06-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.78	0.23	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.43	-2.28	HOLD
ALJ	Petroleum Refining	LONG	16.49	0.43	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	61.07	-3.28	HOLD
AVA	Multiline Utilities - NEC	LONG	27.73	-0.82	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.84	-2.05	HOLD
BAC	Banks - NEC	SHORT	16.66	1.52	HOLD
BHP	Integrated Mining	SHORT	67.01	-0.76	HOLD
BLT	Integrated Mining	LONG	13.97	-2.65	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.39	-2.73	HOLD
CEF	Investment Trusts	SHORT	13.83	0.36	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.46	-1.05	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.91	-4.29	HOLD
ESI	Educational Services	LONG	37.07	5.67	HOLD
GG	Integrated Mining	SHORT	22.43	0.63	HOLD
GPI	New Car Dealers	LONG	68.78	-1.22	HOLD
HSBC	Commercial Banks	SHORT	54.36	0.50	HOLD
HEES	Consumer Goods Rental	LONG	28.50	-2.10	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.40	-0.43	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.72	-1.24	HOLD
KRNY	Commercial Banks	SHORT	11.42	-1.47	HOLD
MT	Steel - NEC	SHORT	17.28	-1.09	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.78	0.54	HOLD
MYE	Plastic Container & Packaging	LONG	20.00	-2.20	HOLD
NJR	Natural Gas Distribution	LONG	44.77	-0.73	HOLD
NP	Paper Mills & Products	LONG	41.72	-2.68	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.19	0.10	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	28.17	-1.37	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.65	0.46	HOLD
PSA	Self-Storage REITs	SHORT	150.03	-0.05	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.50	-1.43	HOLD
SCSS	Furniture	LONG	17.28	-19.06	HOLD
SLV	Investment Trusts	SHORT	19.42	0.00	HOLD
STC	Property Insurance	LONG	33.00	0.43	HOLD
TFSL	Banks - NEC	SHORT	11.85	-1.25	HOLD
TKC	Wireless Telecom	SHORT	12.81	0.63	HOLD
TMP	Banks - NEC	SHORT	49.13	-2.33	HOLD
TS	Construction & Engineering - NEC	SHORT	42.28	-1.24	HOLD
V	Business Support Services - NEC	SHORT	219.83	-0.60	HOLD
VALE	Steel - NEC	SHORT	14.29	-0.28	HOLD
VIP	Wireless Telecom	SHORT	12.32	-0.65	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.42	-0.56	HOLD
WNC	Heavy Trucks	LONG	12.60	2.11	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.82
SHORTS				-0.47
TOTAL				-1.34
S&P 500				-0.28
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1273.78	308.55	-39.57	0.49	3.81
S&P 500	46.67	5.47	-18.61	2.63	0.77