15-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.78	1.11	HOLD
ALJ		LONG	12.49	-0.48	HOLD
ATVI		SHORT	17.72	0.11	HOLD
AVA		LONG	27.74	-0.32	HOLD
AVD		LONG	27.30	-0.29	HOLD
BAC	Iron, Steel Mills & Foundries	SHORT	14.92	0.84	HOLD
BHP		SHORT	71.37	1.10	HOLD
BLT		LONG	13.83	1.39	HOLD
BPOP	Managed Health Care - NEC	SHORT	28.42	3.91	HOLD
MTRN		LONG	28.90	-0.93	HOLD
BYI		LONG	72.52	-0.11	HOLD
C		SHORT	50.40	0.38	HOLD
CEC		LONG	45.83	1.08	HOLD
CEF		SHORT	14.10	-0.49	HOLD
CUK		SHORT	36.80	-0.51	HOLD
ESI		LONG	41.50	-0.34	HOLD
GG		SHORT	24.34	-1.70	HOLD
GPI	Diagnostic & Testing Substances	LONG	66.21	1.74	HOLD
HBC		SHORT	55.60	0.71	HOLD
ISBC		SHORT	23.61	-0.04	HOLD
KMR		SHORT	75.29	0.00	HOLD
KOP		LONG	48.03	1.37	HOLD
KRNY		SHORT	10.40	-0.86	HOLD
MT		SHORT	16.91	0.59	HOLD
MYE		LONG	19.75	1.70	HOLD
NJR	Natural Gas Distribution	LONG	45.44	0.04	HOLD
NP		LONG	40.87	0.81	HOLD
NR		LONG	12.79	1.43	HOLD
NSIT		LONG	22.48	0.67	HOLD
NVS		SHORT	79.16	0.38	HOLD
O		SHORT	40.82	0.62	HOLD
OMX	Homebuilding - NEC	LONG	15.26	0.00	HOLD
SCCO		SHORT	26.91	-0.63	HOLD
ROMA		SHORT	19.73	-0.05	HOLD
SCSS	Closed End Funds	LONG	20.14	-0.64	HOLD
SHLM	Sporting & Outdoor Goods	LONG	34.33	0.18	HOLD
SLV	Medical & Diagnostic Laboratories	SHORT	20.00	-0.25	HOLD
STC		LONG	29.30	0.34	HOLD
SWHC	Coal - NEC	LONG	11.15	0.00	HOLD
TFSL		SHORT	11.94	-0.25	HOLD
TG	Pharmaceuticals - NEC	LONG	25.03	-0.36	HOLD
TKC	Dairy Products	SHORT	15.06	2.73	HOLD
TMP		SHORT	47.75	-0.50	HOLD
TS	Construction & Engineering - NEC	SHORT	45.76	1.78	HOLD
V		SHORT	202.00	0.92	HOLD
VALE		SHORT	15.77	1.02	HOLD
VCI		LONG	28.87	1.05	HOLD
VIP		SHORT	12.41	-0.48	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.38
SHORTS				0.40
TOTAL				-0.02
S&P 500				0.45
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.15	12.26	-39.49	-0.03	-0.01
S&P 500	44.04	5.23	-18.61	2.74	0.77

15-Nov-2013 Daily positions

Pre Opening Longs: ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN, MYE,
NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, 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, TMP, TS, V, VALE, VIP

14-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.54	0.09	HOLD
ALJ		LONG	12.55	4.50	HOLD
ATVI		SHORT	17.70	2.19	HOLD
AVA		LONG	27.83	-0.04	HOLD
AVD		LONG	27.38	0.04	HOLD
BAC	SandLs/Savings Banks	SHORT	14.80	1.06	HOLD
BHP		SHORT	70.59	0.40	HOLD
BLT		LONG	13.65	1.19	HOLD
BPOP	Regional Banks	SHORT	27.35	0.55	HOLD
MTRN		LONG	29.17	-0.31	HOLD
BYI		LONG	72.60	-0.11	HOLD
C		SHORT	50.21	0.44	HOLD
CEC		LONG	45.34	0.67	HOLD
CEF		SHORT	14.17	1.00	HOLD
CUK		SHORT	36.99	0.74	HOLD
ESI		LONG	41.64	-1.33	HOLD
GG		SHORT	24.76	2.31	HOLD
GPI	Retail (Specialty)	LONG	65.08	-1.06	HOLD
HBC		SHORT	55.21	-0.04	HOLD
ISBC		SHORT	23.62	-0.67	HOLD
KMR		SHORT	75.29	0.80	HOLD
KOP		LONG	47.35	-0.50	HOLD
KRNY		SHORT	10.49	-1.41	HOLD
MT		SHORT	16.81	1.20	HOLD
MYE		LONG	19.42	1.62	HOLD
NJR		LONG	45.42	-0.31	HOLD
NP		LONG	40.54	1.07	HOLD
NR		LONG	12.61	-0.39	HOLD
NSIT		LONG	22.33	1.18	HOLD
NVS		SHORT	78.86	0.01	HOLD
O		SHORT	40.57	1.17	HOLD
OMX	Office Supplies	LONG	15.26	0.00	HOLD
SCCO		SHORT	27.08	0.86	HOLD
ROMA		SHORT	19.74	1.81	HOLD
SCSS	Furniture and Fixtures	LONG	20.27	-0.05	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	34.27	-0.75	HOLD
SLV	Misc. Financial Services	SHORT	20.04	1.31	HOLD
STC		LONG	29.20	0.17	HOLD
SWHC	Recreational Products	LONG	11.15	-1.06	HOLD
TFSL		SHORT	11.97	0.93	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.12	-0.95	HOLD
TKC	Communications Services	SHORT	14.66	2.66	HOLD
TMP		SHORT	47.99	-0.95	HOLD
TS		SHORT	44.96	-0.44	HOLD
V		SHORT	200.15	0.19	HOLD
VALE		SHORT	15.61	1.10	HOLD
VCI		LONG	28.57	0.70	HOLD
VIP		SHORT	12.47	-2.73	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.19
SHORTS				0.56
TOTAL				-0.37
S&P 500				0.50
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	4635975936317.47	1639765149722.84	-17.61	0.00	48009.18
S&P 500	43.39	5.25	-18.61	2.70	0.76

