29-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.19	0.91	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.02	-0.33	HOLD
ALJ	Petroleum Refining	LONG	13.80	-0.86	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.21	0.70	HOLD
AVA	Multiline Utilities - NEC	LONG	27.25	0.18	HOLD
AVD	Agricultural Chemicals - NEC	LONG	28.73	0.84	HOLD
BAC	Banks - NEC	SHORT	15.82	-0.06	HOLD
BHP	Integrated Mining	SHORT	68.22	0.57	HOLD
BLT	Integrated Mining	LONG	14.49	-0.14	HOLD
BPOP	Banks - NEC	SHORT	28.58	1.20	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.76	2.60	HOLD
BYI		LONG	74.57	0.96	HOLD
C	Banks - NEC	SHORT	52.92	-0.25	HOLD
CEC	Food Retail & Distribution - NEC	LONG	47.95	0.42	HOLD
CEF	Investment Trusts	SHORT	13.60	1.57	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.51	-0.11	HOLD
ESI	Educational Services	LONG	38.99	0.10	HOLD
GG	Integrated Mining	SHORT	22.46	0.63	HOLD
GPI	New Car Dealers	LONG	68.45	0.09	HOLD
HSBC	Commercial Banks	SHORT	56.10	0.20	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.07	-0.37	HOLD
KOP	Commodity Chemicals - NEC	LONG	47.38	0.32	HOLD
KRNY	Commercial Banks	SHORT	10.44	-0.48	HOLD
MT	Steel - NEC	SHORT	17.17	1.24	HOLD
MYE	Plastic Container & Packaging	LONG	20.24	-0.39	HOLD
NJR	Natural Gas Distribution	LONG	45.69	-0.24	HOLD
NP	Paper Mills & Products	LONG	41.99	-0.05	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.06	0.84	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.07	0.96	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.12	0.64	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.10	0.20	HOLD
PSA	Self-Storage REITs	SHORT	152.70	-0.97	HOLD
ROMA	Banks - NEC	SHORT	19.85	-0.25	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.72	1.67	HOLD
SCSS	Furniture	LONG	21.11	0.48	HOLD
SLV	Investment Trusts	SHORT	19.24	1.48	HOLD
STC	Property Insurance	LONG	31.86	-0.44	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.82	-0.92	HOLD
TFSL	Banks - NEC	SHORT	11.72	-1.10	HOLD
TG	Plastic Container & Packaging	LONG	26.18	0.89	HOLD
TKC	Wireless Telecom	SHORT	15.32	1.06	HOLD
TMP	Banks - NEC	SHORT	50.10	0.20	HOLD
TS	Construction & Engineering - NEC	SHORT	44.81	1.29	HOLD
V	Business Support Services - NEC	SHORT	203.46	-0.26	HOLD
VALE	Steel - NEC	SHORT	15.32	3.79	HOLD
VIP	Wireless Telecom	SHORT	12.28	0.82	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	63.68	0.52	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.32
SHORTS				0.51
TOTAL				-0.19
S&P 500				-0.07
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	46.37	26.54	-39.61	0.56	0.37
S&P 500	44.78	5.30	-18.61	2.71	0.77

29-Nov-2013 Daily positions

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

27-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.99	-0.72	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.04	0.83	HOLD
ALJ	Petroleum Refining	LONG	13.92	5.14	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.09	-0.06	HOLD
AVA	Multiline Utilities - NEC	LONG	27.20	0.07	HOLD
AVD	Agricultural Chemicals - NEC	LONG	28.49	3.22	HOLD
BAC	Banks - NEC	SHORT	15.83	-0.31	HOLD
BHP	Integrated Mining	SHORT	67.83	-0.88	HOLD
BLT	Integrated Mining	LONG	14.51	0.55	HOLD
BPOP	Banks - NEC	SHORT	28.24	0.46	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.03	-0.07	HOLD
BYI		LONG	73.86	3.43	HOLD
C	Banks - NEC	SHORT	53.05	0.08	HOLD
CEC	Food Retail & Distribution - NEC	LONG	47.75	0.10	HOLD
CEF	Investment Trusts	SHORT	13.39	0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.55	0.61	HOLD
ESI	Educational Services	LONG	38.95	0.49	HOLD
GG	Integrated Mining	SHORT	22.32	-0.13	HOLD
GPI	New Car Dealers	LONG	68.39	0.69	HOLD
HSBC	Commercial Banks	SHORT	55.99	0.18	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.16	0.79	HOLD
KMR	Natural Gas Pipeline	SHORT	76.43	0.57	COVER
KOP	Commodity Chemicals - NEC	LONG	47.23	0.79	HOLD
KRNY	Commercial Banks	SHORT	10.49	0.29	HOLD
MT	Steel - NEC	SHORT	16.96	1.68	HOLD
MYE	Plastic Container & Packaging	LONG	20.32	1.30	HOLD
NJR	Natural Gas Distribution	LONG	45.80	0.97	HOLD
NP	Paper Mills & Products	LONG	42.01	2.14	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.96	-2.37	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.84	0.46	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.62	-0.83	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.05	0.48	HOLD
PSA	Self-Storage REITs	SHORT	154.19	1.01	HOLD
ROMA	Banks - NEC	SHORT	19.90	0.91	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.33	0.73	HOLD
SCSS	Furniture	LONG	21.01	0.05	HOLD
SLV	Investment Trusts	SHORT	18.96	-0.89	HOLD
STC	Property Insurance	LONG	32.00	0.03	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.93	1.53	HOLD
TFSL	Banks - NEC	SHORT	11.85	1.02	HOLD
TG	Plastic Container & Packaging	LONG	25.95	2.49	HOLD
TKC	Wireless Telecom	SHORT	15.16	0.80	HOLD
TMP	Banks - NEC	SHORT	50.00	1.58	HOLD
TS	Construction & Engineering - NEC	SHORT	44.24	0.55	HOLD
V	Business Support Services - NEC	SHORT	203.99	0.23	HOLD
VALE	Steel - NEC	SHORT	14.76	0.27	HOLD
VIP	Wireless Telecom	SHORT	12.18	0.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	63.35	-0.55	SHORT
TODAY SUMMARY				GAINS(%)
LONGS				1.03
SHORTS				0.31
TOTAL				0.71
S&P 500				0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1.78	12.73	-39.61	0.05	0.02
S&P 500	44.87	5.28	-18.61	2.73	0.77

