18-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.41	0.23	HOLD
ALJ		LONG	11.49	3.98	HOLD
ATVI		SHORT	17.59	-0.01	HOLD
BAC	SandLs/Savings Banks	SHORT	14.63	-0.20	HOLD
BHP		SHORT	69.60	0.61	HOLD
BLT		LONG	12.46	3.06	HOLD
BPOP	Regional Banks	SHORT	25.27	-0.55	HOLD
MTRN		LONG	30.48	4.21	HOLD
BZ		LONG	12.58	-0.16	HOLD
C		SHORT	51.15	0.06	HOLD
CEF		SHORT	14.56	0.07	HOLD
CUK		SHORT	33.91	0.47	HOLD
DF	Food Processing	LONG	18.28	-0.22	HOLD
DRL		SHORT	17.23	2.50	HOLD
ESI		LONG	33.52	-1.61	HOLD
FOE		LONG	10.43	2.36	HOLD
GG		SHORT	24.35	-0.73	HOLD
GGP		SHORT	21.04	-0.05	HOLD
GLD		SHORT	126.86	-0.44	HOLD
GPI	Retail (Specialty)	LONG	70.00	0.24	HOLD
HAYN		LONG	52.81	2.56	HOLD
HBC		SHORT	55.21	0.09	HOLD
ISBC		SHORT	22.80	1.15	HOLD
JBT		LONG	28.05	2.52	HOLD
KMR		SHORT	76.37	1.45	HOLD
KOP		LONG	43.09	0.21	HOLD
KRNY		SHORT	10.52	0.19	HOLD
MT		SHORT	15.94	-0.38	HOLD
MYE		LONG	19.09	1.54	HOLD
NJR		LONG	45.04	0.51	HOLD
NP		LONG	41.48	1.24	HOLD
NR		LONG	13.50	2.27	HOLD
NVS		SHORT	75.02	-0.29	HOLD
O		SHORT	41.86	-0.81	HOLD
OMX	Office Supplies	LONG	14.65	1.45	HOLD
SCCO		SHORT	28.46	-0.63	HOLD
ROMA		SHORT	19.44	1.57	HOLD
SCHN		LONG	29.71	3.77	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	32.25	5.56	HOLD
SLV	Misc. Financial Services	SHORT	21.10	0.29	HOLD
STRA		LONG	41.47	0.29	HOLD
SWHC	Recreational Products	LONG	11.22	-0.66	HOLD
TFSL		SHORT	12.13	-0.41	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.66	1.13	HOLD
TKC	Communications Services	SHORT	16.21	0.43	HOLD
VALE		SHORT	16.11	-0.70	HOLD
VCI		LONG	31.22	1.17	HOLD
VIP		SHORT	13.11	1.39	HOLD
WNR		LONG	33.78	1.32	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.60
SHORTS				0.20
TOTAL				1.39
S&P 500				0.67
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.55	12.49	-39.46	-0.02	-0.01
S&P 500	39.49	5.27	-18.61	2.55	0.72

