13-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.40	0.67	HOLD
ACCO	Business Support Supplies - NEC	LONG	6.27	-2.64	HOLD
ALJ	Petroleum Refining	LONG	16.15	-2.89	HOLD
ALNY	Biotechnology & Medical Research - NEC	SHORT	93.28	40.89	COVER
AVA	Multiline Utilities - NEC	LONG	28.05	-1.13	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.34	-1.44	HOLD
BAC	Banks - NEC	SHORT	16.43	-2.03	HOLD
BHP	Integrated Mining	SHORT	65.30	-0.76	HOLD
BLT	Integrated Mining	LONG	13.70	1.86	HOLD
CEC	Food Retail & Distribution - NEC	LONG	48.53	-0.35	HOLD
CEF	Investment Trusts	SHORT	13.94	3.03	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.23	-0.64	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.86	-1.08	HOLD
ESI	Educational Services	LONG	37.75	-4.21	HOLD
GG	Integrated Mining	SHORT	23.10	-0.39	HOLD
HSBC	Commercial Banks	SHORT	55.31	-1.15	HOLD
HEES	Consumer Goods Rental	LONG	31.65	-1.89	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.39	-0.86	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.22	-1.23	HOLD
KRNY	Commercial Banks	SHORT	11.72	-1.43	HOLD
LNG	Natural Gas Pipeline	SHORT	45.05	-2.85	HOLD
MT	Steel - NEC	SHORT	16.99	0.65	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.85	-0.86	HOLD
MYE	Plastic Container & Packaging	LONG	20.01	-1.67	HOLD
NJR	Natural Gas Distribution	LONG	45.46	-1.11	HOLD
NP	Paper Mills & Products	LONG	40.64	-1.31	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.39	-1.17	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.77	-1.18	HOLD
PSA	Self-Storage REITs	SHORT	153.96	-0.19	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.57	-0.19	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.65	-1.44	HOLD
SCSS	Furniture	LONG	16.75	-4.34	HOLD
SLV	Investment Trusts	SHORT	19.68	1.57	HOLD
STC	Property Insurance	LONG	33.25	0.42	HOLD
TFSL	Banks - NEC	SHORT	11.70	-0.64	HOLD
TKC	Wireless Telecom	SHORT	13.11	1.24	HOLD
TMP	Banks - NEC	SHORT	48.70	-2.05	HOLD
TS	Construction & Engineering - NEC	SHORT	42.77	-1.70	HOLD
V	Business Support Services - NEC	SHORT	219.31	-0.82	HOLD
VALE	Steel - NEC	SHORT	13.62	-0.73	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.99	0.21	HOLD
WNC	Heavy Trucks	LONG	12.85	-0.54	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.32
SHORTS				1.25
TOTAL				-2.57
S&P 500				-1.36
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1163.58	288.56	-39.57	0.49	3.58
S&P 500	46.07	5.60	-18.61	2.52	0.76