD
STRA		LONG	40.86	0.42	HOLD
TFSL		SHORT	11.32	-0.44	HOLD
TKC	Communications Services	SHORT	13.86	-1.07	HOLD
USB	Regional Banks	SHORT	37.33	-0.19	HOLD
VALE		SHORT	15.37	2.33	HOLD
VCI		LONG	28.95	0.10	HOLD
VLY		SHORT	10.52	-0.28	HOLD
WNR		LONG	31.01	0.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.04
SHORTS				0.70
TOTAL				-0.74
S&P 500				0.34
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-15.86	9.85	-39.45	-0.68	-0.17
S&P 500	32.63	5.56	-18.61	2.16	0.65

23-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, O, SLV, TFSL, TKC, USB, VALE, VLY

22-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.57	1.60	HOLD
BLT		LONG	11.87	1.71	HOLD
BLX		SHORT	24.55	1.03	HOLD
BPOP	Regional Banks	SHORT	34.06	1.07	HOLD
MTRN		LONG	31.10	3.32	HOLD
BZ		LONG	8.87	1.72	HOLD
C		SHORT	49.91	1.53	HOLD
CEF		SHORT	15.91	1.14	HOLD
CIT		SHORT	49.00	1.47	HOLD
DENN	Restaurants	LONG	5.73	2.14	HOLD
DF	Food Processing	LONG	9.70	-0.72	HOLD
DRL		SHORT	23.08	0.26	HOLD
ESI		LONG	27.45	3.04	HOLD
FOE		LONG	7.67	4.64	HOLD
GG		SHORT	30.43	1.03	HOLD
GLD		SHORT	132.78	0.54	HOLD
GPI	Retail (Specialty)	LONG	76.14	0.21	HOLD
HAYN		LONG	46.36	3.97	HOLD
HBC		SHORT	54.10	1.14	HOLD
ISBC		SHORT	21.58	1.51	HOLD
JBT		LONG	23.45	3.85	HOLD
KMR		SHORT	80.00	0.49	HOLD
KOP		LONG	39.43	1.78	HOLD
KRNY		SHORT	10.57	1.93	HOLD
LINE		SHORT	24.85	2.18	HOLD
MT		SHORT	13.51	2.82	HOLD
NP		LONG	38.41	3.61	HOLD
NSH		SHORT	23.30	-0.13	HOLD
NSIT		LONG	20.95	1.65	HOLD
NVS		SHORT	74.72	0.64	HOLD
O		SHORT	40.26	0.42	HOLD
OMX	Office Supplies	LONG	10.81	0.84	HOLD
PBY		LONG	11.87	-2.06	HOLD
RJET		LONG	11.97	-1.60	HOLD
SAIA		LONG	30.52	2.59	HOLD
SCHN		LONG	26.96	1.93	HOLD
SLV	Misc. Financial Services	SHORT	22.27	0.59	HOLD
STRA		LONG	40.68	1.24	HOLD
TFSL		SHORT	11.37	1.43	HOLD
TKC	Communications Services	SHORT	14.01	-0.78	HOLD
USB	Regional Banks	SHORT	37.40	1.66	HOLD
VALE		SHORT	15.02	4.16	HOLD
VCI		LONG	28.91	1.51	HOLD
VLY		SHORT	10.55	1.15	HOLD
WNR		LONG	31.00	1.01	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.73
SHORTS				1.20
TOTAL				0.53
S&P 500				0.89
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-15.17	9.95	-39.44	-0.65	-0.16
S&P 500	32.15	5.60	-18.61	2.12	0.64

22-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, O, SLV, TFSL, TKC, USB, VALE, VLY

