22-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.83	1.58	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.08	0.00	HOLD
ALJ	Petroleum Refining	LONG	13.00	0.62	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.21	-0.80	HOLD
AVA	Multiline Utilities - NEC	LONG	27.42	-0.69	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.71	-0.11	HOLD
BAC	Banks - NEC	SHORT	15.64	0.32	HOLD
BHP	Integrated Mining	SHORT	69.04	-0.78	HOLD
BLT	Integrated Mining	LONG	14.40	0.07	HOLD
BPOP	Banks - NEC	SHORT	27.91	-0.04	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.63	-0.31	HOLD
BYI		LONG	71.76	0.13	HOLD
C	Banks - NEC	SHORT	52.41	1.31	HOLD
CEC	Food Retail & Distribution - NEC	LONG	47.66	2.43	HOLD
CEF	Investment Trusts	SHORT	13.46	-0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.52	0.38	HOLD
ESI	Educational Services	LONG	38.92	1.25	HOLD
GG	Integrated Mining	SHORT	23.12	-0.82	HOLD
GPI	New Car Dealers	LONG	66.53	-0.17	HOLD
HSBC		SHORT	56.02	-0.55	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.82	0.29	HOLD
KMR	Natural Gas Pipeline	SHORT	75.86	0.17	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.99	0.06	HOLD
KRNY	Commercial Banks	SHORT	10.50	0.10	HOLD
MT	Steel - NEC	SHORT	16.94	0.41	HOLD
MYE	Plastic Container & Packaging	LONG	19.99	0.35	HOLD
NJR	Natural Gas Distribution	LONG	45.40	-0.92	HOLD
NP	Paper Mills & Products	LONG	40.12	0.96	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.36	1.56	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.36	2.05	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.71	0.68	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.67	-1.53	HOLD
PSA	Self-Storage REITs	SHORT	154.86	0.08	HOLD
ROMA	Banks - NEC	SHORT	19.75	-0.05	HOLD
SCSS	Furniture	LONG	20.65	1.47	HOLD
SHLM	Commodity Chemicals - NEC	LONG	33.83	-0.73	HOLD
SLV	Investment Trusts	SHORT	19.13	-0.57	HOLD
STC	Property Insurance	LONG	31.00	-0.83	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.97	1.10	HOLD
TFSL	Banks - NEC	SHORT	11.83	0.00	HOLD
TG	Plastic Container & Packaging	LONG	25.51	1.67	HOLD
TKC	Wireless Telecom	SHORT	15.26	2.28	HOLD
TMP	Banks - NEC	SHORT	49.23	-1.28	HOLD
TS	Construction & Engineering - NEC	SHORT	45.02	0.04	HOLD
V	Business Support Services - NEC	SHORT	202.12	0.25	HOLD
VALE	Steel - NEC	SHORT	15.46	1.58	HOLD
VIP	Wireless Telecom	SHORT	12.38	1.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.45
SHORTS				0.17
TOTAL				0.28
S&P 500				0.48
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-4.51	11.84	-39.60	-0.14	-0.04
S&P 500	44.59	5.26	-18.61	2.74	0.77

22-Nov-2013 Daily positions

Pre Opening Longs: ACCO, ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN,
MYE, NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, SWHC, TG
Pre Opening Shorts: AB, ATVI, BAC, BHP, BPOP, C, CEF, CUK, GG, HSBC, ISBC,
KMR, KRNY, MT, NVS, PSA, ROMA, SCCO, SLV, TFSL, TKC, TMP, TS, V, VALE, VIP

