27-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	13.90	-1.28	HOLD
BLT		LONG	12.05	-0.90	HOLD
BLX		SHORT	24.98	-0.48	HOLD
BPOP	Regional Banks	SHORT	26.43	-0.97	HOLD
MTRN		LONG	32.64	-0.85	HOLD
BZ		LONG	12.60	0.16	HOLD
C		SHORT	48.89	-0.08	HOLD
CEF		SHORT	14.77	0.07	HOLD
DF	Food Processing	LONG	19.14	-0.52	HOLD
DRL		SHORT	19.25	-0.05	HOLD
ESI		LONG	30.97	-0.10	HOLD
FOE		LONG	9.12	-1.83	HOLD
GG		SHORT	25.76	0.31	HOLD
GGP		SHORT	19.38	-0.41	HOLD
GLD		SHORT	128.98	0.93	HOLD
GPI	Retail (Specialty)	LONG	78.72	-0.97	HOLD
HAYN		LONG	45.00	0.04	HOLD
HBC		SHORT	54.79	-0.33	HOLD
ISBC		SHORT	21.99	-0.18	HOLD
JBT		LONG	24.78	-0.08	HOLD
KMR		SHORT	75.23	-0.41	HOLD
KOP		LONG	41.97	-0.37	HOLD
KRNY		SHORT	10.21	-0.10	HOLD
LINE		SHORT	25.97	-1.33	HOLD
MT		SHORT	13.82	-1.64	HOLD
NP		LONG	39.14	0.38	HOLD
NR		LONG	12.56	0.72	HOLD
NVS		SHORT	77.08	0.52	HOLD
O		SHORT	40.26	-1.58	HOLD
OMX	Office Supplies	LONG	12.55	0.40	HOLD
SCCO		SHORT	27.85	-1.10	HOLD
RJET		LONG	12.57	-1.33	HOLD
ROMA		SHORT	18.85	0.27	HOLD
SAIA		LONG	30.78	-2.59	HOLD
SCHN		LONG	27.57	-0.58	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.03	-0.34	HOLD
SLV	Misc. Financial Services	SHORT	20.97	0.24	HOLD
STRA		LONG	41.61	1.07	HOLD
SWHC	Recreational Products	LONG	11.23	-0.44	HOLD
TFSL		SHORT	11.84	5.81	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.61	-0.89	HOLD
TKC	Communications Services	SHORT	14.47	-0.41	HOLD
USB	Regional Banks	SHORT	36.50	-0.11	HOLD
VALE		SHORT	15.60	-3.23	HOLD
VCI		LONG	28.69	-0.17	HOLD
VLY		SHORT	9.76	0.51	HOLD
WNR		LONG	30.17	-0.07	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.42
SHORTS				-0.20
TOTAL				-0.22
S&P 500				-0.42
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-3.10	12.02	-39.50	-0.10	-0.03
S&P 500	35.15	5.53	-18.61	2.24	0.67

27-Sep-2013 Daily positions

Pre Opening Longs: BLT, BZ, DF, ESI, FOE, GPI, HAYN, JBT, KOP, MTRN, NP,
NR, OMX, 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

26-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.08	-0.42	HOLD
BLT		LONG	12.16	-1.14	HOLD
BLX		SHORT	25.10	0.20	HOLD
BPOP	Regional Banks	SHORT	26.69	-0.56	HOLD
MTRN		LONG	32.92	0.40	HOLD
BZ		LONG	12.58	0.08	HOLD
C		SHORT	48.93	-0.67	HOLD
CEF		SHORT	14.76	-0.61	HOLD
DF	Food Processing	LONG	19.24	0.68	HOLD
DRL		SHORT	19.26	-2.78	HOLD
ESI		LONG	31.00	1.24	HOLD
FOE		LONG	9.29	3.80	HOLD
GG		SHORT	25.68	-1.34	HOLD
GGP		SHORT	19.46	0.46	HOLD
GLD		SHORT	127.82	-0.75	HOLD
GPI	Retail (Specialty)	LONG	79.49	-0.63	HOLD
HAYN		LONG	44.98	0.58	HOLD
HBC		SHORT	54.97	0.04	HOLD
ISBC		SHORT	22.03	0.18	HOLD
JBT		LONG	24.80	1.14	HOLD
KMR		SHORT	75.54	0.09	HOLD
KOP		LONG	42.12	0.96	HOLD
KRNY		SHORT	10.22	0.39	HOLD
LINE		SHORT	26.32	-0.15	HOLD
MT		SHORT	14.05	-0.07	HOLD
NP		LONG	38.99	1.56	HOLD
NR		LONG	12.47	5.05	HOLD
NVS		SHORT	76.68	0.31	HOLD
O		SHORT	41.09	1.43	HOLD
OMX	Office Supplies	LONG	12.50	0.56	HOLD
SCCO		SHORT	28.16	0.93	HOLD
RJET		LONG	12.74	-1.09	HOLD
ROMA		SHORT	18.80	0.21	HOLD
SAIA		LONG	31.60	-0.44	HOLD
SCHN		LONG	27.73	0.62	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.13	0.07	HOLD
SLV	Misc. Financial Services	SHORT	20.93	-0.24	HOLD
STRA		LONG	41.17	-0.41	HOLD
SWHC	Recreational Products	LONG	11.28	-1.14	HOLD
TFSL		SHORT	11.20	-0.09	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.77	0.39	HOLD
TKC	Communications Services	SHORT	14.52	-0.43	HOLD
USB	Regional Banks	SHORT	36.54	0.03	HOLD
VALE		SHORT	16.12	0.44	HOLD
VCI		LONG	28.74	1.23	HOLD
VLY		SHORT	9.71	-0.72	HOLD
WNR		LONG	30.19	-1.18	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.56
SHORTS				-0.16
TOTAL				0.73
S&P 500				0.39
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-2.85	12.05	-39.47	-0.09	-0.03
S&P 500	35.74	5.47	-18.61	2.30	0.68