21-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.34	0.35	HOLD
BLT		LONG	11.67	-1.60	HOLD
BLX		SHORT	24.30	-1.38	HOLD
BPOP	Regional Banks	SHORT	33.70	-1.46	HOLD
MTRN		LONG	30.10	-2.68	HOLD
BZ		LONG	8.72	-1.25	HOLD
C		SHORT	49.16	-1.52	HOLD
CEF		SHORT	15.73	-0.69	HOLD
CIT		SHORT	48.29	-1.00	HOLD
DENN	Restaurants	LONG	5.61	-1.06	HOLD
DF	Food Processing	LONG	9.77	-0.31	HOLD
DRL		SHORT	23.02	2.31	HOLD
ESI		LONG	26.64	-2.17	HOLD
FOE		LONG	7.33	-0.41	HOLD
GG		SHORT	30.12	-4.74	HOLD
GLD		SHORT	132.10	-0.26	HOLD
GPI	Retail (Specialty)	LONG	75.98	-0.76	HOLD
HAYN		LONG	44.59	-0.78	HOLD
HBC		SHORT	53.50	-2.27	HOLD
ISBC		SHORT	21.26	-1.89	HOLD
JBT		LONG	22.59	-0.11	HOLD
KMR		SHORT	79.61	0.00	HOLD
KOP		LONG	38.75	-0.97	HOLD
KRNY		SHORT	10.37	-0.96	HOLD
LINE		SHORT	24.32	-0.37	HOLD
MT		SHORT	13.14	-0.98	HOLD
NP		LONG	37.07	-1.38	HOLD
NSH		SHORT	23.33	-1.52	HOLD
NSIT		LONG	20.61	-1.25	HOLD
NVS		SHORT	74.25	-0.64	HOLD
O		SHORT	40.09	-0.27	SHORT
OMX	Office Supplies	LONG	10.72	-2.01	HOLD
OZM		SHORT	10.97	-0.09	COVER
PBY		LONG	12.12	-2.65	HOLD
RJET		LONG	12.16	1.97	HOLD
SAIA		LONG	29.75	0.00	HOLD
SCHN		LONG	26.45	-0.86	HOLD
SLV	Misc. Financial Services	SHORT	22.13	-0.27	HOLD
STRA		LONG	40.18	-3.34	HOLD
TFSL		SHORT	11.21	-0.36	HOLD
TKC	Communications Services	SHORT	14.12	-4.85	HOLD
USB	Regional Banks	SHORT	36.79	-0.19	HOLD
VALE		SHORT	14.42	-3.03	HOLD
VCI		LONG	28.48	-0.52	HOLD
VLY		SHORT	10.43	-1.51	HOLD
WNR		LONG	30.69	-0.71	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.09
SHORTS				-1.14
TOTAL				0.05
S&P 500				-0.62
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	879413439191.21	350190340785.29	-17.60	0.00	58985.61
S&P 500	30.99	5.72	-18.61	2.01	0.62

21-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

20-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.29	0.99	HOLD
BLT		LONG	11.85	0.85	HOLD
BLX		SHORT	24.64	0.61	HOLD
BPOP	Regional Banks	SHORT	34.20	2.30	HOLD
MTRN		LONG	30.89	0.59	HOLD
BZ		LONG	8.83	2.56	HOLD
C		SHORT	49.92	1.20	HOLD
CEF		SHORT	15.84	-0.19	HOLD
CIT		SHORT	48.78	0.16	HOLD
DENN	Restaurants	LONG	5.67	3.28	HOLD
DF	Food Processing	LONG	9.80	1.34	HOLD
DRL		SHORT	22.50	2.32	HOLD
ESI		LONG	27.23	3.46	HOLD
FOE		LONG	7.37	2.50	HOLD
GG		SHORT	31.62	2.33	HOLD
GLD		SHORT	132.44	0.33	HOLD
GPI	Retail (Specialty)	LONG	76.59	1.52	HOLD
HAYN		LONG	44.94	0.47	HOLD
HBC		SHORT	55.24	0.73	HOLD
ISBC		SHORT	21.67	2.22	HOLD
JBT		LONG	22.63	5.55	HOLD
KMR		SHORT	79.60	1.25	HOLD
KOP		LONG	39.21	1.17	HOLD
KRNY		SHORT	10.47	0.96	HOLD
LINE		SHORT	24.41	2.43	HOLD
MT		SHORT	13.27	-1.88	HOLD
NP		LONG	37.59	1.90	HOLD
NSH		SHORT	23.69	0.30	HOLD
NSIT		LONG	20.87	-0.10	HOLD
NVS		SHORT	74.72	2.50	HOLD
OMX	Office Supplies	LONG	10.94	1.77	HOLD
OZM		SHORT	10.97	0.92	HOLD
PBY		LONG	12.45	2.13	HOLD
RJET		LONG	11.93	3.92	HOLD
SAIA		LONG	29.75	4.83	HOLD
SCHN		LONG	26.68	1.60	HOLD
SLV	Misc. Financial Services	SHORT	22.19	-0.68	HOLD
STRA		LONG	41.57	-0.65	HOLD
TFSL		SHORT	11.25	0.63	HOLD
TKC	Communications Services	SHORT	14.82	0.20	HOLD
USB	Regional Banks	SHORT	36.86	0.55	HOLD
VALE		SHORT	14.87	-2.30	HOLD
VCI		LONG	28.63	3.21	HOLD
VLY		SHORT	10.59	1.44	HOLD
WNR		LONG	30.91	4.43	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.21
SHORTS				0.80
TOTAL				1.40
S&P 500				0.50
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	155105850.03	58694523.13	-18.06	0.00	1762.99
S&P 500	31.81	5.62	-18.61	2.10	0.64

