06-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.15	-1.20	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.08	2.18	HOLD
ALJ	Petroleum Refining	LONG	13.93	4.34	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	62.98	0.00	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.20	2.50	HOLD
AVA	Multiline Utilities - NEC	LONG	27.61	1.92	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.70	0.25	HOLD
BAC	Banks - NEC	SHORT	15.56	0.84	HOLD
BHP	Integrated Mining	SHORT	67.53	1.37	HOLD
BLT	Integrated Mining	LONG	14.39	0.98	HOLD
BYI	Games, Toys & Children Vehicles	LONG	75.38	-0.12	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.78	0.29	HOLD
CEF	Investment Trusts	SHORT	13.34	0.00	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.29	0.54	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.31	0.14	HOLD
ESI	Educational Services	LONG	35.17	-2.01	HOLD
GG	Integrated Mining	SHORT	21.06	1.01	HOLD
GPI	New Car Dealers	LONG	69.49	1.68	HOLD
HSBC	Commercial Banks	SHORT	54.24	0.66	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.38	1.54	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.42	0.85	HOLD
KRNY	Commercial Banks	SHORT	10.56	3.13	HOLD
MT	Steel - NEC	SHORT	16.85	0.24	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.56	-0.52	HOLD
MYE	Plastic Container & Packaging	LONG	20.48	0.54	HOLD
NJR	Natural Gas Distribution	LONG	45.56	3.08	HOLD
NP	Paper Mills & Products	LONG	42.03	1.45	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.47	1.63	SELL
NSIT	IT Services & Consulting - NEC	LONG	25.02	2.29	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.79	1.06	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.01	0.93	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.29	2.35	HOLD
PSA	Self-Storage REITs	SHORT	154.00	1.89	HOLD
ROMA	Banks - NEC	SHORT	21.06	1.54	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.98	1.52	HOLD
SCSS	Furniture	LONG	20.72	-0.24	HOLD
SLV	Investment Trusts	SHORT	18.77	0.43	HOLD
STC	Property Insurance	LONG	30.84	-0.03	HOLD
TFSL	Banks - NEC	SHORT	11.84	1.98	HOLD
TG	Plastic Container & Packaging	LONG	25.94	1.41	HOLD
TKC	Wireless Telecom	SHORT	14.80	2.14	HOLD
TMP	Banks - NEC	SHORT	50.00	2.33	HOLD
TS	Construction & Engineering - NEC	SHORT	43.74	0.99	HOLD
V	Business Support Services - NEC	SHORT	201.87	0.08	HOLD
VALE	Steel - NEC	SHORT	15.25	0.99	HOLD
VIP	Wireless Telecom	SHORT	12.06	2.64	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.88	-0.83	HOLD
WNC	Heavy Trucks	LONG	12.13	1.42	BUY
TODAY SUMMARY				GAINS(%)
LONGS				1.11
SHORTS				1.01
TOTAL				0.10
S&P 500				1.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.35	12.53	-39.63	-0.01	-0.00
S&P 500	44.76	5.36	-18.61	2.66	0.77