17-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.36	3.04	HOLD
ALJ		LONG	11.05	4.44	HOLD
ATVI		SHORT	17.59	1.56	HOLD
BAC	SandLs/Savings Banks	SHORT	14.66	0.69	HOLD
BHP		SHORT	69.18	1.33	HOLD
BLT		LONG	12.09	1.51	HOLD
BPOP	Regional Banks	SHORT	25.41	0.32	HOLD
MTRN		LONG	29.25	2.13	HOLD
BZ		LONG	12.60	0.16	HOLD
C		SHORT	51.12	0.55	HOLD
CEF		SHORT	14.55	2.61	HOLD
CUK		SHORT	33.75	2.43	HOLD
DF	Food Processing	LONG	18.32	2.12	HOLD
DRL		SHORT	16.81	-1.23	HOLD
ESI		LONG	34.07	6.44	HOLD
FOE		LONG	10.19	0.10	HOLD
GG		SHORT	24.53	3.76	HOLD
GGP		SHORT	21.05	1.84	HOLD
GLD		SHORT	127.41	3.13	HOLD
GPI	Retail (Specialty)	LONG	69.83	2.33	HOLD
HAYN		LONG	51.49	0.88	HOLD
HBC		SHORT	55.16	0.57	HOLD
ISBC		SHORT	22.54	1.30	HOLD
JBT		LONG	27.36	1.86	HOLD
KMR		SHORT	75.28	0.71	HOLD
KOP		LONG	43.00	1.25	HOLD
KRNY		SHORT	10.50	-0.38	HOLD
MT		SHORT	16.00	0.88	HOLD
MYE		LONG	18.80	1.79	HOLD
NJR		LONG	44.81	2.10	HOLD
NP		LONG	40.97	1.24	HOLD
NR		LONG	13.20	0.00	HOLD
NVS		SHORT	75.24	1.70	HOLD
O		SHORT	42.20	1.42	HOLD
OMX	Office Supplies	LONG	14.44	0.07	HOLD
SCCO		SHORT	28.64	1.70	HOLD
ROMA		SHORT	19.14	-0.05	HOLD
SCHN		LONG	28.63	0.46	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	30.55	2.00	HOLD
SLV	Misc. Financial Services	SHORT	21.04	2.63	HOLD
STRA		LONG	41.35	1.35	HOLD
SWHC	Recreational Products	LONG	11.30	2.12	HOLD
TFSL		SHORT	12.18	0.91	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.33	3.02	HOLD
TKC	Communications Services	SHORT	16.14	0.62	HOLD
VALE		SHORT	16.66	1.52	HOLD
VCI		LONG	30.86	0.65	HOLD
VIP		SHORT	12.93	0.47	HOLD
WNR		LONG	33.34	2.65	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.77
SHORTS				1.31
TOTAL				0.46
S&P 500				0.67
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4595511478193.80	1621477752784.69	-17.58	0.00	63075.12
S&P 500	38.55	5.33	-18.61	2.47	0.71

17-Oct-2013 Daily positions

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

16-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	20.73	2.62	HOLD
ALJ		LONG	10.58	2.03	HOLD
ATVI		SHORT	17.32	-2.48	HOLD
BAC	SandLs/Savings Banks	SHORT	14.56	2.25	HOLD
BHP		SHORT	68.27	0.54	HOLD
BLT		LONG	11.91	-2.54	HOLD
BPOP	Regional Banks	SHORT	25.33	1.73	HOLD
MTRN		LONG	28.64	0.39	HOLD
BZ		LONG	12.58	0.00	HOLD
C		SHORT	50.84	4.05	HOLD
CEF		SHORT	14.18	0.21	HOLD
CUK		SHORT	32.95	0.15	HOLD
DF	Food Processing	LONG	17.94	0.28	HOLD
DRL		SHORT	17.02	-2.74	HOLD
ESI		LONG	32.01	0.22	HOLD
FOE		LONG	10.18	0.30	HOLD
GG		SHORT	23.64	-1.62	HOLD
GGP		SHORT	20.67	2.63	HOLD
GLD		SHORT	123.54	-0.15	HOLD
GPI	Retail (Specialty)	LONG	68.24	0.44	HOLD
HAYN		LONG	51.04	0.39	HOLD
HBC		SHORT	54.85	0.27	HOLD
ISBC		SHORT	22.25	0.14	HOLD
JBT		LONG	26.86	1.05	HOLD
KMR		SHORT	74.75	0.63	HOLD
KOP		LONG	42.47	-0.77	HOLD
KRNY		SHORT	10.54	-1.50	HOLD
MT		SHORT	15.86	0.19	HOLD
MYE		LONG	18.47	0.71	HOLD
NJR		LONG	43.89	2.38	HOLD
NP		LONG	40.47	2.53	HOLD
NR		LONG	13.20	2.09	HOLD
NVS		SHORT	73.98	0.16	HOLD
O		SHORT	41.61	1.86	HOLD
OMX	Office Supplies	LONG	14.43	9.07	HOLD
SCCO		SHORT	28.16	0.97	HOLD
ROMA		SHORT	19.15	0.05	HOLD
SCHN		LONG	28.50	-0.45	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	29.95	-1.06	HOLD
SLV	Misc. Financial Services	SHORT	20.50	-0.29	HOLD
STRA		LONG	40.80	0.10	HOLD
SWHC	Recreational Products	LONG	11.06	-0.53	HOLD
TFSL		SHORT	12.07	0.92	HOLD
TG	Fabricated Plastic and Rubber	LONG	28.47	0.49	HOLD
TKC	Communications Services	SHORT	16.04	0.63	HOLD
VALE		SHORT	16.41	0.61	HOLD
VCI		LONG	30.66	1.22	HOLD
VIP		SHORT	12.87	4.04	HOLD
WNR		LONG	32.48	1.69	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.87
SHORTS				0.61
TOTAL				0.26
S&P 500				1.40
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-2.47	12.18	-39.47	-0.08	-0.02
S&P 500	37.63	5.39	-18.61	2.39	0.69

