08-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	21.91	-1.40	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.45	-1.07	HOLD
ALJ	Petroleum Refining	LONG	16.31	-1.45	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	63.68	2.20	HOLD
AVA	Multiline Utilities - NEC	LONG	27.92	-0.14	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.82	-0.38	HOLD
BAC	Banks - NEC	SHORT	16.58	0.48	HOLD
BHP	Integrated Mining	SHORT	65.89	-0.60	HOLD
BLT	Integrated Mining	LONG	13.70	-2.21	HOLD
CEC	Food Retail & Distribution - NEC	LONG	49.58	14.40	HOLD
CEF	Investment Trusts	SHORT	13.61	-0.73	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.79	-0.02	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.96	0.87	HOLD
ESI	Educational Services	LONG	38.14	2.78	HOLD
GG	Integrated Mining	SHORT	22.13	-1.34	HOLD
GPI	New Car Dealers	LONG	67.64	-1.34	HOLD
HSBC	Commercial Banks	SHORT	55.59	0.05	HOLD
HEES	Consumer Goods Rental	LONG	31.40	4.67	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.95	1.37	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.06	-0.34	HOLD
KRNY	Commercial Banks	SHORT	11.49	-0.61	HOLD
MT	Steel - NEC	SHORT	17.25	0.00	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.83	-0.25	HOLD
MYE	Plastic Container & Packaging	LONG	19.76	-0.75	HOLD
NJR	Natural Gas Distribution	LONG	44.86	-1.64	HOLD
NP	Paper Mills & Products	LONG	41.66	-0.74	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.71	0.30	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.79	-0.18	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.54	-1.50	HOLD
PSA	Self-Storage REITs	SHORT	150.11	0.17	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.04	-1.79	HOLD
SCSS	Furniture	LONG	17.84	-1.11	HOLD
SLV	Investment Trusts	SHORT	18.82	-1.59	HOLD
STC	Property Insurance	LONG	33.22	0.88	HOLD
TFSL	Banks - NEC	SHORT	12.04	1.18	HOLD
TKC	Wireless Telecom	SHORT	12.87	-2.20	HOLD
TMP	Banks - NEC	SHORT	49.68	-1.04	HOLD
TS	Construction & Engineering - NEC	SHORT	41.39	-1.45	HOLD
V	Business Support Services - NEC	SHORT	222.46	0.43	HOLD
VALE	Steel - NEC	SHORT	13.93	-0.78	HOLD
VIP	Wireless Telecom	SHORT	12.33	-1.52	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.89	-0.93	HOLD
WNC	Heavy Trucks	LONG	12.69	0.87	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.50
SHORTS				-0.34
TOTAL				0.84
S&P 500				0.03
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1943.99	443.02	-39.57	0.42	4.73
S&P 500	47.59	5.43	-18.61	2.68	0.78