13-Sep-2013 Daily positions

Pre Opening Longs: BLT, BZ, DF, ESI, FOE, HAYN, JBT, KOP, MTRN, NP, NR,
OMX, PBY, RJET, SAIA, SCHN, SHLM, STRA, SWHC, TG, VCI, WNR
Pre Opening Shorts: BAC, BLX, BPOP, C, CEF, DRL, GG, GGP, GLD, HBC, ISBC,
KMR, KRNY, LINE, MT, NVS, O, ROMA, SCCO, SLV, TFSL, TKC, USB, VALE, VLY

12-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.48	-1.16	HOLD
BLT		LONG	12.09	-0.58	HOLD
BLX		SHORT	24.66	-0.76	HOLD
BPOP	Regional Banks	SHORT	29.44	-5.19	HOLD
MTRN		LONG	30.76	-3.06	HOLD
BZ		LONG	9.59	0.00	HOLD
C		SHORT	50.26	-0.93	HOLD
CEF		SHORT	14.84	-4.26	HOLD
DENN	Restaurants	LONG	6.12	3.73	SELL
DF	Food Processing	LONG	19.20	-0.88	HOLD
DRL		SHORT	19.71	-10.37	HOLD
ESI		LONG	29.16	-1.85	HOLD
FOE		LONG	8.21	1.23	HOLD
GG		SHORT	25.96	-6.52	HOLD
GGP		SHORT	19.36	-1.12	HOLD
GLD		SHORT	127.67	-3.06	HOLD
HAYN		LONG	46.03	-0.28	HOLD
HBC		SHORT	55.55	0.11	HOLD
ISBC		SHORT	21.51	-0.09	HOLD
JBT		LONG	23.79	1.19	HOLD
KMR		SHORT	74.77	-0.93	HOLD
KOP		LONG	40.43	-0.44	HOLD
KRNY		SHORT	9.39	-1.05	HOLD
LINE		SHORT	27.87	-0.11	HOLD
MT		SHORT	13.92	-2.38	HOLD
NP		LONG	37.97	-1.35	HOLD
NR		LONG	11.69	-2.26	HOLD
NVS		SHORT	76.18	-0.37	HOLD
O		SHORT	39.22	-0.83	HOLD
OMX	Office Supplies	LONG	11.38	-1.22	HOLD
PBY		LONG	12.28	-0.16	HOLD
SCCO		SHORT	28.12	-2.90	HOLD
RJET		LONG	11.92	-1.16	HOLD
ROMA		SHORT	18.48	-0.05	HOLD
SAIA		LONG	31.81	-3.05	HOLD
SCHN		LONG	27.04	-0.62	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	27.75	1.02	HOLD
SLV	Misc. Financial Services	SHORT	21.06	-5.52	HOLD
STRA		LONG	40.43	-1.08	HOLD
SWHC	Recreational Products	LONG	10.97	1.29	HOLD
TFSL		SHORT	11.43	-0.44	HOLD
TG	Fabricated Plastic and Rubber	LONG	24.89	-0.64	BUY
TKC	Communications Services	SHORT	13.69	-2.28	HOLD
USB	Regional Banks	SHORT	36.87	0.52	HOLD
VALE		SHORT	16.33	-0.37	HOLD
VCI		LONG	28.79	-0.83	HOLD
VLY		SHORT	10.04	-0.99	HOLD
WNR		LONG	28.54	0.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.45
SHORTS				-2.04
TOTAL				1.59
S&P 500				-0.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6380975420260.44	2354506301763.77	-17.60	0.00	103539.16
S&P 500	34.48	5.47	-18.61	2.27	0.67

