10-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.25	0.91	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.44	0.16	HOLD
ALJ	Petroleum Refining	LONG	16.63	-0.89	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	66.21	2.13	HOLD
AVA	Multiline Utilities - NEC	LONG	28.37	1.50	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.68	-0.25	HOLD
BAC	Banks - NEC	SHORT	16.77	-0.36	HOLD
BHP	Integrated Mining	SHORT	65.80	1.32	HOLD
BLT	Integrated Mining	LONG	13.45	-0.88	HOLD
CEC	Food Retail & Distribution - NEC	LONG	48.70	-1.74	HOLD
CEF	Investment Trusts	SHORT	13.53	-0.44	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.50	3.31	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.93	0.43	HOLD
ESI	Educational Services	LONG	39.41	5.07	HOLD
GG	Integrated Mining	SHORT	23.19	3.48	HOLD
GPI	New Car Dealers	LONG	66.21	-0.51	SELL
HSBC	Commercial Banks	SHORT	55.96	1.12	HOLD
HEES	Consumer Goods Rental	LONG	32.26	1.51	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.61	-0.12	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.77	0.43	HOLD
KRNY	Commercial Banks	SHORT	11.88	3.21	HOLD
LNG	Natural Gas Pipeline	SHORT	46.37	0.22	SHORT
MT	Steel - NEC	SHORT	16.88	0.60	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.43	0.36	HOLD
MYE	Plastic Container & Packaging	LONG	20.35	1.29	HOLD
NJR	Natural Gas Distribution	LONG	45.97	1.17	HOLD
NP	Paper Mills & Products	LONG	41.18	-1.13	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.34	0.66	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
SCCO	Specialty Mining & Metals - NEC	SHORT	27.63	1.32	COVER
PDLI	Biotechnology & Medical Research - NEC	LONG	8.88	3.02	HOLD
PSA	Self-Storage REITs	SHORT	154.26	0.79	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.66	1.13	BUY
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.98	0.48	HOLD
SCSS	Furniture	LONG	17.51	1.63	HOLD
SLV	Investment Trusts	SHORT	19.38	2.87	HOLD
STC	Property Insurance	LONG	33.10	0.98	HOLD
TFSL	Banks - NEC	SHORT	11.78	-0.93	HOLD
TKC	Wireless Telecom	SHORT	12.95	1.17	HOLD
TMP	Banks - NEC	SHORT	49.72	-0.06	HOLD
TS	Construction & Engineering - NEC	SHORT	43.51	1.78	HOLD
V	Business Support Services - NEC	SHORT	221.13	-0.35	HOLD
VALE	Steel - NEC	SHORT	13.73	1.33	HOLD
VIP	Wireless Telecom	SHORT	12.05	-0.17	COVER
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.86	-0.18	HOLD
WNC	Heavy Trucks	LONG	12.92	2.30	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.73
SHORTS				0.95
TOTAL				-0.22
S&P 500				0.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1284.67	307.61	-39.57	0.49	3.79
S&P 500	48.08	5.43	-18.61	2.70	0.79