19-Aug-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.15	-1.87	HOLD
BLT		LONG	11.75	-0.93	HOLD
BLX		SHORT	24.49	-1.84	HOLD
BPOP	Regional Banks	SHORT	33.43	-0.33	HOLD
MTRN		LONG	30.71	-2.35	HOLD
BZ		LONG	8.61	-2.49	HOLD
C		SHORT	49.33	-2.03	HOLD
CEF		SHORT	15.87	-0.19	HOLD
CIT		SHORT	48.70	-1.68	HOLD
DENN	Restaurants	LONG	5.49	-0.18	HOLD
DF	Food Processing	LONG	9.67	-1.63	HOLD
DRL		SHORT	21.99	7.69	HOLD
ESI		LONG	26.32	-2.01	HOLD
FOE		LONG	7.19	-1.24	HOLD
GG		SHORT	30.95	-0.39	HOLD
GLD		SHORT	132.01	-0.43	HOLD
GPI	Retail (Specialty)	LONG	75.44	0.09	HOLD
HAYN		LONG	44.73	-3.24	HOLD
HBC		SHORT	54.84	-0.92	HOLD
ISBC		SHORT	21.20	-0.33	HOLD
JBT		LONG	21.44	-1.11	HOLD
KMR		SHORT	78.62	-1.09	HOLD
KOP		LONG	38.80	0.34	HOLD
KRNY		SHORT	10.37	-0.77	HOLD
LINE		SHORT	23.83	-3.87	HOLD
MT		SHORT	13.53	-3.01	HOLD
NP		LONG	36.89	0.27	HOLD
NSH		SHORT	23.62	-0.21	HOLD
NSIT		LONG	20.89	0.05	HOLD
NVS		SHORT	72.89	0.07	HOLD
OMX	Office Supplies	LONG	10.75	-3.41	HOLD
OZM		SHORT	10.87	-2.16	HOLD
PBY		LONG	12.19	3.83	HOLD
RJET		LONG	11.48	-2.96	HOLD
SAIA		LONG	28.38	-0.46	HOLD
SCHN		LONG	26.26	-1.24	HOLD
SLV	Misc. Financial Services	SHORT	22.35	0.04	HOLD
STRA		LONG	41.84	-1.60	HOLD
TFSL		SHORT	11.18	0.90	HOLD
TKC	Communications Services	SHORT	14.79	-3.40	HOLD
USB	Regional Banks	SHORT	36.66	-0.70	HOLD
VALE		SHORT	15.22	-0.98	HOLD
VCI		LONG	27.74	0.04	HOLD
VLY		SHORT	10.44	-1.04	HOLD
WNR		LONG	29.62	-0.44	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.98
SHORTS				-0.77
TOTAL				-0.21
S&P 500				-0.64
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	5740772951793.22	2331287471998.18	-17.60	0.00	129994.26
S&P 500	31.16	5.69	-18.61	2.04	0.62