21-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.49	-0.32	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.08	2.53	HOLD
ALJ	Petroleum Refining	LONG	12.92	1.89	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.35	0.87	HOLD
AVA	Multiline Utilities - NEC	LONG	27.61	0.66	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.74	1.76	HOLD
BAC	Banks - NEC	SHORT	15.59	2.97	HOLD
BHP	Integrated Mining	SHORT	69.58	-0.87	HOLD
BLT	Integrated Mining	LONG	14.39	1.27	HOLD
BPOP	Banks - NEC	SHORT	27.92	1.01	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.72	1.09	HOLD
BYI		LONG	71.67	2.99	HOLD
C	Banks - NEC	SHORT	51.73	1.89	HOLD
CEC	Food Retail & Distribution - NEC	LONG	46.53	1.06	HOLD
CEF	Investment Trusts	SHORT	13.48	0.00	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.38	0.47	HOLD
ESI	Educational Services	LONG	38.44	1.72	HOLD
GG	Integrated Mining	SHORT	23.31	-0.72	HOLD
GPI	New Car Dealers	LONG	66.64	1.63	HOLD
HSBC		SHORT	56.33	0.54	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.75	0.85	HOLD
KMR	Natural Gas Pipeline	SHORT	75.73	1.03	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.96	0.82	HOLD
KRNY	Commercial Banks	SHORT	10.49	0.00	HOLD
MT	Steel - NEC	SHORT	16.87	0.30	HOLD
MYE	Plastic Container & Packaging	LONG	19.92	2.52	HOLD
NJR	Natural Gas Distribution	LONG	45.82	1.24	HOLD
NP	Paper Mills & Products	LONG	39.74	1.27	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.17	1.16	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.89	1.82	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.17	1.11	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.07	0.19	HOLD
PSA	Self-Storage REITs	SHORT	154.73	0.12	HOLD
ROMA	Banks - NEC	SHORT	19.76	0.92	HOLD
SCSS	Furniture	LONG	20.35	2.47	HOLD
SHLM	Commodity Chemicals - NEC	LONG	34.08	0.68	HOLD
SLV	Investment Trusts	SHORT	19.25	0.55	HOLD
STC	Property Insurance	LONG	31.26	3.24	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.84	5.81	HOLD
TFSL	Banks - NEC	SHORT	11.83	0.25	HOLD
TG	Plastic Container & Packaging	LONG	25.09	2.07	HOLD
TKC	Wireless Telecom	SHORT	14.92	-1.00	HOLD
TMP	Banks - NEC	SHORT	49.87	1.78	HOLD
TS	Construction & Engineering - NEC	SHORT	45.00	-0.18	HOLD
V	Business Support Services - NEC	SHORT	201.61	1.76	HOLD
VALE	Steel - NEC	SHORT	15.22	-1.30	HOLD
VIP	Wireless Telecom	SHORT	12.19	1.16	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.80
SHORTS				0.51
TOTAL				1.29
S&P 500				0.81
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	40.05	25.38	-39.63	0.52	0.33
S&P 500	43.91	5.28	-18.61	2.69	0.76

21-Nov-2013 Daily positions

Pre Opening Longs: ACCO, ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN,
MYE, NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, SWHC, TG
Pre Opening Shorts: AB, ATVI, BAC, BHP, BPOP, C, CEF, CUK, GG, HSBC, ISBC,
KMR, KRNY, MT, NVS, PSA, ROMA, SCCO, SLV, TFSL, TKC, TMP, TS, V, VALE, VIP

20-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.56	0.33	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.93	-1.00	HOLD
ALJ	Petroleum Refining	LONG	12.68	0.56	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.20	1.84	HOLD
AVA	Multiline Utilities - NEC	LONG	27.43	-0.44	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.26	-0.47	HOLD
BAC	Banks - NEC	SHORT	15.14	-0.39	HOLD
BHP	Integrated Mining	SHORT	70.19	-0.79	HOLD
BLT	Integrated Mining	LONG	14.21	1.28	HOLD
BPOP	Banks - NEC	SHORT	27.64	-0.65	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.41	-2.07	HOLD
BYI		LONG	69.59	-1.01	HOLD
C	Banks - NEC	SHORT	50.77	-0.78	HOLD
CEC	Food Retail & Distribution - NEC	LONG	46.04	0.13	HOLD
CEF	Investment Trusts	SHORT	13.48	-2.95	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.21	-0.47	HOLD
ESI	Educational Services	LONG	37.79	-3.10	HOLD
GG	Integrated Mining	SHORT	23.48	-2.94	HOLD
GPI	New Car Dealers	LONG	65.57	-0.73	HOLD
HSBC		SHORT	56.03	0.05	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.55	0.13	HOLD
KMR	Natural Gas Pipeline	SHORT	74.96	-0.07	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.58	-0.75	HOLD
KRNY	Commercial Banks	SHORT	10.49	1.45	HOLD
MT	Steel - NEC	SHORT	16.82	0.12	HOLD
MYE	Plastic Container & Packaging	LONG	19.43	-0.56	HOLD
NJR	Natural Gas Distribution	LONG	45.17	-1.35	HOLD
NP	Paper Mills & Products	LONG	39.24	-0.71	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.03	-1.15	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.48	-0.49	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.30	-0.27	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.02	-0.84	HOLD
PSA	Self-Storage REITs	SHORT	154.55	-1.53	HOLD
ROMA	Banks - NEC	SHORT	19.58	0.10	HOLD
SCSS	Furniture	LONG	19.86	1.02	HOLD
SHLM	Commodity Chemicals - NEC	LONG	33.85	-0.62	HOLD
SLV	Investment Trusts	SHORT	19.12	-2.50	HOLD
STC	Property Insurance	LONG	30.28	1.78	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.19	0.63	HOLD
TFSL	Banks - NEC	SHORT	11.80	-0.17	HOLD
TG	Plastic Container & Packaging	LONG	24.58	-0.20	HOLD
TKC	Wireless Telecom	SHORT	15.07	0.07	HOLD
TMP	Banks - NEC	SHORT	49.00	1.30	HOLD
TS	Construction & Engineering - NEC	SHORT	45.08	0.16	HOLD
V	Business Support Services - NEC	SHORT	198.12	0.37	HOLD
VALE	Steel - NEC	SHORT	15.42	-1.72	HOLD
VIP	Wireless Telecom	SHORT	12.05	-2.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.42
SHORTS				-0.47
TOTAL				0.05
S&P 500				-0.28
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-5.98	11.65	-39.60	-0.19	-0.06
S&P 500	42.79	5.34	-18.61	2.61	0.75

