03-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.73	1.92	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.58	-1.64	HOLD
ALJ	Petroleum Refining	LONG	16.45	-1.38	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	63.17	-1.08	HOLD
AVA	Multiline Utilities - NEC	LONG	27.97	0.43	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.37	1.50	HOLD
BAC	Banks - NEC	SHORT	16.40	1.86	HOLD
BHP	Integrated Mining	SHORT	67.52	0.79	HOLD
BLT	Integrated Mining	LONG	14.35	0.77	HOLD
CEC	Food Retail & Distribution - NEC	LONG	44.61	0.47	HOLD
CEF	Investment Trusts	SHORT	13.78	1.77	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.90	0.44	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.22	0.42	HOLD
ESI	Educational Services	LONG	35.08	3.91	HOLD
GG	Integrated Mining	SHORT	22.31	-1.37	HOLD
GPI	New Car Dealers	LONG	69.62	-0.74	HOLD
HSBC	Commercial Banks	SHORT	54.09	-0.88	HOLD
HEES	Consumer Goods Rental	LONG	29.11	0.69	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.51	0.59	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.32	-0.57	HOLD
KRNY	Commercial Banks	SHORT	11.60	1.58	HOLD
MT	Steel - NEC	SHORT	17.47	-0.63	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.42	-0.15	HOLD
MYE	Plastic Container & Packaging	LONG	20.45	-0.39	HOLD
NJR	Natural Gas Distribution	LONG	45.10	0.67	HOLD
NP	Paper Mills & Products	LONG	42.87	0.47	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.16	0.56	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	28.56	-2.33	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.61	0.82	HOLD
PSA	Self-Storage REITs	SHORT	150.11	0.78	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.84	-0.87	HOLD
SCSS	Furniture	LONG	21.35	0.80	HOLD
SLV	Investment Trusts	SHORT	19.42	0.99	HOLD
STC	Property Insurance	LONG	32.86	2.21	HOLD
TFSL	Banks - NEC	SHORT	12.00	-0.08	HOLD
TKC	Wireless Telecom	SHORT	12.73	-1.85	HOLD
TMP	Banks - NEC	SHORT	50.30	0.48	HOLD
TS	Construction & Engineering - NEC	SHORT	42.81	0.19	HOLD
V	Business Support Services - NEC	SHORT	221.16	0.07	HOLD
VALE	Steel - NEC	SHORT	14.33	-1.38	HOLD
VIP	Wireless Telecom	SHORT	12.40	-3.13	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.76	-0.86	HOLD
WNC	Heavy Trucks	LONG	12.34	0.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.40
SHORTS				-0.07
TOTAL				0.47
S&P 500				-0.03
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-0.42	12.63	-39.67	-0.01	-0.00
S&P 500	47.05	5.43	-18.61	2.67	0.78