11-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ATVI		SHORT	17.08	0.18	HOLD
BAC	SandLs/Savings Banks	SHORT	14.19	-0.28	HOLD
BHP		SHORT	67.15	1.05	HOLD
BLT		LONG	12.52	4.59	HOLD
BPOP	Regional Banks	SHORT	24.88	2.51	HOLD
MTRN		LONG	28.40	0.21	HOLD
BZ		LONG	12.63	0.24	HOLD
C		SHORT	49.22	-0.10	HOLD
CEF		SHORT	14.00	-1.82	HOLD
DF	Food Processing	LONG	17.95	-0.83	HOLD
DRL		SHORT	16.69	4.90	HOLD
ESI		LONG	31.02	2.24	HOLD
FOE		LONG	10.05	3.61	HOLD
GG		SHORT	23.64	-2.64	HOLD
GGP		SHORT	20.07	0.70	HOLD
GLD		SHORT	122.59	-1.35	HOLD
GPI	Retail (Specialty)	LONG	69.03	0.52	HOLD
HAYN		LONG	50.65	2.86	HOLD
HBC		SHORT	55.35	1.47	HOLD
ISBC		SHORT	22.23	0.72	HOLD
JBT		LONG	26.59	3.30	HOLD
KMR		SHORT	74.54	0.03	HOLD
KOP		LONG	42.86	0.89	HOLD
KRNY		SHORT	10.96	5.38	HOLD
LINE		SHORT	26.45	1.30	HOLD
MT		SHORT	14.91	1.43	HOLD
MYE		LONG	18.53	4.45	HOLD
NP		LONG	39.83	2.39	HOLD
NR		LONG	13.15	3.87	HOLD
NVS		SHORT	74.95	1.34	HOLD
O		SHORT	40.65	0.72	HOLD
OMX	Office Supplies	LONG	13.24	-0.11	HOLD
SCCO		SHORT	27.44	1.33	HOLD
RJET		LONG	10.91	-0.09	HOLD
ROMA		SHORT	18.91	1.18	HOLD
SAIA		LONG	32.89	4.88	HOLD
SCHN		LONG	28.01	0.97	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	30.18	2.72	HOLD
SLV	Misc. Financial Services	SHORT	20.53	-1.42	HOLD
STRA		LONG	41.53	1.05	HOLD
SWHC	Recreational Products	LONG	11.26	3.87	HOLD
TFSL		SHORT	12.04	0.67	HOLD
TG	Fabricated Plastic and Rubber	LONG	28.48	6.15	HOLD
TKC	Communications Services	SHORT	15.93	1.14	HOLD
VALE		SHORT	15.51	0.71	HOLD
VCI		LONG	29.89	1.84	HOLD
VIP		SHORT	12.28	-1.60	HOLD
VLY		SHORT	10.40	1.17	HOLD
WNR		LONG	31.87	2.15	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.25
SHORTS				0.72
TOTAL				1.53
S&P 500				0.66
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4608001030405.42	1616091745573.60	-17.58	0.00	66841.71
S&P 500	36.20	5.50	-18.61	2.27	0.67