20-Nov-2013 Daily positions

Pre Opening Longs: ACCO, ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN,
MYE, NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, SWHC, TG
Pre Opening Shorts: AB, ATVI, BAC, BHP, BPOP, C, CEF, CUK, GG, HSBC, ISBC,
KMR, KRNY, MT, NVS, PSA, ROMA, SCCO, SLV, TFSL, TKC, TMP, TS, V, VALE, VIP

19-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.49	-1.20	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.99	0.00	HOLD
ALJ	Petroleum Refining	LONG	12.61	-0.39	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	16.89	-3.62	HOLD
AVA	Multiline Utilities - NEC	LONG	27.55	-0.72	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.39	0.48	HOLD
BAC	Banks - NEC	SHORT	15.20	1.88	HOLD
BHP	Integrated Mining	SHORT	70.75	-0.32	HOLD
BLT	Integrated Mining	LONG	14.03	-3.04	HOLD
BPOP	Banks - NEC	SHORT	27.82	-1.15	HOLD
MTRN	Nonferrous Metal Processing	LONG	29.01	1.12	HOLD
BYI		LONG	70.30	-3.13	HOLD
C	Banks - NEC	SHORT	51.17	0.75	HOLD
CEC	Food Retail & Distribution - NEC	LONG	45.98	1.12	HOLD
CEF	Investment Trusts	SHORT	13.88	0.36	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.38	0.06	HOLD
ESI	Educational Services	LONG	39.00	-0.64	HOLD
GG	Integrated Mining	SHORT	24.19	0.08	HOLD
GPI	New Car Dealers	LONG	66.05	-0.02	HOLD
HSBC		SHORT	56.00	-0.16	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.52	-0.42	HOLD
KMR	Natural Gas Pipeline	SHORT	75.01	-1.11	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.93	-0.74	HOLD
KRNY	Commercial Banks	SHORT	10.34	-1.90	HOLD
MT	Steel - NEC	SHORT	16.80	0.60	HOLD
MYE	Plastic Container & Packaging	LONG	19.54	-1.81	HOLD
NJR	Natural Gas Distribution	LONG	45.79	-0.26	HOLD
NP	Paper Mills & Products	LONG	39.52	-2.78	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.17	-1.93	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.59	-0.31	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.51	0.09	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.24	-1.46	HOLD
PSA	Self-Storage REITs	SHORT	156.95	-1.60	HOLD
ROMA	Banks - NEC	SHORT	19.56	-0.36	HOLD
SCSS	Furniture	LONG	19.66	-1.11	HOLD
SHLM	Commodity Chemicals - NEC	LONG	34.06	-0.09	HOLD
SLV	Investment Trusts	SHORT	19.61	-0.28	HOLD
STC	Property Insurance	LONG	29.75	1.26	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.12	-1.07	HOLD
TFSL	Banks - NEC	SHORT	11.82	-0.67	HOLD
TG	Plastic Container & Packaging	LONG	24.63	-1.04	HOLD
TKC	Wireless Telecom	SHORT	15.06	-0.66	HOLD
TMP	Banks - NEC	SHORT	48.37	0.39	HOLD
TS	Construction & Engineering - NEC	SHORT	45.01	-1.92	HOLD
V	Business Support Services - NEC	SHORT	197.39	-1.26	HOLD
VALE	Steel - NEC	SHORT	15.69	-1.75	HOLD
VIP	Wireless Telecom	SHORT	12.30	-0.81	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.69
SHORTS				-0.63
TOTAL				-0.05
S&P 500				-0.21
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	38.52	25.04	-39.49	0.51	0.32
S&P 500	43.21	5.30	-18.61	2.66	0.76

