25-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.78	2.98	HOLD
ALJ		LONG	11.77	0.43	HOLD
ATVI		SHORT	17.34	0.17	HOLD
BAC	SandLs/Savings Banks	SHORT	14.26	0.64	HOLD
BHP		SHORT	71.93	0.04	HOLD
BLT		LONG	12.46	-0.16	HOLD
BPOP	Regional Banks	SHORT	25.56	-0.08	HOLD
MTRN		LONG	29.48	-0.20	HOLD
C		SHORT	50.06	-0.18	HOLD
CEF		SHORT	15.26	0.33	HOLD
CUK		SHORT	35.75	0.28	HOLD
DF	Food Processing	LONG	19.60	1.71	HOLD
ESI		LONG	40.75	4.01	HOLD
FOE		LONG	12.28	2.33	HOLD
GG		SHORT	26.74	0.45	HOLD
GGP		SHORT	21.34	0.05	HOLD
GLD		SHORT	130.46	0.43	HOLD
GPI	Retail (Specialty)	LONG	64.57	-0.45	HOLD
HAYN		LONG	53.62	0.21	HOLD
HBC		SHORT	55.29	-0.14	HOLD
ISBC		SHORT	24.32	5.92	HOLD
JBT		LONG	27.63	-1.07	HOLD
KMR		SHORT	77.31	-0.68	HOLD
KOP		LONG	44.73	0.11	HOLD
KRNY		SHORT	10.67	1.04	HOLD
MT		SHORT	16.17	0.19	HOLD
MYE		LONG	18.53	-1.70	HOLD
NJR		LONG	46.27	1.23	HOLD
NP		LONG	41.39	-0.53	HOLD
NR		LONG	12.79	-0.39	HOLD
NVS		SHORT	78.88	1.00	HOLD
O		SHORT	42.98	3.47	HOLD
OMX	Office Supplies	LONG	15.14	-0.20	HOLD
SCCO		SHORT	28.97	-0.92	HOLD
ROMA		SHORT	20.20	3.86	HOLD
SCHN		LONG	30.29	0.33	HOLD
SCSS	Furniture and Fixtures	LONG	18.79	-1.11	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	34.02	4.20	HOLD
SLV	Misc. Financial Services	SHORT	21.71	-0.73	HOLD
STRA		LONG	47.92	-1.68	HOLD
SWHC	Recreational Products	LONG	10.62	-1.85	HOLD
TFSL		SHORT	12.40	0.24	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.70	0.71	HOLD
TKC	Communications Services	SHORT	16.07	-0.37	HOLD
TS		SHORT	48.05	0.10	HOLD
VALE		SHORT	16.08	1.07	HOLD
VCI		LONG	27.36	-0.55	HOLD
VIP		SHORT	14.24	1.64	HOLD
WNR		LONG	32.82	-2.32	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.13
SHORTS				0.80
TOTAL				-0.67
S&P 500				0.48
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.24	12.41	-39.48	-0.04	-0.01
S&P 500	40.77	5.24	-18.61	2.62	0.74