06-Dec-2013 Daily positions

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

05-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.42	-0.97	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.95	-0.67	HOLD
ALJ	Petroleum Refining	LONG	13.35	-3.19	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	62.98	2.14	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	16.78	-2.72	HOLD
AVA	Multiline Utilities - NEC	LONG	27.09	0.00	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.63	2.18	HOLD
BAC	Banks - NEC	SHORT	15.43	-1.28	HOLD
BHP	Integrated Mining	SHORT	66.62	-0.64	HOLD
BLT	Integrated Mining	LONG	14.25	-0.70	HOLD
BYI	Games, Toys & Children Vehicles	LONG	75.47	1.56	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.65	-0.33	HOLD
CEF	Investment Trusts	SHORT	13.34	-1.26	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.10	-2.01	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.30	0.27	HOLD
ESI	Educational Services	LONG	35.89	-3.42	HOLD
GG	Integrated Mining	SHORT	20.85	-2.98	HOLD
GPI	New Car Dealers	LONG	68.34	0.86	HOLD
HSBC	Commercial Banks	SHORT	53.88	-0.90	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.01	0.08	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.08	-1.12	HOLD
KRNY	Commercial Banks	SHORT	10.24	0.29	HOLD
MT	Steel - NEC	SHORT	16.81	-1.52	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.90	-1.45	HOLD
MYE	Plastic Container & Packaging	LONG	20.37	0.69	HOLD
NJR	Natural Gas Distribution	LONG	44.20	-0.16	HOLD
NP	Paper Mills & Products	LONG	41.43	1.44	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.27	1.32	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.46	-0.08	HOLD
NVS	Pharmaceuticals - NEC	SHORT	77.96	-0.12	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	24.78	-0.88	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.10	-3.11	HOLD
PSA	Self-Storage REITs	SHORT	151.15	-0.51	HOLD
ROMA	Banks - NEC	SHORT	20.74	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.60	1.48	HOLD
SCSS	Furniture	LONG	20.77	2.06	HOLD
SLV	Investment Trusts	SHORT	18.68	-1.66	HOLD
STC	Property Insurance	LONG	30.85	-2.40	HOLD
TFSL	Banks - NEC	SHORT	11.61	-0.17	HOLD
TG	Plastic Container & Packaging	LONG	25.58	2.20	HOLD
TKC	Wireless Telecom	SHORT	14.49	-1.02	HOLD
TMP	Banks - NEC	SHORT	48.86	0.18	HOLD
TS	Construction & Engineering - NEC	SHORT	43.31	0.25	HOLD
V	Business Support Services - NEC	SHORT	201.71	-0.51	HOLD
VALE	Steel - NEC	SHORT	15.09	1.21	HOLD
VIP	Wireless Telecom	SHORT	11.75	-2.57	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.38	0.12	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.05
SHORTS				-0.73
TOTAL				0.68
S&P 500				-0.41
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	46.48	26.42	-39.63	0.56	0.37
S&P 500	43.17	5.46	-18.61	2.53	0.74

05-Dec-2013 Daily positions

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

04-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.64	1.07	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.99	-0.66	HOLD
ALJ	Petroleum Refining	LONG	13.79	-0.29	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.66	0.92	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.25	0.76	HOLD
AVA	Multiline Utilities - NEC	LONG	27.09	0.33	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.04	-0.18	HOLD
BAC	Banks - NEC	SHORT	15.63	0.58	HOLD
BHP	Integrated Mining	SHORT	67.05	0.75	HOLD
BLT	Integrated Mining	LONG	14.35	0.63	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.31	0.19	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.80	0.90	HOLD
CEF	Investment Trusts	SHORT	13.51	2.50	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	35.82	-1.00	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.28	-0.95	HOLD
ESI	Educational Services	LONG	37.16	-1.48	HOLD
GG	Integrated Mining	SHORT	21.49	2.72	HOLD
GPI	New Car Dealers	LONG	67.76	0.12	HOLD
HSBC	Commercial Banks	SHORT	54.37	-1.31	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.99	-0.33	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.61	-0.30	HOLD
KRNY	Commercial Banks	SHORT	10.21	-1.26	HOLD
MT	Steel - NEC	SHORT	17.07	1.07	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.87	-0.90	HOLD
MYE	Plastic Container & Packaging	LONG	20.23	1.00	HOLD
NJR	Natural Gas Distribution	LONG	44.27	-1.84	HOLD
NP	Paper Mills & Products	LONG	40.84	-0.83	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.11	0.08	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.48	-0.85	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.05	-0.61	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	25.00	0.48	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.36	-5.43	BUY
PSA	Self-Storage REITs	SHORT	151.93	1.00	HOLD
ROMA	Banks - NEC	SHORT	20.74	-0.19	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.27	1.13	HOLD
SCSS	Furniture	LONG	20.35	-0.10	HOLD
SLV	Investment Trusts	SHORT	18.99	3.09	HOLD
STC	Property Insurance	LONG	31.61	1.02	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.60	-0.51	SELL
TFSL	Banks - NEC	SHORT	11.63	-0.09	HOLD
TG	Plastic Container & Packaging	LONG	25.03	0.08	HOLD
TKC	Wireless Telecom	SHORT	14.64	-2.33	HOLD
TMP	Banks - NEC	SHORT	48.77	-1.16	HOLD
TS	Construction & Engineering - NEC	SHORT	43.20	-1.37	HOLD
V	Business Support Services - NEC	SHORT	202.74	0.49	HOLD
VALE	Steel - NEC	SHORT	14.91	0.40	HOLD
VIP	Wireless Telecom	SHORT	12.06	-2.43	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.31	-0.35	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.11
SHORTS				0.10
TOTAL				-0.21
S&P 500				-0.04
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.11	12.42	-39.63	-0.03	-0.01
S&P 500	43.71	5.41	-18.61	2.59	0.75

