01-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	22.47	1.13	HOLD
ALJ		LONG	11.57	-4.22	HOLD
ATVI		SHORT	16.70	0.13	HOLD
AVA		LONG	27.89	0.36	HOLD
AVD		LONG	28.31	8.47	HOLD
BAC	SandLs/Savings Banks	SHORT	14.02	0.36	HOLD
BHP		SHORT	70.96	0.38	HOLD
BLT		LONG	11.76	-3.45	HOLD
BPOP	Regional Banks	SHORT	26.16	3.56	HOLD
MTRN		LONG	29.89	0.27	HOLD
C		SHORT	48.74	-0.08	HOLD
CEF		SHORT	14.71	-1.08	HOLD
CUK		SHORT	35.85	0.70	HOLD
ESI		LONG	38.55	-3.91	HOLD
FOE		LONG	12.81	-0.16	HOLD
GG		SHORT	24.31	-4.40	HOLD
GPI	Retail (Specialty)	LONG	64.60	0.94	HOLD
HAYN		LONG	53.90	0.00	HOLD
HBC		SHORT	55.20	0.29	HOLD
ISBC		SHORT	23.68	-0.13	HOLD
KMR		SHORT	75.03	-0.39	HOLD
KOP		LONG	43.54	-2.18	HOLD
KRNY		SHORT	10.48	-0.19	HOLD
MT		SHORT	15.82	0.38	HOLD
MYE		LONG	17.57	-1.40	HOLD
NJR		LONG	45.99	-0.09	HOLD
NP		LONG	41.48	0.83	HOLD
NR		LONG	12.68	-0.55	HOLD
NVS		SHORT	77.25	-0.39	HOLD
O		SHORT	41.95	0.72	HOLD
OMX	Office Supplies	LONG	15.50	3.47	HOLD
SCCO		SHORT	28.36	1.47	HOLD
ROMA		SHORT	19.05	-2.11	HOLD
SCHN		LONG	29.74	2.41	HOLD
SCSS	Furniture and Fixtures	LONG	18.45	0.71	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	32.83	-1.03	HOLD
SLV	Misc. Financial Services	SHORT	21.08	-0.07	HOLD
SWHC	Recreational Products	LONG	10.98	1.76	HOLD
TFSL		SHORT	12.32	1.27	HOLD
TG	Fabricated Plastic and Rubber	LONG	28.66	-1.92	HOLD
TKC	Communications Services	SHORT	15.15	-3.13	HOLD
TS		SHORT	46.80	-0.02	HOLD
V		SHORT	199.16	1.27	HOLD
VALE		SHORT	16.38	2.28	HOLD
VCI		LONG	27.76	1.46	HOLD
VIP		SHORT	14.31	-0.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.08
SHORTS				0.06
TOTAL				0.03
S&P 500				0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	55639.25	14893.68	-18.09	0.06	52.99
S&P 500	40.95	5.29	-18.61	2.58	0.73

01-Nov-2013 Daily positions

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

31-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	22.22	1.60	HOLD
ALJ		LONG	12.08	-0.08	HOLD
ATVI		SHORT	16.68	0.42	HOLD
AVA		LONG	27.79	-0.36	HOLD
AVD		LONG	26.10	0.38	HOLD
BAC	SandLs/Savings Banks	SHORT	13.97	-1.41	HOLD
BHP		SHORT	70.70	-0.60	HOLD
BLT		LONG	12.18	-2.09	HOLD
BPOP	Regional Banks	SHORT	25.26	0.32	HOLD
MTRN		LONG	29.81	0.44	HOLD
C		SHORT	48.78	-2.21	HOLD
CEF		SHORT	14.90	-2.42	HOLD
CUK		SHORT	35.58	-0.42	HOLD
ESI		LONG	40.12	-1.96	HOLD
FOE		LONG	12.83	3.72	HOLD
GG		SHORT	25.43	-3.49	HOLD
GPI	Retail (Specialty)	LONG	64.00	-0.08	HOLD
HAYN		LONG	53.90	-0.61	HOLD
HBC		SHORT	55.04	0.09	HOLD
ISBC		SHORT	23.71	-1.29	HOLD
KMR		SHORT	75.32	0.07	HOLD
KOP		LONG	44.50	-0.67	HOLD
KRNY		SHORT	10.50	0.10	HOLD
MT		SHORT	15.76	-0.25	HOLD
MYE		LONG	17.82	-2.62	HOLD
NJR		LONG	46.06	-0.28	HOLD
NP		LONG	41.14	0.29	HOLD
NR		LONG	12.75	-1.09	HOLD
NVS		SHORT	77.55	-1.67	HOLD
O		SHORT	41.65	-2.28	HOLD
OMX	Office Supplies	LONG	14.99	1.28	HOLD
SCCO		SHORT	27.95	-1.10	HOLD
ROMA		SHORT	19.46	-2.89	HOLD
SCHN		LONG	29.04	-0.27	HOLD
SCSS	Furniture and Fixtures	LONG	18.32	-2.24	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	33.17	-0.99	HOLD
SLV	Misc. Financial Services	SHORT	21.09	-3.59	HOLD
SWHC	Recreational Products	LONG	10.79	-0.92	HOLD
TFSL		SHORT	12.16	-0.86	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.22	0.41	HOLD
TKC	Communications Services	SHORT	15.64	-0.70	HOLD
TS		SHORT	46.82	-1.20	HOLD
V		SHORT	197.53	-3.09	HOLD
VALE		SHORT	16.01	-0.47	HOLD
VCI		LONG	27.36	0.00	HOLD
VIP		SHORT	14.39	-1.10	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.37
SHORTS				-1.14
TOTAL				0.77
S&P 500				-0.28
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	125276257.85	40780939.90	-18.09	0.00	1044.72
S&P 500	40.61	5.31	-18.61	2.56	0.73