25-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.14	0.35	HOLD
BLT		LONG	12.30	-0.24	HOLD
BLX		SHORT	25.05	0.64	HOLD
BPOP	Regional Banks	SHORT	26.84	0.60	HOLD
MTRN		LONG	32.79	0.18	HOLD
BZ		LONG	12.57	-0.63	HOLD
C		SHORT	49.26	0.61	HOLD
CEF		SHORT	14.85	1.71	HOLD
DF	Food Processing	LONG	19.11	-0.05	HOLD
DRL		SHORT	19.81	0.05	HOLD
ESI		LONG	30.62	1.02	HOLD
FOE		LONG	8.95	0.11	HOLD
GG		SHORT	26.03	1.64	HOLD
GGP		SHORT	19.37	-0.36	HOLD
GLD		SHORT	128.76	0.86	HOLD
GPI	Retail (Specialty)	LONG	79.99	-0.70	HOLD
HAYN		LONG	44.72	-0.51	HOLD
HBC		SHORT	54.95	-0.18	HOLD
ISBC		SHORT	21.99	-0.05	HOLD
JBT		LONG	24.52	-0.45	HOLD
KMR		SHORT	75.47	1.02	HOLD
KOP		LONG	41.74	-1.09	HOLD
KRNY		SHORT	10.18	-0.39	HOLD
LINE		SHORT	26.36	0.04	HOLD
MT		SHORT	14.06	0.07	HOLD
NP		LONG	38.39	-1.11	HOLD
NR		LONG	11.87	-0.08	HOLD
NVS		SHORT	76.44	0.09	HOLD
O		SHORT	40.51	1.50	HOLD
OMX	Office Supplies	LONG	12.43	1.55	HOLD
SCCO		SHORT	27.90	-0.96	HOLD
RJET		LONG	12.88	-1.75	HOLD
ROMA		SHORT	18.76	-0.16	HOLD
SAIA		LONG	31.74	-1.43	HOLD
SCHN		LONG	27.56	0.29	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.11	0.28	HOLD
SLV	Misc. Financial Services	SHORT	20.98	0.43	HOLD
STRA		LONG	41.44	0.80	HOLD
SWHC	Recreational Products	LONG	11.42	-1.55	HOLD
TFSL		SHORT	11.21	1.45	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.67	-0.66	HOLD
TKC	Communications Services	SHORT	14.58	-1.09	HOLD
USB	Regional Banks	SHORT	36.76	-0.38	HOLD
VALE		SHORT	16.05	-0.74	HOLD
VCI		LONG	28.70	-0.03	HOLD
VLY		SHORT	9.78	0.20	HOLD
WNR		LONG	30.55	4.16	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.09
SHORTS				0.28
TOTAL				-0.37
S&P 500				-0.29
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-3.54	11.92	-39.47	-0.12	-0.04
S&P 500	35.21	5.51	-18.61	2.26	0.67