11-Oct-2013 Daily positions

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

10-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ATVI		SHORT	17.05	4.73	HOLD
BAC	SandLs/Savings Banks	SHORT	14.23	2.82	HOLD
BHP		SHORT	66.45	1.64	HOLD
BLT		LONG	11.97	2.66	HOLD
BPOP	Regional Banks	SHORT	24.27	0.83	HOLD
MTRN		LONG	28.34	1.91	HOLD
BZ		LONG	12.60	0.24	HOLD
C		SHORT	49.27	2.75	HOLD
CEF		SHORT	14.26	-1.38	HOLD
DF	Food Processing	LONG	18.10	1.74	HOLD
DRL		SHORT	15.91	0.76	HOLD
ESI		LONG	30.34	7.51	HOLD
FOE		LONG	9.70	0.73	HOLD
GG		SHORT	24.28	-1.70	HOLD
GGP		SHORT	19.93	2.78	HOLD
GLD		SHORT	124.27	-1.46	HOLD
GPI	Retail (Specialty)	LONG	68.67	2.28	HOLD
HAYN		LONG	49.24	2.75	HOLD
HBC		SHORT	54.55	1.49	HOLD
ISBC		SHORT	22.07	2.08	HOLD
JBT		LONG	25.74	2.55	HOLD
KMR		SHORT	74.52	0.42	HOLD
KOP		LONG	42.45	1.31	HOLD
KRNY		SHORT	10.40	-0.57	HOLD
LINE		SHORT	26.11	0.23	HOLD
MT		SHORT	14.70	4.26	HOLD
MYE		LONG	17.74	1.14	HOLD
NP		LONG	38.90	2.88	HOLD
NR		LONG	12.66	4.63	HOLD
NVS		SHORT	73.96	1.37	HOLD
O		SHORT	40.36	2.57	HOLD
OMX	Office Supplies	LONG	13.26	7.72	HOLD
SCCO		SHORT	27.08	2.11	HOLD
RJET		LONG	10.92	0.09	HOLD
ROMA		SHORT	18.69	1.63	HOLD
SAIA		LONG	31.36	3.84	HOLD
SCHN		LONG	27.74	2.55	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.38	3.23	HOLD
SLV	Misc. Financial Services	SHORT	20.83	-1.07	HOLD
STRA		LONG	41.10	2.34	HOLD
SWHC	Recreational Products	LONG	10.84	3.14	HOLD
TFSL		SHORT	11.96	1.53	HOLD
TG	Fabricated Plastic and Rubber	LONG	26.83	2.44	HOLD
TKC	Communications Services	SHORT	15.75	1.16	HOLD
VALE		SHORT	15.40	2.19	HOLD
VCI		LONG	29.35	4.41	HOLD
VIP		SHORT	12.48	1.13	HOLD
VLY		SHORT	10.28	2.29	HOLD
WNR		LONG	31.20	3.52	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.85
SHORTS				1.33
TOTAL				1.52
S&P 500				2.16
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-3.22	12.04	-39.47	-0.10	-0.03
S&P 500	35.31	5.59	-18.61	2.19	0.66

09-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ATVI		SHORT	16.28	-0.55	HOLD
BAC	SandLs/Savings Banks	SHORT	13.84	1.10	HOLD
BHP		SHORT	65.38	0.58	HOLD
BLT		LONG	11.66	0.43	HOLD
BPOP	Regional Banks	SHORT	24.07	-2.79	HOLD
MTRN		LONG	27.81	0.25	HOLD
BZ		LONG	12.57	-0.16	HOLD
C		SHORT	47.95	0.59	HOLD
CEF		SHORT	14.46	-1.30	HOLD
DF	Food Processing	LONG	17.79	1.37	HOLD
DRL		SHORT	15.79	0.19	HOLD
ESI		LONG	28.22	-0.46	HOLD
FOE		LONG	9.63	2.23	HOLD
GG		SHORT	24.70	0.28	HOLD
GGP		SHORT	19.52	-0.81	HOLD
GLD		SHORT	126.10	-1.02	HOLD
GPI	Retail (Specialty)	LONG	67.14	-0.83	HOLD
HAYN		LONG	47.92	2.85	HOLD
HBC		SHORT	53.75	0.49	HOLD
ISBC		SHORT	21.62	-0.18	HOLD
JBT		LONG	25.10	0.20	HOLD
KMR		SHORT	74.21	0.23	HOLD
KOP		LONG	41.90	0.07	HOLD
KRNY		SHORT	10.46	1.36	HOLD
LINE		SHORT	26.05	-1.66	HOLD
MT		SHORT	14.10	0.14	HOLD
MYE		LONG	17.54	-2.12	HOLD
NP		LONG	37.81	-1.07	HOLD
NR		LONG	12.10	-2.89	HOLD
NVS		SHORT	72.96	-1.19	HOLD
O		SHORT	39.35	0.23	HOLD
OMX	Office Supplies	LONG	12.31	1.90	HOLD
SCCO		SHORT	26.52	-0.26	HOLD
RJET		LONG	10.91	-0.18	HOLD
ROMA		SHORT	18.39	0.11	HOLD
SAIA		LONG	30.20	-0.49	HOLD
SCHN		LONG	27.05	-1.13	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	28.46	-0.21	HOLD
SLV	Misc. Financial Services	SHORT	21.05	-2.05	HOLD
STRA		LONG	40.16	-0.42	HOLD
SWHC	Recreational Products	LONG	10.51	1.64	HOLD
TFSL		SHORT	11.78	-0.84	HOLD
TG	Fabricated Plastic and Rubber	LONG	26.19	0.54	HOLD
TKC	Communications Services	SHORT	15.57	-0.89	HOLD
VALE		SHORT	15.07	-1.31	HOLD
VCI		LONG	28.11	0.00	HOLD
VIP		SHORT	12.34	0.41	HOLD
VLY		SHORT	10.05	2.55	HOLD
WNR		LONG	30.14	0.23	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.08
SHORTS				-0.25
TOTAL				0.33
S&P 500				0.07
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-4.70	11.81	-39.47	-0.15	-0.05
S&P 500	32.46	5.95	-18.61	1.91	0.61