16-Oct-2013 Daily positions

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

15-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	20.20	-1.13	HOLD
ALJ		LONG	10.37	-0.10	HOLD
ATVI		SHORT	17.76	-0.39	HOLD
BAC	SandLs/Savings Banks	SHORT	14.24	-0.77	HOLD
BHP		SHORT	67.90	0.30	HOLD
BLT		LONG	12.22	-2.24	HOLD
BPOP	Regional Banks	SHORT	24.90	-0.88	HOLD
MTRN		LONG	28.53	-0.52	HOLD
BZ		LONG	12.58	-0.47	HOLD
C		SHORT	48.86	-1.49	HOLD
CEF		SHORT	14.15	0.57	HOLD
CUK		SHORT	32.90	-0.57	HOLD
DF	Food Processing	LONG	17.89	-0.33	HOLD
DRL		SHORT	17.50	-0.57	HOLD
ESI		LONG	31.94	3.03	HOLD
FOE		LONG	10.15	0.79	HOLD
GG		SHORT	24.03	2.17	HOLD
GGP		SHORT	20.14	0.30	HOLD
GLD		SHORT	123.71	0.72	HOLD
GPI	Retail (Specialty)	LONG	67.94	-2.46	HOLD
HAYN		LONG	50.84	0.65	HOLD
HBC		SHORT	54.70	-1.62	HOLD
ISBC		SHORT	22.22	-0.31	HOLD
JBT		LONG	26.58	-0.56	HOLD
KMR		SHORT	74.28	-0.60	HOLD
KOP		LONG	42.80	-0.44	HOLD
KRNY		SHORT	10.70	-0.93	HOLD
MT		SHORT	15.83	3.06	HOLD
MYE		LONG	18.34	-0.76	HOLD
NJR		LONG	42.87	-2.08	HOLD
NP		LONG	39.47	-0.35	HOLD
NR		LONG	12.93	-1.15	HOLD
NVS		SHORT	73.86	-1.77	HOLD
O		SHORT	40.85	0.15	HOLD
OMX	Office Supplies	LONG	13.23	-0.45	HOLD
SCCO		SHORT	27.89	-1.31	HOLD
ROMA		SHORT	19.14	0.26	HOLD
SCHN		LONG	28.63	0.88	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	30.27	0.23	HOLD
SLV	Misc. Financial Services	SHORT	20.57	0.34	HOLD
STRA		LONG	40.76	-1.59	HOLD
SWHC	Recreational Products	LONG	11.12	-0.27	HOLD
TFSL		SHORT	11.96	-0.50	HOLD
TG	Fabricated Plastic and Rubber	LONG	28.33	1.11	HOLD
TKC	Communications Services	SHORT	15.94	-0.31	HOLD
VALE		SHORT	16.31	0.55	HOLD
VCI		LONG	30.29	0.17	HOLD
VIP		SHORT	12.37	0.00	HOLD
WNR		LONG	31.94	0.60	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.27
SHORTS				-0.18
TOTAL				-0.09
S&P 500				-0.73
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-2.67	12.15	-39.47	-0.08	-0.03
S&P 500	35.73	5.57	-18.61	2.21	0.66