25-Oct-2013 Daily positions

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

24-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.15	-0.09	HOLD
ALJ		LONG	11.72	-2.09	HOLD
ATVI		SHORT	17.31	-0.57	HOLD
BAC	SandLs/Savings Banks	SHORT	14.17	-0.28	HOLD
BHP		SHORT	71.90	0.71	HOLD
BLT		LONG	12.48	0.16	HOLD
BPOP	Regional Banks	SHORT	25.58	-1.79	HOLD
MTRN		LONG	29.54	1.03	HOLD
C		SHORT	50.15	-0.08	HOLD
CEF		SHORT	15.21	1.13	HOLD
CUK		SHORT	35.65	2.18	HOLD
DF	Food Processing	LONG	19.27	1.37	HOLD
ESI		LONG	39.18	9.84	HOLD
FOE		LONG	12.00	16.50	HOLD
GG		SHORT	26.62	3.98	HOLD
GGP		SHORT	21.33	0.66	HOLD
GLD		SHORT	129.90	0.94	HOLD
GPI	Retail (Specialty)	LONG	64.86	-5.81	HOLD
HAYN		LONG	53.51	0.34	HOLD
HBC		SHORT	55.37	0.53	HOLD
ISBC		SHORT	22.96	0.92	HOLD
JBT		LONG	27.93	0.65	HOLD
KMR		SHORT	77.84	-0.04	HOLD
KOP		LONG	44.68	-0.87	HOLD
KRNY		SHORT	10.56	-1.31	HOLD
MT		SHORT	16.14	1.32	HOLD
MYE		LONG	18.85	-0.37	HOLD
NJR		LONG	45.71	-0.17	HOLD
NP		LONG	41.61	1.04	HOLD
NR		LONG	12.84	-0.85	HOLD
NVS		SHORT	78.10	-0.03	HOLD
O		SHORT	41.54	0.19	HOLD
OMX	Office Supplies	LONG	15.17	1.20	HOLD
SCCO		SHORT	29.24	0.69	HOLD
ROMA		SHORT	19.45	1.09	HOLD
SCHN		LONG	30.19	1.17	HOLD
SCSS	Furniture and Fixtures	LONG	19.00	0.26	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	32.65	2.19	HOLD
SLV	Misc. Financial Services	SHORT	21.86	0.51	HOLD
STRA		LONG	48.74	3.52	HOLD
SWHC	Recreational Products	LONG	10.82	-2.71	HOLD
TFSL		SHORT	12.37	0.65	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.49	-0.10	HOLD
TKC	Communications Services	SHORT	16.13	1.19	HOLD
TS		SHORT	48.00	1.65	HOLD
VALE		SHORT	15.91	-0.62	HOLD
VCI		LONG	27.51	-11.11	HOLD
VIP		SHORT	14.01	-0.71	HOLD
WNR		LONG	33.60	-2.38	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.56
SHORTS				0.49
TOTAL				0.06
S&P 500				0.36
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6861740817956.42	2396834732249.46	-17.60	0.00	68309.94
S&P 500	39.46	5.29	-18.61	2.52	0.72

24-Oct-2013 Daily positions

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

23-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.18	-1.58	HOLD
ALJ		LONG	11.97	1.53	HOLD
ATVI		SHORT	17.41	-1.08	HOLD
BAC	SandLs/Savings Banks	SHORT	14.21	-2.13	HOLD
BHP		SHORT	71.39	-1.38	HOLD
BLT		LONG	12.46	0.81	HOLD
BPOP	Regional Banks	SHORT	26.05	-0.93	HOLD
MTRN		LONG	29.24	-2.14	HOLD
C		SHORT	50.19	-1.12	HOLD
CEF		SHORT	15.05	-0.43	HOLD
CUK		SHORT	34.89	-0.37	HOLD
DF	Food Processing	LONG	19.01	-0.73	HOLD
ESI		LONG	35.67	3.75	HOLD
FOE		LONG	10.30	-0.87	HOLD
GG		SHORT	25.60	-2.25	HOLD
GGP		SHORT	21.19	0.38	HOLD
GLD		SHORT	128.69	-0.50	HOLD
GPI	Retail (Specialty)	LONG	68.86	0.06	HOLD
HAYN		LONG	53.33	0.38	HOLD
HBC		SHORT	55.08	-0.79	HOLD
ISBC		SHORT	22.75	0.04	HOLD
JBT		LONG	27.75	-0.54	HOLD
KMR		SHORT	77.87	-0.60	HOLD
KOP		LONG	45.07	1.46	HOLD
KRNY		SHORT	10.70	0.00	HOLD
MT		SHORT	15.93	-0.93	HOLD
MYE		LONG	18.92	-4.20	HOLD
NJR		LONG	45.79	0.55	HOLD
NP		LONG	41.18	-0.46	HOLD
NR		LONG	12.95	-2.70	HOLD
NVS		SHORT	78.12	0.46	HOLD
O		SHORT	41.46	1.25	HOLD
OMX	Office Supplies	LONG	14.99	0.47	HOLD
SCCO		SHORT	29.04	-1.69	HOLD
ROMA		SHORT	19.24	-0.52	HOLD
SCHN		LONG	29.84	0.27	HOLD
SCSS	Furniture and Fixtures	LONG	18.95	2.93	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	31.95	-0.68	HOLD
SLV	Misc. Financial Services	SHORT	21.75	-0.55	HOLD
STRA		LONG	47.08	7.76	HOLD
SWHC	Recreational Products	LONG	11.12	1.84	HOLD
TFSL		SHORT	12.29	-0.73	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.52	-0.71	HOLD
TKC	Communications Services	SHORT	15.94	-1.91	HOLD
TS		SHORT	47.22	-2.64	HOLD
VALE		SHORT	16.01	-3.55	HOLD
VCI		LONG	30.95	-1.21	HOLD
VIP		SHORT	14.11	2.39	HOLD
WNR		LONG	34.42	-0.72	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.30
SHORTS				-0.81
TOTAL				1.11
S&P 500				-0.48
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	46.32	27.31	-39.48	0.57	0.39
S&P 500	39.63	5.29	-18.61	2.53	0.72

