09-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.05	0.64	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.43	-0.31	HOLD
ALJ	Petroleum Refining	LONG	16.78	2.88	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	64.83	1.81	HOLD
AVA	Multiline Utilities - NEC	LONG	27.95	0.07	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.74	-0.38	HOLD
BAC	Banks - NEC	SHORT	16.83	1.51	HOLD
BHP	Integrated Mining	SHORT	64.95	-1.44	HOLD
BLT	Integrated Mining	LONG	13.58	-0.88	HOLD
CEC	Food Retail & Distribution - NEC	LONG	49.54	-0.08	HOLD
CEF	Investment Trusts	SHORT	13.59	-0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.14	0.83	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.90	-0.86	HOLD
ESI	Educational Services	LONG	37.50	-1.68	HOLD
GG	Integrated Mining	SHORT	22.41	1.27	HOLD
GPI	New Car Dealers	LONG	66.61	-1.52	HOLD
HSBC	Commercial Banks	SHORT	55.36	-0.41	HOLD
HEES	Consumer Goods Rental	LONG	31.78	1.21	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.64	-1.19	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.42	0.91	HOLD
KRNY	Commercial Banks	SHORT	11.51	0.00	HOLD
MT	Steel - NEC	SHORT	16.78	-2.72	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.19	0.46	HOLD
MYE	Plastic Container & Packaging	LONG	20.09	1.31	HOLD
NJR	Natural Gas Distribution	LONG	45.44	1.38	HOLD
NP	Paper Mills & Products	LONG	41.65	0.02	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.79	1.35	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.27	-1.87	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.62	0.94	HOLD
PSA	Self-Storage REITs	SHORT	153.05	1.94	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.87	-0.78	HOLD
SCSS	Furniture	LONG	17.22	-3.80	HOLD
SLV	Investment Trusts	SHORT	18.83	0.00	HOLD
STC	Property Insurance	LONG	32.78	-1.32	HOLD
TFSL	Banks - NEC	SHORT	11.89	-1.25	HOLD
TKC	Wireless Telecom	SHORT	12.80	-0.54	HOLD
TMP	Banks - NEC	SHORT	49.75	0.14	HOLD
TS	Construction & Engineering - NEC	SHORT	42.75	3.29	HOLD
V	Business Support Services - NEC	SHORT	221.90	-0.14	HOLD
VALE	Steel - NEC	SHORT	13.56	-2.80	HOLD
VIP	Wireless Telecom	SHORT	12.07	-2.19	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.97	0.13	HOLD
WNC	Heavy Trucks	LONG	12.63	-0.47	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.17
SHORTS				-0.05
TOTAL				-0.11
S&P 500				0.07
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	282546211327212.62	48039160960644.55	-17.61	0.00	126354.81
S&P 500	47.68	5.44	-18.61	2.68	0.78