07-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.22	2.02	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.52	1.40	HOLD
ALJ	Petroleum Refining	LONG	16.55	0.36	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	62.31	2.03	HOLD
AVA	Multiline Utilities - NEC	LONG	27.96	0.83	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.91	0.29	HOLD
BAC	Banks - NEC	SHORT	16.50	-0.96	HOLD
BHP	Integrated Mining	SHORT	66.28	-1.09	HOLD
BLT	Integrated Mining	LONG	14.01	0.29	HOLD
CEC	Food Retail & Distribution - NEC	LONG	43.34	-0.12	HOLD
CEF	Investment Trusts	SHORT	13.72	-0.80	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.80	0.84	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.90	-0.14	HOLD
ESI	Educational Services	LONG	37.11	0.11	HOLD
GG	Integrated Mining	SHORT	22.43	0.00	HOLD
GPI	New Car Dealers	LONG	68.56	-0.32	HOLD
HSBC	Commercial Banks	SHORT	55.56	2.21	HOLD
HEES	Consumer Goods Rental	LONG	30.00	5.26	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.60	0.79	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.21	-1.14	HOLD
KRNY	Commercial Banks	SHORT	11.56	1.23	HOLD
MT	Steel - NEC	SHORT	17.25	-0.17	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.00	0.33	HOLD
MYE	Plastic Container & Packaging	LONG	19.91	-0.45	HOLD
NJR	Natural Gas Distribution	LONG	45.61	1.88	HOLD
NP	Paper Mills & Products	LONG	41.97	0.60	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.47	0.35	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.84	-1.17	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.67	0.23	HOLD
PSA	Self-Storage REITs	SHORT	149.86	-0.11	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.46	-0.17	HOLD
SCSS	Furniture	LONG	18.04	4.40	HOLD
SLV	Investment Trusts	SHORT	19.13	-1.49	HOLD
STC	Property Insurance	LONG	32.93	-0.21	HOLD
TFSL	Banks - NEC	SHORT	11.90	0.42	HOLD
TKC	Wireless Telecom	SHORT	13.16	2.73	HOLD
TMP	Banks - NEC	SHORT	50.20	2.18	HOLD
TS	Construction & Engineering - NEC	SHORT	42.00	-0.66	HOLD
V	Business Support Services - NEC	SHORT	221.51	0.76	HOLD
VALE	Steel - NEC	SHORT	14.04	-1.75	HOLD
VIP	Wireless Telecom	SHORT	12.52	1.62	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.45	0.05	HOLD
WNC	Heavy Trucks	LONG	12.58	-0.16	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.65
SHORTS				0.37
TOTAL				0.27
S&P 500				0.61
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	64644242592084.05	10486935081688.10	-17.61	0.00	77530.33
S&P 500	47.55	5.42	-18.61	2.69	0.78