24-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.09	-0.35	HOLD
BLT		LONG	12.33	0.41	HOLD
BLX		SHORT	24.89	-0.04	HOLD
BPOP	Regional Banks	SHORT	26.68	0.53	HOLD
MTRN		LONG	32.73	0.74	HOLD
BZ		LONG	12.65	1.04	HOLD
C		SHORT	48.96	-1.23	HOLD
CEF		SHORT	14.60	0.48	HOLD
DF	Food Processing	LONG	19.12	0.68	HOLD
DRL		SHORT	19.80	-0.40	HOLD
ESI		LONG	30.31	2.16	HOLD
FOE		LONG	8.94	0.56	HOLD
GG		SHORT	25.61	0.39	HOLD
GGP		SHORT	19.44	-1.67	HOLD
GLD		SHORT	127.66	0.09	HOLD
GPI	Retail (Specialty)	LONG	80.55	0.16	HOLD
HAYN		LONG	44.95	-0.35	HOLD
HBC		SHORT	55.05	-0.42	HOLD
ISBC		SHORT	22.00	0.41	HOLD
JBT		LONG	24.63	0.70	HOLD
KMR		SHORT	74.71	0.25	HOLD
KOP		LONG	42.20	-1.31	HOLD
KRNY		SHORT	10.22	2.61	HOLD
LINE		SHORT	26.35	2.01	HOLD
MT		SHORT	14.05	1.01	HOLD
NP		LONG	38.82	0.23	HOLD
NR		LONG	11.88	-0.92	HOLD
NVS		SHORT	76.37	-0.48	HOLD
O		SHORT	39.91	0.71	HOLD
OMX	Office Supplies	LONG	12.24	4.44	HOLD
SCCO		SHORT	28.17	-2.09	HOLD
RJET		LONG	13.11	0.92	HOLD
ROMA		SHORT	18.79	0.43	HOLD
SAIA		LONG	32.20	-1.71	HOLD
SCHN		LONG	27.48	-0.11	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.03	0.21	HOLD
SLV	Misc. Financial Services	SHORT	20.87	0.43	HOLD
STRA		LONG	41.11	-2.70	HOLD
SWHC	Recreational Products	LONG	11.60	0.00	HOLD
TFSL		SHORT	11.05	-0.90	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.84	-1.30	HOLD
TKC	Communications Services	SHORT	14.74	0.14	HOLD
USB	Regional Banks	SHORT	36.90	-1.23	HOLD
VALE		SHORT	16.16	-1.64	HOLD
VCI		LONG	28.71	0.53	HOLD
VLY		SHORT	9.76	0.41	HOLD
WNR		LONG	29.33	1.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.27
SHORTS				-0.02
TOTAL				0.29
S&P 500				-0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	11344.21	2804.46	-20.00	0.19	26.66
S&P 500	35.60	5.46	-18.61	2.31	0.68

24-Sep-2013 Daily positions

Pre Opening Longs: BLT, BZ, DF, ESI, FOE, GPI, HAYN, JBT, KOP, MTRN, NP,
NR, OMX, 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

23-Sep-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
BAC	SandLs/Savings Banks	SHORT	14.14	-2.08	HOLD
BLT		LONG	12.28	0.66	HOLD
BLX		SHORT	24.90	0.08	HOLD
BPOP	Regional Banks	SHORT	26.54	-0.23	HOLD
MTRN		LONG	32.49	-0.09	HOLD
BZ		LONG	12.52	-0.08	HOLD
C		SHORT	49.57	-3.20	HOLD
CEF		SHORT	14.53	-1.02	HOLD
DF	Food Processing	LONG	18.99	-0.58	HOLD
DRL		SHORT	19.88	-2.17	HOLD
ESI		LONG	29.67	-0.87	HOLD
FOE		LONG	8.89	-0.67	HOLD
GG		SHORT	25.51	-1.20	HOLD
GGP		SHORT	19.77	-1.20	HOLD
GLD		SHORT	127.55	-0.32	HOLD
GPI	Retail (Specialty)	LONG	80.42	-0.16	HOLD
HAYN		LONG	45.11	-0.57	HOLD
HBC		SHORT	55.28	0.25	HOLD
ISBC		SHORT	21.91	-0.90	HOLD
JBT		LONG	24.46	-0.41	HOLD
KMR		SHORT	74.52	-0.32	HOLD
KOP		LONG	42.76	1.76	HOLD
KRNY		SHORT	9.96	1.53	HOLD
LINE		SHORT	25.83	-0.50	HOLD
MT		SHORT	13.91	-0.78	HOLD
NP		LONG	38.73	0.10	HOLD
NR		LONG	11.99	-0.50	HOLD
NVS		SHORT	76.74	0.38	HOLD
O		SHORT	39.63	-0.73	HOLD
OMX	Office Supplies	LONG	11.72	3.90	HOLD
SCCO		SHORT	28.77	0.77	HOLD
RJET		LONG	12.99	0.08	HOLD
ROMA		SHORT	18.71	-1.32	HOLD
SAIA		LONG	32.76	0.96	HOLD
SCHN		LONG	27.51	0.15	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	28.97	-0.69	HOLD
SLV	Misc. Financial Services	SHORT	20.79	-1.00	HOLD
STRA		LONG	42.25	0.96	HOLD
SWHC	Recreational Products	LONG	11.60	0.00	HOLD
TFSL		SHORT	11.15	-0.54	HOLD
TG	Fabricated Plastic and Rubber	LONG	26.18	1.36	HOLD
TKC	Communications Services	SHORT	14.72	-0.20	HOLD
USB	Regional Banks	SHORT	37.36	-1.29	HOLD
VALE		SHORT	16.43	1.55	HOLD
VCI		LONG	28.56	1.17	HOLD
VLY		SHORT	9.72	0.21	HOLD
WNR		LONG	28.88	-0.45	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.27
SHORTS				-0.57
TOTAL				0.84
S&P 500				-0.46
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	53627.97	14709.31	-18.08	0.07	58.67
S&P 500	35.92	5.42	-18.61	2.34	0.68

23-Sep-2013 Daily positions

Pre Opening Longs: BLT, BZ, DF, ESI, FOE, GPI, HAYN, JBT, KOP, MTRN, NP,
NR, OMX, 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