27-Nov-2013 Daily positions

Pre Opening Longs: ACCO, ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN,
MYE, NJR, NP, NR, NSIT, OMX, SAH, SCSS, 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

26-Nov-2013 Daily positions

Pre Opening Longs: ACCO, ALJ, AVA, AVD, BLT, BYI, CEC, ESI, GPI, KOP, MTRN,
MYE, NJR, NP, NR, NSIT, OMX, SAH, SCSS, 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

25-Nov-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.99	0.73	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.03	-0.82	HOLD
ALJ	Petroleum Refining	LONG	12.99	-0.08	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.41	1.16	HOLD
AVA	Multiline Utilities - NEC	LONG	27.20	-0.80	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.47	-0.87	HOLD
BAC	Banks - NEC	SHORT	15.81	1.09	HOLD
BHP	Integrated Mining	SHORT	69.03	-0.01	HOLD
BLT	Integrated Mining	LONG	14.35	-0.35	HOLD
BPOP	Banks - NEC	SHORT	27.99	0.29	HOLD
MTRN	Nonferrous Metal Processing	LONG	28.48	-0.52	HOLD
BYI		LONG	72.23	0.65	HOLD
C	Banks - NEC	SHORT	53.29	1.68	HOLD
CEC	Food Retail & Distribution - NEC	LONG	47.57	-0.19	HOLD
CEF	Investment Trusts	SHORT	13.45	-0.07	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.87	0.96	HOLD
ESI	Educational Services	LONG	38.54	-0.98	HOLD
GG	Integrated Mining	SHORT	22.93	-0.82	HOLD
GPI	New Car Dealers	LONG	67.78	1.88	HOLD
HSBC	Commercial Banks	SHORT	55.85	-0.32	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.89	0.29	HOLD
KMR	Natural Gas Pipeline	SHORT	76.31	0.59	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.59	-0.85	HOLD
KRNY	Commercial Banks	SHORT	10.50	0.00	HOLD
MT	Steel - NEC	SHORT	16.74	-1.18	HOLD
MYE	Plastic Container & Packaging	LONG	19.95	-0.20	HOLD
NJR	Natural Gas Distribution	LONG	45.78	0.84	HOLD
NP	Paper Mills & Products	LONG	39.51	-1.52	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.82	-4.37	HOLD
NSIT	IT Services & Consulting - NEC	LONG	23.47	0.47	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.53	-0.23	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.27	-1.56	HOLD
PSA	Self-Storage REITs	SHORT	153.71	-0.74	HOLD
ROMA	Banks - NEC	SHORT	19.87	0.61	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.10	0.87	BUY
SCSS	Furniture	LONG	20.56	-0.44	HOLD
SHLM	Commodity Chemicals - NEC	LONG	33.97	0.41	SELL
SLV	Investment Trusts	SHORT	19.29	0.84	HOLD
STC	Property Insurance	LONG	31.19	0.61	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.84	-1.09	HOLD
TFSL	Banks - NEC	SHORT	11.79	-0.34	HOLD
TG	Plastic Container & Packaging	LONG	25.07	-1.72	HOLD
TKC	Wireless Telecom	SHORT	15.22	-0.26	HOLD
TMP	Banks - NEC	SHORT	49.30	0.14	HOLD
TS	Construction & Engineering - NEC	SHORT	44.38	-1.42	HOLD
V	Business Support Services - NEC	SHORT	201.93	-0.09	HOLD
VALE	Steel - NEC	SHORT	15.15	-2.01	HOLD
VIP	Wireless Telecom	SHORT	12.01	-2.99	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.45
SHORTS				-0.14
TOTAL				-0.31
S&P 500				-0.05
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.17	12.44	-39.61	-0.01	-0.00
S&P 500	44.55	5.28	-18.61	2.72	0.77

25-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