31-Oct-2013 Daily positions

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

30-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	22.27	-0.54	HOLD
ALJ		LONG	12.09	3.87	HOLD
ATVI		SHORT	16.61	0.13	HOLD
AVA		LONG	27.89	-0.53	HOLD
AVD		LONG	26.00	-0.31	HOLD
BAC	SandLs/Savings Banks	SHORT	14.17	0.14	HOLD
BHP		SHORT	71.13	-0.85	HOLD
BLT		LONG	12.44	0.08	HOLD
BPOP	Regional Banks	SHORT	25.18	-1.83	HOLD
MTRN		LONG	29.68	-2.27	HOLD
C		SHORT	49.89	-0.66	HOLD
CEF		SHORT	15.27	0.66	HOLD
CUK		SHORT	35.73	-0.64	HOLD
ESI		LONG	40.92	-2.39	HOLD
FOE		LONG	12.37	3.00	HOLD
GG		SHORT	26.35	0.38	HOLD
GPI	Retail (Specialty)	LONG	64.05	-0.39	HOLD
HAYN		LONG	54.23	-1.47	HOLD
HBC		SHORT	54.99	-0.74	HOLD
ISBC		SHORT	24.02	-0.91	HOLD
KMR		SHORT	75.27	-0.59	HOLD
KOP		LONG	44.80	-0.44	HOLD
KRNY		SHORT	10.49	-1.59	HOLD
MT		SHORT	15.80	-0.13	HOLD
MYE		LONG	18.30	-1.03	HOLD
NJR		LONG	46.19	-0.65	HOLD
NP		LONG	41.02	-1.01	HOLD
NR		LONG	12.89	-1.00	HOLD
NVS		SHORT	78.87	-0.30	HOLD
O		SHORT	42.62	-0.39	HOLD
OMX	Office Supplies	LONG	14.80	-2.18	HOLD
SCCO		SHORT	28.26	-1.64	HOLD
ROMA		SHORT	20.04	-0.79	HOLD
SCHN		LONG	29.12	2.68	HOLD
SCSS	Furniture and Fixtures	LONG	18.74	2.01	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	33.50	0.21	HOLD
SLV	Misc. Financial Services	SHORT	21.86	0.78	HOLD
SWHC	Recreational Products	LONG	10.89	0.55	HOLD
TFSL		SHORT	12.27	-0.81	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.10	-1.66	HOLD
TKC	Communications Services	SHORT	15.75	-1.07	HOLD
TS		SHORT	47.39	-2.07	HOLD
V		SHORT	203.82	-0.21	HOLD
VALE		SHORT	16.09	-0.62	HOLD
VCI		LONG	27.36	-2.29	HOLD
VIP		SHORT	14.55	2.32	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.25
SHORTS				-0.48
TOTAL				0.23
S&P 500				-0.46
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4659436791896.63	1631581808162.31	-17.60	0.00	55860.91
S&P 500	41.06	5.26	-18.61	2.61	0.74

