14-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Management	SHORT	22.66	1.16	COVER
ACCO	Business Support Supplies - NEC	LONG	6.78	8.13	HOLD
ALJ	Petroleum Refining	LONG	16.19	0.25	HOLD
AVA	Multiline Utilities - NEC	LONG	28.09	0.15	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.62	1.20	HOLD
BAC	Banks - NEC	SHORT	16.72	1.73	HOLD
BHP	Integrated Mining	SHORT	64.90	-0.61	HOLD
BLT	Integrated Mining	LONG	13.48	-1.61	HOLD
CEC	Food Retail & Distribution - NEC	LONG	48.20	-0.68	HOLD
CEF		SHORT	13.74	-1.43	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.58	0.83	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.04	2.70	HOLD
ESI	Educational Services	LONG	40.08	6.17	HOLD
GG	Integrated Mining	SHORT	22.26	-3.43	HOLD
HSBC	Commercial Banks	SHORT	55.56	0.55	HOLD
HEES	Consumer Goods Rental	LONG	32.60	2.29	SELL
ISBC	Retail & Mortgage Banks	SHORT	25.38	-0.04	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.19	-0.07	HOLD
KRNY	Commercial Banks	SHORT	11.89	1.45	HOLD
LNG	Natural Gas Pipeline	SHORT	46.27	2.69	HOLD
MT	Steel - NEC	SHORT	17.16	0.97	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.25	0.60	HOLD
MYE	Plastic Container & Packaging	LONG	20.01	0.00	HOLD
NJR	Natural Gas Distribution	LONG	45.73	0.59	HOLD
NP	Paper Mills & Products	LONG	42.48	4.53	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.69	0.37	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.91	1.54	HOLD
PSA	Self-Storage REITs	SHORT	155.42	0.95	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.04	1.01	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.08	1.90	HOLD
SCSS	Furniture	LONG	16.78	-0.06	HOLD
SLV	Investment Trusts	SHORT	19.44	-1.22	HOLD
STC	Property Insurance	LONG	33.29	0.12	HOLD
STM	Semiconductors - NEC	SHORT	7.99	2.70	SHORT
TFSL	Banks - NEC	SHORT	11.81	1.42	HOLD
TKC	Wireless Telecom	SHORT	12.97	-0.84	HOLD
TMP	Banks - NEC	SHORT	49.60	1.19	HOLD
TS	Construction & Engineering - NEC	SHORT	44.14	2.94	HOLD
V	Business Support Services - NEC	SHORT	222.02	1.43	HOLD
VALE	Steel - NEC	SHORT	13.56	-0.29	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.23	2.02	HOLD
WNC	Heavy Trucks	LONG	13.20	2.72	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.54
SHORTS				0.54
TOTAL				1.00
S&P 500				1.10
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1290.49	307.85	-39.57	0.49	3.78
S&P 500	47.72	5.48	-18.61	2.65	0.78