08-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ATVI		SHORT	16.37	-0.85	HOLD
BAC	SandLs/Savings Banks	SHORT	13.69	-0.87	HOLD
BHP		SHORT	65.00	-1.10	HOLD
BLT		LONG	11.61	-1.19	HOLD
BPOP	Regional Banks	SHORT	24.76	-1.90	HOLD
MTRN		LONG	27.74	-3.68	HOLD
BZ		LONG	12.59	-0.55	HOLD
C		SHORT	47.67	-1.06	HOLD
CEF		SHORT	14.65	0.00	HOLD
DF	Food Processing	LONG	17.55	-2.34	HOLD
DRL		SHORT	15.76	-10.25	HOLD
ESI		LONG	28.35	-4.09	HOLD
FOE		LONG	9.42	-1.88	HOLD
GG		SHORT	24.63	-2.53	HOLD
GGP		SHORT	19.68	-1.20	HOLD
GLD		SHORT	127.40	-0.19	HOLD
GPI	Retail (Specialty)	LONG	67.70	-4.39	HOLD
HAYN		LONG	46.59	1.02	HOLD
HBC		SHORT	53.49	-1.22	HOLD
ISBC		SHORT	21.66	-1.01	HOLD
JBT		LONG	25.05	0.00	HOLD
KMR		SHORT	74.04	-0.88	HOLD
KOP		LONG	41.87	-1.41	HOLD
KRNY		SHORT	10.32	0.19	HOLD
LINE		SHORT	26.49	-0.75	HOLD
MT		SHORT	14.08	-1.12	HOLD
MYE		LONG	17.92	-0.72	HOLD
NP		LONG	38.22	-1.95	HOLD
NR		LONG	12.46	-0.40	HOLD
NVS		SHORT	73.84	-2.00	HOLD
O		SHORT	39.26	-1.03	HOLD
OMX	Office Supplies	LONG	12.08	-2.34	HOLD
SCCO		SHORT	26.59	-1.92	HOLD
RJET		LONG	10.93	-0.46	HOLD
ROMA		SHORT	18.37	-1.02	HOLD
SAIA		LONG	30.35	-2.44	HOLD
SCHN		LONG	27.36	-0.26	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	28.52	-0.38	HOLD
SLV	Misc. Financial Services	SHORT	21.50	-0.14	HOLD
STRA		LONG	40.33	-1.44	HOLD
SWHC	Recreational Products	LONG	10.34	-1.43	HOLD
TFSL		SHORT	11.88	-0.75	HOLD
TG	Fabricated Plastic and Rubber	LONG	26.05	-2.25	HOLD
TKC	Communications Services	SHORT	15.71	-0.70	HOLD
VALE		SHORT	15.27	-1.29	HOLD
VCI		LONG	28.11	-0.78	HOLD
VIP		SHORT	12.29	-1.29	HOLD
VLY		SHORT	9.80	0.10	HOLD
WNR		LONG	30.07	-2.91	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.58
SHORTS				-1.34
TOTAL				-0.24
S&P 500				-1.16
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-5.01	11.76	-39.47	-0.17	-0.05
S&P 500	32.36	5.95	-18.61	1.91	0.61