23-Oct-2013 Daily positions

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

22-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.52	0.09	HOLD
ALJ		LONG	11.79	1.99	HOLD
ATVI		SHORT	17.60	0.80	HOLD
BAC	SandLs/Savings Banks	SHORT	14.52	0.00	HOLD
BHP		SHORT	72.39	2.86	HOLD
BLT		LONG	12.36	-0.08	HOLD
BPOP	Regional Banks	SHORT	26.29	0.42	HOLD
MTRN		LONG	29.88	0.34	HOLD
C		SHORT	50.76	-0.53	HOLD
CEF		SHORT	15.11	2.44	HOLD
CUK		SHORT	35.02	2.28	HOLD
DF	Food Processing	LONG	19.15	3.96	HOLD
ESI		LONG	34.38	1.36	HOLD
FOE		LONG	10.39	-0.10	HOLD
GG		SHORT	26.19	4.93	HOLD
GGP		SHORT	21.11	1.44	HOLD
GLD		SHORT	129.34	1.86	HOLD
GPI	Retail (Specialty)	LONG	68.80	-2.24	HOLD
HAYN		LONG	53.13	0.57	HOLD
HBC		SHORT	56.04	0.81	HOLD
ISBC		SHORT	22.74	0.00	HOLD
JBT		LONG	27.90	0.18	HOLD
KMR		SHORT	78.34	1.02	HOLD
KOP		LONG	44.40	3.02	HOLD
KRNY		SHORT	10.70	-1.83	HOLD
MT		SHORT	16.08	-0.37	HOLD
MYE		LONG	19.75	1.75	HOLD
NJR		LONG	45.54	0.98	HOLD
NP		LONG	41.37	0.61	HOLD
NR		LONG	13.31	-0.67	HOLD
NVS		SHORT	77.76	3.27	HOLD
O		SHORT	40.95	-0.73	HOLD
OMX	Office Supplies	LONG	14.92	0.00	HOLD
SCCO		SHORT	29.54	3.83	HOLD
ROMA		SHORT	19.34	0.68	HOLD
SCHN		LONG	29.76	1.26	HOLD
SCSS	Furniture and Fixtures	LONG	18.41	2.05	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	32.17	0.72	HOLD
SLV	Misc. Financial Services	SHORT	21.87	2.15	HOLD
STRA		LONG	43.69	3.36	HOLD
SWHC	Recreational Products	LONG	10.92	-1.44	HOLD
TFSL		SHORT	12.38	2.57	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.70	0.00	HOLD
TKC	Communications Services	SHORT	16.25	1.69	HOLD
TS		SHORT	48.50	2.56	HOLD
VALE		SHORT	16.60	1.97	HOLD
VCI		LONG	31.33	0.22	HOLD
VIP		SHORT	13.78	4.63	HOLD
WNR		LONG	34.67	0.00	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.77
SHORTS				1.49
TOTAL				-0.72
S&P 500				0.58
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.74	12.32	-39.47	-0.05	-0.02
S&P 500	39.62	5.26	-18.61	2.55	0.72