14-Nov-2013 Daily positions

Pre Opening Longs: ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN, MYE,
NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, 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, TMP, TS, V, VALE, VIP

13-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB		SHORT	21.52	-0.46	HOLD
ALJ		LONG	12.01	0.92	HOLD
ATVI		SHORT	17.32	1.23	HOLD
AVA		LONG	27.84	0.51	HOLD
AVD		LONG	27.37	1.30	HOLD
BAC	SandLs/Savings Banks	SHORT	14.64	2.23	HOLD
BHP		SHORT	70.31	0.06	HOLD
BLT		LONG	13.49	0.60	HOLD
BPOP	Regional Banks	SHORT	27.20	-0.58	HOLD
MTRN		LONG	29.26	-0.14	HOLD
BYI		LONG	72.68	0.80	HOLD
C		SHORT	49.99	0.95	HOLD
CEC		LONG	45.04	1.85	HOLD
CEF		SHORT	14.03	-0.21	HOLD
CUK		SHORT	36.72	0.58	HOLD
ESI		LONG	42.16	2.43	HOLD
GG		SHORT	24.20	1.00	HOLD
GPI	Retail (Specialty)	LONG	65.78	1.42	HOLD
HBC		SHORT	55.23	-0.63	HOLD
ISBC		SHORT	23.78	1.11	HOLD
KMR		SHORT	74.69	-0.12	HOLD
KOP		LONG	47.75	-1.04	HOLD
KRNY		SHORT	10.64	2.80	HOLD
MT		SHORT	16.61	-1.54	HOLD
MYE		LONG	19.11	1.38	HOLD
NJR		LONG	45.56	1.81	HOLD
NP		LONG	40.11	1.39	HOLD
NR		LONG	12.65	1.28	HOLD
NSIT		LONG	22.07	1.61	HOLD
NVS		SHORT	78.85	1.04	HOLD
O		SHORT	40.10	0.50	HOLD
OMX	Office Supplies	LONG	15.26	0.00	HOLD
SCCO		SHORT	26.85	-1.32	HOLD
ROMA		SHORT	19.39	0.52	HOLD
SCSS	Furniture and Fixtures	LONG	20.28	0.55	HOLD
SHLM	Chemicals - Plastics and Rubber	LONG	34.53	2.49	HOLD
SLV	Misc. Financial Services	SHORT	19.79	-1.05	HOLD
STC		LONG	29.15	-0.95	HOLD
SWHC	Recreational Products	LONG	11.27	-1.31	HOLD
TFSL		SHORT	11.86	-0.08	HOLD
TG	Fabricated Plastic and Rubber	LONG	25.36	0.79	HOLD
TKC	Communications Services	SHORT	14.28	0.63	HOLD
TMP		SHORT	48.45	-0.19	HOLD
TS		SHORT	45.16	-0.24	HOLD
V		SHORT	199.78	0.97	HOLD
VALE		SHORT	15.44	0.26	HOLD
VCI		LONG	28.37	2.20	HOLD
VIP		SHORT	12.82	0.71	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.90
SHORTS				0.31
TOTAL				0.59
S&P 500				0.80
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6846094587185.01	2414648982297.42	-17.61	0.00	56176.01
S&P 500	42.68	5.27	-18.61	2.66	0.75

13-Nov-2013 Daily positions

Pre Opening Longs: ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN, MYE,
NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, 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, TMP, TS, V, VALE, VIP

11-Nov-2013 Daily positions

Pre Opening Longs: ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN, MYE,
NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, 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, TMP, TS, V, VALE, VIP