15-Oct-2013 Daily positions

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

14-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	20.43	0.25	SHORT
ALJ		LONG	10.38	1.76	BUY
ATVI		SHORT	17.83	4.39	HOLD
BAC	SandLs/Savings Banks	SHORT	14.35	1.13	HOLD
BHP		SHORT	67.70	0.82	HOLD
BLT		LONG	12.50	-0.16	HOLD
BPOP	Regional Banks	SHORT	25.12	0.96	HOLD
MTRN		LONG	28.68	0.99	HOLD
BZ		LONG	12.64	0.08	HOLD
C		SHORT	49.60	0.77	HOLD
CEF		SHORT	14.07	0.50	HOLD
CUK		SHORT	33.09	-0.15	SHORT
DF	Food Processing	LONG	17.95	0.00	HOLD
DRL		SHORT	17.60	5.45	HOLD
ESI		LONG	31.00	-0.06	HOLD
FOE		LONG	10.07	0.20	HOLD
GG		SHORT	23.57	-0.30	HOLD
GGP		SHORT	20.08	0.05	HOLD
GLD		SHORT	122.83	0.19	HOLD
GPI	Retail (Specialty)	LONG	69.65	0.90	HOLD
HAYN		LONG	50.51	-0.28	HOLD
HBC		SHORT	55.60	0.45	HOLD
ISBC		SHORT	22.29	0.27	HOLD
JBT		LONG	26.73	0.45	HOLD
KMR		SHORT	74.73	0.25	HOLD
KOP		LONG	42.99	0.28	HOLD
KRNY		SHORT	10.80	-1.46	HOLD
LINE		SHORT	26.69	0.91	COVER
MT		SHORT	15.36	3.02	HOLD
MYE		LONG	18.48	-0.27	HOLD
NJR		LONG	43.78	0.64	BUY
NP		LONG	39.61	-0.55	HOLD
NR		LONG	13.08	-0.53	HOLD
NVS		SHORT	75.19	0.32	HOLD
O		SHORT	40.79	0.34	HOLD
OMX	Office Supplies	LONG	13.29	0.38	HOLD
SCCO		SHORT	28.26	2.99	HOLD
RJET		LONG	11.19	2.57	SELL
ROMA		SHORT	19.09	0.95	HOLD
SAIA		LONG	33.19	0.91	SELL
SCHN		LONG	28.38	1.32	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	30.20	0.07	HOLD
SLV	Misc. Financial Services	SHORT	20.50	-0.10	HOLD
STRA		LONG	41.42	-0.26	HOLD
SWHC	Recreational Products	LONG	11.15	-0.98	HOLD
TFSL		SHORT	12.02	-0.17	HOLD
TG	Fabricated Plastic and Rubber	LONG	28.02	-1.62	HOLD
TKC	Communications Services	SHORT	15.99	0.38	HOLD
VALE		SHORT	16.23	4.64	HOLD
VCI		LONG	30.24	1.17	HOLD
VIP		SHORT	12.37	0.73	HOLD
VLY		SHORT	10.40	0.00	COVER
WNR		LONG	31.75	-0.38	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.18
SHORTS				1.06
TOTAL				-0.87
S&P 500				0.41
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	16842.21	4269.65	-20.00	0.14	30.35
S&P 500	36.08	5.51	-18.61	2.26	0.67

14-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