19-Nov-2013 Daily positions

Pre Opening Longs: ACCO, ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN,
MYE, NJR, NP, NR, NSIT, OMX, SCSS, SHLM, STC, SWHC, TG
Pre Opening Shorts: AB, ATVI, BAC, BHP, BPOP, C, CEF, CUK, GG, HSBC, ISBC,
KMR, KRNY, MT, NVS, PSA, ROMA, SCCO, SLV, TFSL, TKC, TMP, TS, V, VALE, VIP

18-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.75	-0.14	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.99	-0.33	BUY
ALJ	Petroleum Refining	LONG	12.66	1.36	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.52	-1.10	HOLD
AVA	Multiline Utilities - NEC	LONG	27.75	0.04	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.26	-0.15	HOLD
BAC	Banks - NEC	SHORT	14.92	0.00	HOLD
BHP	Integrated Mining	SHORT	70.98	-0.55	HOLD
BLT	Integrated Mining	LONG	14.47	4.63	HOLD
BPOP	Banks - NEC	SHORT	28.15	-0.97	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.69	-0.73	HOLD
BYI		LONG	72.57	0.07	HOLD
C	Banks - NEC	SHORT	50.79	0.77	HOLD
CEC	Food Retail & Distribution - NEC	LONG	45.47	-0.79	HOLD
CEF	Investment Trusts	SHORT	13.83	-1.92	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.36	-1.20	HOLD
ESI	Educational Services	LONG	39.25	-5.42	HOLD
GG	Integrated Mining	SHORT	24.17	-0.70	HOLD
GPI	New Car Dealers	LONG	66.06	-0.23	HOLD
HSBC		SHORT	56.09	0.88	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.62	0.04	HOLD
KMR	Natural Gas Pipeline	SHORT	75.85	0.74	HOLD
KOP	Commodity Chemicals - NEC	LONG	47.34	-1.44	HOLD
KRNY	Commercial Banks	SHORT	10.54	1.35	HOLD
MT	Steel - NEC	SHORT	16.70	-1.24	HOLD
MYE	Plastic Container & Packaging	LONG	19.90	0.76	HOLD
NJR	Natural Gas Distribution	LONG	45.90	1.01	HOLD
NP	Paper Mills & Products	LONG	40.65	-0.54	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.41	-2.97	HOLD
NSIT	IT Services & Consulting - NEC	LONG	22.66	0.80	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.44	-0.91	HOLD
O	Commercial REITs - NEC	SHORT	40.15	-1.64	COVER
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	26.64	-1.00	HOLD
PSA	Self-Storage REITs	SHORT	159.50	-1.79	SHORT
ROMA	Banks - NEC	SHORT	19.63	-0.51	HOLD
SCSS	Furniture	LONG	19.88	-1.29	HOLD
SHLM	Commodity Chemicals - NEC	LONG	34.09	-0.70	HOLD
SLV	Investment Trusts	SHORT	19.66	-1.70	HOLD
STC	Property Insurance	LONG	29.38	0.27	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.24	0.81	HOLD
TFSL	Banks - NEC	SHORT	11.90	-0.34	HOLD
TG	Plastic Container & Packaging	LONG	24.86	-0.66	HOLD
TKC	Wireless Telecom	SHORT	15.16	0.66	HOLD
TMP	Banks - NEC	SHORT	48.18	0.90	HOLD
TS	Construction & Engineering - NEC	SHORT	45.85	0.77	HOLD
V	Business Support Services - NEC	SHORT	199.90	-1.04	HOLD
VALE	Steel - NEC	SHORT	15.97	1.27	HOLD
VCI		LONG	28.74	-0.45	SELL
VIP	Wireless Telecom	SHORT	12.40	-0.08	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.25
SHORTS				-0.29
TOTAL				0.04
S&P 500				-0.35
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-5.80	11.66	-39.49	-0.19	-0.05
S&P 500	43.51	5.27	-18.61	2.69	0.76

18-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, HSBC, ISBC,
KMR, KRNY, MT, NVS, O, ROMA, SCCO, SLV, TFSL, TKC, TMP, TS, V, VALE, VIP