08-Oct-2013 Daily positions

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

07-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ATVI		SHORT	16.51	-2.19	HOLD
BAC	SandLs/Savings Banks	SHORT	13.81	-1.71	HOLD
BHP		SHORT	65.72	-1.19	HOLD
BLT		LONG	11.75	-1.09	HOLD
BLX		SHORT	24.36	-1.77	COVER
BPOP	Regional Banks	SHORT	25.24	-3.41	HOLD
MTRN		LONG	28.80	-10.89	HOLD
BZ		LONG	12.66	-0.24	HOLD
C		SHORT	48.18	-1.95	HOLD
CEF		SHORT	14.65	1.74	HOLD
DF	Food Processing	LONG	17.97	-1.59	HOLD
DRL		SHORT	17.56	-6.15	HOLD
ESI		LONG	29.56	-1.83	HOLD
FOE		LONG	9.60	-2.04	HOLD
GG		SHORT	25.27	1.08	HOLD
GGP		SHORT	19.92	0.35	HOLD
GLD		SHORT	127.66	0.89	HOLD
GPI	Retail (Specialty)	LONG	70.81	-2.96	HOLD
HAYN		LONG	46.12	-1.56	HOLD
HBC		SHORT	54.15	-1.11	HOLD
ISBC		SHORT	21.88	-1.13	HOLD
JBT		LONG	25.05	-0.60	HOLD
KMR		SHORT	74.70	-0.78	HOLD
KOP		LONG	42.49	-1.28	HOLD
KRNY		SHORT	10.30	-0.96	HOLD
LINE		SHORT	26.69	0.72	HOLD
MT		SHORT	14.24	0.42	HOLD
MYE		LONG	18.05	-9.30	HOLD
NP		LONG	38.98	-0.10	HOLD
NR		LONG	12.51	-0.71	HOLD
NVS		SHORT	75.35	-0.51	HOLD
O		SHORT	39.67	-0.08	HOLD
OMX	Office Supplies	LONG	12.37	-1.83	HOLD
SCCO		SHORT	27.11	0.37	HOLD
RJET		LONG	10.98	-4.94	HOLD
ROMA		SHORT	18.56	-1.01	HOLD
SAIA		LONG	31.11	-2.75	HOLD
SCHN		LONG	27.43	-0.62	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	28.63	-1.28	HOLD
SLV	Misc. Financial Services	SHORT	21.53	2.87	HOLD
STRA		LONG	40.92	-0.53	HOLD
SWHC	Recreational Products	LONG	10.49	-2.15	HOLD
TFSL		SHORT	11.97	-0.25	HOLD
TG	Fabricated Plastic and Rubber	LONG	26.65	0.08	HOLD
TKC	Communications Services	SHORT	15.82	-0.82	HOLD
USB	Regional Banks	SHORT	36.13	-1.34	COVER
VALE		SHORT	15.46	-0.96	HOLD
VCI		LONG	28.33	-1.97	HOLD
VIP		SHORT	12.45	0.40	SHORT
VLY		SHORT	9.79	-1.31	HOLD
WNR		LONG	30.97	-2.30	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.28
SHORTS				-0.75
TOTAL				-1.53
S&P 500				-0.85
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-4.78	11.79	-39.47	-0.16	-0.05
S&P 500	33.94	5.73	-18.61	2.07	0.64

07-Oct-2013 Daily positions

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