11-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.65	0.27	HOLD
BLT		LONG	12.16	-0.65	HOLD
BLX		SHORT	24.85	0.20	HOLD
BPOP	Regional Banks	SHORT	31.05	-0.06	HOLD
MTRN		LONG	31.73	1.21	HOLD
BZ		LONG	9.59	5.50	HOLD
C		SHORT	50.73	-0.70	HOLD
CEF		SHORT	15.50	-0.26	HOLD
DENN	Restaurants	LONG	5.90	-0.67	HOLD
DF	Food Processing	LONG	19.37	0.78	HOLD
DRL		SHORT	21.99	-6.19	HOLD
ESI		LONG	29.71	-0.87	HOLD
FOE		LONG	8.11	-1.22	HOLD
GG		SHORT	27.77	1.95	HOLD
GGP		SHORT	19.58	0.51	HOLD
GLD		SHORT	131.69	-0.04	HOLD
HAYN		LONG	46.16	1.61	HOLD
HBC		SHORT	55.49	-0.25	HOLD
ISBC		SHORT	21.53	0.05	HOLD
JBT		LONG	23.51	1.42	HOLD
KMR		SHORT	75.47	-2.00	HOLD
KOP		LONG	40.61	2.14	HOLD
KRNY		SHORT	9.49	0.11	HOLD
LINE		SHORT	27.90	12.77	HOLD
MT		SHORT	14.26	1.13	HOLD
NP		LONG	38.49	0.05	HOLD
NR		LONG	11.96	0.84	HOLD
NVS		SHORT	76.46	0.51	HOLD
O		SHORT	39.55	0.10	HOLD
OMX	Office Supplies	LONG	11.52	0.26	HOLD
PBY		LONG	12.30	2.16	HOLD
SCCO		SHORT	28.96	2.12	HOLD
RJET		LONG	12.06	-5.04	HOLD
ROMA		SHORT	18.49	0.11	HOLD
SAIA		LONG	32.81	0.06	HOLD
SCHN		LONG	27.21	0.26	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	27.47	-0.04	HOLD
SLV	Misc. Financial Services	SHORT	22.29	0.75	HOLD
STRA		LONG	40.87	-0.10	HOLD
SWHC	Recreational Products	LONG	10.83	1.93	HOLD
TFSL		SHORT	11.48	2.23	HOLD
TKC	Communications Services	SHORT	14.01	0.65	HOLD
USB	Regional Banks	SHORT	36.68	-0.08	HOLD
VALE		SHORT	16.39	-2.50	HOLD
VCI		LONG	29.03	-0.07	HOLD
VLY		SHORT	10.14	-1.53	HOLD
WNR		LONG	28.40	-0.73	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.40
SHORTS				0.39
TOTAL				0.01
S&P 500				0.31
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6281085195910.26	2353690486752.74	-17.60	0.00	104503.14
S&P 500	34.84	5.43	-18.61	2.31	0.67

11-Sep-2013 Daily positions

Pre Opening Longs: BLT, BZ, DENN, DF, ESI, FOE, HAYN, JBT, KOP, MTRN, NP,
NR, OMX, PBY, RJET, SAIA, SCHN, SHLM, STRA, SWHC, VCI, WNR
Pre Opening Shorts: BAC, BLX, BPOP, C, CEF, DRL, GG, GGP, GLD, HBC, ISBC,
KMR, KRNY, LINE, MT, NVS, O, ROMA, SCCO, SLV, TFSL, TKC, USB, VALE, VLY

10-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.61	0.90	HOLD
BLT		LONG	12.24	2.34	HOLD
BLX		SHORT	24.80	1.10	HOLD
BPOP	Regional Banks	SHORT	31.07	0.68	HOLD
MTRN		LONG	31.35	1.00	HOLD
BZ		LONG	9.09	0.55	HOLD
C		SHORT	51.09	2.00	HOLD
CEF		SHORT	15.54	-2.33	HOLD
DENN	Restaurants	LONG	5.94	2.24	HOLD
DF	Food Processing	LONG	19.22	0.95	HOLD
DRL		SHORT	23.44	-0.13	HOLD
ESI		LONG	29.97	0.71	HOLD
FOE		LONG	8.21	1.23	HOLD
GG		SHORT	27.24	-6.42	HOLD
GGP		SHORT	19.48	-1.17	HOLD
GLD		SHORT	131.76	-1.61	HOLD
HAYN		LONG	45.43	0.87	HOLD
HBC		SHORT	55.63	0.18	HOLD
ISBC		SHORT	21.52	0.56	HOLD
JBT		LONG	23.18	1.53	HOLD
KMR		SHORT	77.01	1.46	HOLD
KOP		LONG	39.76	1.79	HOLD
KRNY		SHORT	9.48	-0.21	HOLD
LINE		SHORT	24.74	2.06	HOLD
MT		SHORT	14.10	1.88	HOLD
NP		LONG	38.47	-0.05	HOLD
NR		LONG	11.86	0.25	BUY
NSH		SHORT	21.76	-6.49	COVER
NVS		SHORT	76.07	0.41	HOLD
O		SHORT	39.51	-1.13	HOLD
OMX	Office Supplies	LONG	11.49	2.22	HOLD
PBY		LONG	12.04	4.51	HOLD
SCCO		SHORT	28.36	0.18	SHORT
RJET		LONG	12.70	5.48	HOLD
ROMA		SHORT	18.47	0.38	SHORT
SAIA		LONG	32.79	6.77	HOLD
SCHN		LONG	27.14	2.07	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	27.48	-0.72	HOLD
SLV	Misc. Financial Services	SHORT	22.13	-3.11	HOLD
STRA		LONG	40.91	-0.17	HOLD
SWHC	Recreational Products	LONG	10.63	-0.14	HOLD
TFSL		SHORT	11.23	0.09	HOLD
TKC	Communications Services	SHORT	13.92	2.73	HOLD
USB	Regional Banks	SHORT	36.71	1.07	HOLD
VALE		SHORT	16.81	2.94	HOLD
VCI		LONG	29.05	0.31	HOLD
VLY		SHORT	10.46	1.95	HOLD
WNR		LONG	28.61	-1.79	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.51
SHORTS				-0.11
TOTAL				1.62
S&P 500				0.74
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-9.08	10.92	-39.46	-0.34	-0.09
S&P 500	34.42	5.45	-18.61	2.28	0.67