04-Dec-2013 Daily positions

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

03-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.40	-1.67	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.03	1.52	HOLD
ALJ	Petroleum Refining	LONG	13.83	-3.02	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.10	-1.34	HOLD
ATVI	Toys & Juvenile Products - NEC	SHORT	17.12	-1.21	HOLD
AVA	Multiline Utilities - NEC	LONG	27.00	0.04	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.09	-3.22	HOLD
BAC	Banks - NEC	SHORT	15.54	-1.21	HOLD
BHP	Integrated Mining	SHORT	66.55	-0.54	HOLD
BLT	Integrated Mining	LONG	14.26	0.28	HOLD
BYI	Games, Toys & Children Vehicles	LONG	74.17	-0.40	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.40	-2.46	HOLD
CEF	Investment Trusts	SHORT	13.18	0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.18	-0.33	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.35	0.68	HOLD
ESI	Educational Services	LONG	37.72	-1.67	HOLD
GG	Integrated Mining	SHORT	20.92	-2.06	HOLD
GPI	New Car Dealers	LONG	67.68	0.48	HOLD
HSBC	Commercial Banks	SHORT	55.09	-0.83	HOLD
ISBC	Retail & Mortgage Banks	SHORT	24.07	2.34	HOLD
KOP	Commodity Chemicals - NEC	LONG	46.75	-0.95	HOLD
KRNY	Commercial Banks	SHORT	10.34	0.68	HOLD
MT	Steel - NEC	SHORT	16.89	-2.31	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.48	-0.62	HOLD
MYE	Plastic Container & Packaging	LONG	20.03	1.93	HOLD
NJR	Natural Gas Distribution	LONG	45.12	1.12	HOLD
NP	Paper Mills & Products	LONG	41.18	-0.15	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.10	-0.33	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.69	1.31	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.53	-0.86	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	24.88	0.00	HOLD
PSA	Self-Storage REITs	SHORT	150.42	-1.56	HOLD
ROMA	Banks - NEC	SHORT	20.78	7.61	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.01	-0.65	HOLD
SCSS	Furniture	LONG	20.37	-2.07	HOLD
SLV	Investment Trusts	SHORT	18.42	-0.22	HOLD
STC	Property Insurance	LONG	31.29	-0.32	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.66	2.01	HOLD
TFSL	Banks - NEC	SHORT	11.64	0.26	HOLD
TG	Plastic Container & Packaging	LONG	25.01	-1.07	HOLD
TKC	Wireless Telecom	SHORT	14.99	-1.19	HOLD
TMP	Banks - NEC	SHORT	49.34	-0.12	HOLD
TS	Construction & Engineering - NEC	SHORT	43.80	-0.23	HOLD
V	Business Support Services - NEC	SHORT	201.75	-1.65	HOLD
VALE	Steel - NEC	SHORT	14.85	-0.27	HOLD
VIP	Wireless Telecom	SHORT	12.36	0.98	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.52	-4.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.31
SHORTS				-0.41
TOTAL				0.10
S&P 500				-0.39
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.89	12.44	-39.63	-0.03	-0.01
S&P 500	43.83	5.39	-18.61	2.61	0.76