30-Oct-2013 Daily positions

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

29-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	22.39	0.49	HOLD
ALJ		LONG	11.64	0.34	HOLD
ATVI		SHORT	16.59	-4.10	HOLD
AVA		LONG	28.04	0.18	HOLD
AVD		LONG	26.08	-2.65	HOLD
BAC	SandLs/Savings Banks	SHORT	14.15	-0.56	HOLD
BHP		SHORT	71.74	-0.50	HOLD
BLT		LONG	12.43	0.24	HOLD
BPOP	Regional Banks	SHORT	25.65	-1.27	HOLD
MTRN		LONG	30.37	0.30	HOLD
C		SHORT	50.22	0.14	HOLD
CEF		SHORT	15.17	-0.65	HOLD
CUK		SHORT	35.96	0.08	HOLD
ESI		LONG	41.92	0.89	HOLD
FOE		LONG	12.01	-1.72	HOLD
GG		SHORT	26.25	-3.14	HOLD
GPI	Retail (Specialty)	LONG	64.30	-0.31	HOLD
HAYN		LONG	55.04	0.88	HOLD
HBC		SHORT	55.40	0.27	HOLD
ISBC		SHORT	24.24	-0.04	HOLD
KMR		SHORT	75.72	0.09	HOLD
KOP		LONG	45.00	-0.16	HOLD
KRNY		SHORT	10.66	0.19	HOLD
MT		SHORT	15.82	1.22	HOLD
MYE		LONG	18.49	0.22	HOLD
NJR		LONG	46.49	0.09	HOLD
NP		LONG	41.44	-0.93	HOLD
NR		LONG	13.02	-0.23	HOLD
NVS		SHORT	79.11	-0.06	HOLD
O		SHORT	42.97	-0.23	HOLD
OMX	Office Supplies	LONG	15.15	0.73	HOLD
SCCO		SHORT	28.73	-0.90	HOLD
ROMA		SHORT	20.20	-0.54	HOLD
SCHN		LONG	28.36	-6.62	HOLD
SCSS	Furniture and Fixtures	LONG	18.37	-0.86	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	33.43	0.42	HOLD
SLV	Misc. Financial Services	SHORT	21.68	0.00	HOLD
SWHC	Recreational Products	LONG	10.83	2.36	HOLD
TFSL		SHORT	12.37	-0.04	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.59	-0.17	HOLD
TKC	Communications Services	SHORT	15.92	-0.69	HOLD
TS		SHORT	48.39	0.73	HOLD
V		SHORT	204.24	0.57	HOLD
VALE		SHORT	16.19	-0.28	HOLD
VCI		LONG	28.00	3.40	HOLD
VIP		SHORT	14.22	1.14	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.17
SHORTS				-0.32
TOTAL				0.15
S&P 500				0.57
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6840474324503.43	2403049773623.79	-17.60	0.00	65405.55
S&P 500	41.76	5.21	-18.61	2.68	0.75

29-Oct-2013 Daily positions

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

28-Oct-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	22.28	2.30	HOLD
ALJ		LONG	11.60	-1.44	HOLD
ATVI		SHORT	17.30	-0.23	HOLD
AVA		LONG	27.99	-0.04	BUY
AVD		LONG	26.79	-2.23	BUY
BAC	SandLs/Savings Banks	SHORT	14.23	-0.21	HOLD
BHP		SHORT	72.10	0.24	HOLD
BLT		LONG	12.40	-0.48	HOLD
BPOP	Regional Banks	SHORT	25.98	1.64	HOLD
MTRN		LONG	30.28	2.71	HOLD
C		SHORT	50.15	0.18	HOLD
CEF		SHORT	15.27	0.07	HOLD
CUK		SHORT	35.93	0.50	HOLD
DF	Food Processing	LONG	19.72	0.61	SELL
ESI		LONG	41.55	1.96	HOLD
FOE		LONG	12.22	-0.57	HOLD
GG		SHORT	27.10	1.35	HOLD
GGP		SHORT	21.33	-0.05	COVER
GLD		SHORT	130.58	0.09	COVER
GPI	Retail (Specialty)	LONG	64.50	-0.11	HOLD
HAYN		LONG	54.56	1.75	HOLD
HBC		SHORT	55.25	-0.09	HOLD
ISBC		SHORT	24.25	-0.29	HOLD
JBT		LONG	27.70	0.14	SELL
KMR		SHORT	77.00	-0.40	HOLD
KOP		LONG	45.07	0.67	HOLD
KRNY		SHORT	10.64	-0.28	HOLD
MT		SHORT	15.63	-3.34	HOLD
MYE		LONG	18.45	-0.43	HOLD
NJR		LONG	46.45	0.39	HOLD
NP		LONG	41.83	1.06	HOLD
NR		LONG	13.05	2.03	HOLD
NVS		SHORT	79.16	0.35	HOLD
O		SHORT	43.07	0.21	HOLD
OMX	Office Supplies	LONG	15.04	-0.66	HOLD
SCCO		SHORT	28.99	0.07	HOLD
ROMA		SHORT	20.31	0.54	HOLD
SCHN		LONG	30.37	0.26	HOLD
SCSS	Furniture and Fixtures	LONG	18.53	-1.38	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	33.29	-2.15	HOLD
SLV	Misc. Financial Services	SHORT	21.68	-0.14	HOLD
STRA		LONG	48.19	0.56	SELL
SWHC	Recreational Products	LONG	10.58	-0.38	HOLD
TFSL		SHORT	12.38	-0.04	HOLD
TG	Fabricated Plastic and Rubber	LONG	29.64	-0.34	HOLD
TKC	Communications Services	SHORT	16.03	-0.25	HOLD
TS		SHORT	48.04	-0.02	HOLD
V		SHORT	203.08	0.01	SHORT
VALE		SHORT	16.24	0.96	HOLD
VCI		LONG	27.08	-1.02	HOLD
VIP		SHORT	14.06	-1.26	HOLD
WNR		LONG	33.06	1.41	SELL
TODAY SUMMARY				GAINS(%)
LONGS				0.20
SHORTS				0.07
TOTAL				0.13
S&P 500				0.16
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.12	12.44	-39.48	-0.03	-0.01
S&P 500	40.96	5.24	-18.61	2.62	0.74