10-Sep-2013 Daily positions

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

09-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.48	0.84	HOLD
BLT		LONG	11.96	1.18	HOLD
BLX		SHORT	24.53	-0.20	HOLD
BPOP	Regional Banks	SHORT	30.86	0.33	HOLD
MTRN		LONG	31.04	1.57	HOLD
BZ		LONG	9.04	2.38	HOLD
C		SHORT	50.09	1.77	HOLD
CEF		SHORT	15.91	-0.56	HOLD
DENN	Restaurants	LONG	5.81	1.22	HOLD
DF	Food Processing	LONG	19.04	2.26	HOLD
DRL		SHORT	23.47	-0.76	HOLD
ESI		LONG	29.76	0.07	HOLD
FOE		LONG	8.11	7.13	HOLD
GG		SHORT	29.11	-0.82	HOLD
GGP		SHORT	19.71	3.09	HOLD
GLD		SHORT	133.89	-0.19	HOLD
HAYN		LONG	45.04	1.83	HOLD
HBC		SHORT	55.53	0.38	HOLD
ISBC		SHORT	21.40	0.71	HOLD
JBT		LONG	22.83	0.84	HOLD
KMR		SHORT	75.90	-1.03	HOLD
KOP		LONG	39.06	1.11	HOLD
KRNY		SHORT	9.50	2.81	HOLD
LINE		SHORT	24.24	-0.04	HOLD
MT		SHORT	13.84	1.24	HOLD
NP		LONG	38.49	2.61	HOLD
NSH		SHORT	23.27	-1.90	HOLD
NVS		SHORT	75.76	-0.21	HOLD
O		SHORT	39.96	2.12	HOLD
OMX	Office Supplies	LONG	11.24	2.37	HOLD
PBY		LONG	11.52	1.68	HOLD
RJET		LONG	12.04	5.71	HOLD
SAIA		LONG	30.71	1.45	HOLD
SCHN		LONG	26.59	3.95	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	27.68	1.50	HOLD
SLV	Misc. Financial Services	SHORT	22.83	-0.59	HOLD
STRA		LONG	40.98	0.05	HOLD
SWHC	Recreational Products	LONG	10.64	3.20	HOLD
TFSL		SHORT	11.22	0.18	HOLD
TKC	Communications Services	SHORT	13.55	3.99	HOLD
USB	Regional Banks	SHORT	36.32	-0.41	HOLD
VALE		SHORT	16.33	4.55	HOLD
VCI		LONG	28.96	2.19	HOLD
VLY		SHORT	10.26	1.79	HOLD
WNR		LONG	29.12	0.31	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.12
SHORTS				0.71
TOTAL				1.41
S&P 500				0.96
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4197144759889.41	1595959872502.06	-17.60	0.00	91891.80
S&P 500	33.43	5.54	-18.61	2.19	0.65