03-Dec-2013 Daily positions

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

02-Dec-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.78	2.66	HOLD
ACCO	Business Support Supplies - NEC	LONG	5.94	-1.33	HOLD
ALJ	Petroleum Refining	LONG	14.26	3.33	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.93	1.19	SHORT
ATVI	Toys & Juvenile Products - NEC	SHORT	17.33	0.70	HOLD
AVA	Multiline Utilities - NEC	LONG	26.99	-0.95	HOLD
AVD	Agricultural Chemicals - NEC	LONG	27.99	-2.58	HOLD
BAC	Banks - NEC	SHORT	15.73	-0.57	HOLD
BHP	Integrated Mining	SHORT	66.91	-1.92	HOLD
BLT	Integrated Mining	LONG	14.22	-1.86	HOLD
BPOP	Banks - NEC	SHORT	27.83	-2.62	COVER
MTRN	Nonferrous Metal Processing	LONG	27.92	-2.92	SELL
BYI	Games, Toys & Children Vehicles	LONG	74.47	-0.13	HOLD
C	Banks - NEC	SHORT	52.62	-0.57	COVER
CEC	Food Retail & Distribution - NEC	LONG	45.52	-5.07	HOLD
CEF	Investment Trusts	SHORT	13.16	-3.24	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	36.30	-0.58	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.30	1.39	BUY
ESI	Educational Services	LONG	38.36	-1.62	HOLD
GG	Integrated Mining	SHORT	21.36	-4.90	HOLD
GPI	New Car Dealers	LONG	67.36	-1.59	HOLD
HSBC	Commercial Banks	SHORT	55.55	-0.98	HOLD
ISBC	Retail & Mortgage Banks	SHORT	23.52	-2.28	HOLD
KOP	Commodity Chemicals - NEC	LONG	47.20	-0.38	HOLD
KRNY	Commercial Banks	SHORT	10.27	-1.63	HOLD
MT	Steel - NEC	SHORT	17.29	0.70	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.90	-1.69	SHORT
MYE	Plastic Container & Packaging	LONG	19.65	-2.92	HOLD
NJR	Natural Gas Distribution	LONG	44.62	-2.34	HOLD
NP	Paper Mills & Products	LONG	41.24	-1.79	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.14	0.66	HOLD
NSIT	IT Services & Consulting - NEC	LONG	24.37	1.25	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.21	0.11	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	24.88	-0.88	HOLD
PSA	Self-Storage REITs	SHORT	152.80	0.07	HOLD
ROMA	Banks - NEC	SHORT	19.31	-2.72	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.16	-2.36	HOLD
SCSS	Furniture	LONG	20.80	-1.47	HOLD
SLV	Investment Trusts	SHORT	18.45	-4.11	HOLD
STC	Property Insurance	LONG	31.39	-1.48	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.43	-3.30	HOLD
TFSL	Banks - NEC	SHORT	11.61	-0.94	HOLD
TG	Plastic Container & Packaging	LONG	25.28	-3.44	HOLD
TKC	Wireless Telecom	SHORT	15.17	-0.98	HOLD
TMP	Banks - NEC	SHORT	49.40	-1.40	HOLD
TS	Construction & Engineering - NEC	SHORT	43.90	-2.03	HOLD
V	Business Support Services - NEC	SHORT	205.13	0.82	HOLD
VALE	Steel - NEC	SHORT	14.89	-2.81	HOLD
VIP	Wireless Telecom	SHORT	12.24	-0.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	63.41	-0.42	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.47
SHORTS				-1.19
TOTAL				-0.28
S&P 500				-0.26
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.99	12.42	-39.63	-0.03	-0.01
S&P 500	44.40	5.34	-18.61	2.67	0.77

02-Dec-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