21-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.50	0.42	HOLD
ALJ		LONG	11.56	0.61	HOLD
ATVI		SHORT	17.46	-0.74	HOLD
BAC	SandLs/Savings Banks	SHORT	14.52	-0.75	HOLD
BHP		SHORT	70.38	1.12	HOLD
BLT		LONG	12.37	-0.72	HOLD
BPOP	Regional Banks	SHORT	26.18	3.60	HOLD
MTRN		LONG	29.78	-2.30	HOLD
BZ		LONG	12.53	-0.40	SELL
C		SHORT	51.03	-0.23	HOLD
CEF		SHORT	14.74	1.24	HOLD
CUK		SHORT	34.24	0.97	HOLD
DF	Food Processing	LONG	18.42	0.77	HOLD
DRL		SHORT	17.03	-1.16	COVER
ESI		LONG	33.92	1.19	HOLD
FOE		LONG	10.40	-0.38	HOLD
GG		SHORT	24.96	2.51	HOLD
GGP		SHORT	20.81	-1.09	HOLD
GLD		SHORT	127.01	0.13	HOLD
GPI	Retail (Specialty)	LONG	70.38	0.54	HOLD
HAYN		LONG	52.83	0.04	HOLD
HBC		SHORT	55.59	0.69	HOLD
ISBC		SHORT	22.74	-0.26	HOLD
JBT		LONG	27.85	-0.71	HOLD
KMR		SHORT	77.55	1.55	HOLD
KOP		LONG	43.10	0.12	HOLD
KRNY		SHORT	10.90	3.61	HOLD
MT		SHORT	16.14	1.25	HOLD
MYE		LONG	19.41	1.68	HOLD
NJR		LONG	45.10	0.13	HOLD
NP		LONG	41.12	-0.87	HOLD
NR		LONG	13.40	-0.74	HOLD
NVS		SHORT	75.30	0.37	HOLD
O		SHORT	41.25	-1.46	HOLD
OMX	Office Supplies	LONG	14.92	1.84	HOLD
SCCO		SHORT	28.45	-0.04	HOLD
ROMA		SHORT	19.21	-1.18	HOLD
SCHN		LONG	29.39	-1.08	HOLD
SCSS	Furniture and Fixtures	LONG	18.04	-3.01	BUY
SHLM	Chemicals - Plastics and Rubber	LONG	31.94	-0.96	HOLD
SLV	Misc. Financial Services	SHORT	21.41	1.42	HOLD
STRA		LONG	42.27	1.93	HOLD
SWHC	Recreational Products	LONG	11.08	-1.25	HOLD
TFSL		SHORT	12.07	-0.49	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.70	0.13	HOLD
TKC	Communications Services	SHORT	15.98	-1.42	HOLD
TS		SHORT	47.29	-0.30	SHORT
VALE		SHORT	16.28	1.06	HOLD
VCI		LONG	31.26	0.13	HOLD
VIP		SHORT	13.17	0.46	HOLD
WNR		LONG	34.67	2.63	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.10
SHORTS				0.44
TOTAL				-0.34
S&P 500				0.02
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.03	12.42	-39.47	-0.03	-0.01
S&P 500	38.84	5.31	-18.61	2.49	0.71

21-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