15-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	6.88	1.47	HOLD
ALJ	Petroleum Refining	LONG	15.80	-2.41	HOLD
AVA	Multiline Utilities - NEC	LONG	28.29	0.60	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.63	-0.21	HOLD
BAC	Banks - NEC	SHORT	17.17	2.39	HOLD
BHP	Integrated Mining	SHORT	64.95	0.00	HOLD
BLT	Integrated Mining	LONG	13.49	0.00	HOLD
CEC	Food Retail & Distribution - NEC	LONG	48.43	0.48	HOLD
CEF	Investment Trusts	SHORT	13.64	-0.73	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.55	-0.07	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.15	1.56	HOLD
ESI	Educational Services	LONG	40.85	1.95	HOLD
GG	Integrated Mining	SHORT	22.17	-0.29	HOLD
HSBC	Commercial Banks	SHORT	55.89	0.52	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.47	0.35	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.71	1.18	HOLD
KRNY	Commercial Banks	SHORT	11.80	-0.51	HOLD
LNG	Natural Gas Pipeline	SHORT	45.95	-0.69	HOLD
MT	Steel - NEC	SHORT	17.29	0.76	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.97	1.12	HOLD
MYE	Plastic Container & Packaging	LONG	19.98	-0.10	HOLD
NJR	Natural Gas Distribution	LONG	45.38	-0.83	HOLD
NP	Paper Mills & Products	LONG	43.71	2.90	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.84	0.12	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.98	0.56	HOLD
PSA	Self-Storage REITs	SHORT	155.04	-0.44	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.45	0.87	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.89	-0.82	HOLD
SCSS	Furniture	LONG	16.64	-0.83	HOLD
SLV	Investment Trusts	SHORT	19.40	-0.10	HOLD
STC	Property Insurance	LONG	33.46	0.51	HOLD
STM	Semiconductors - NEC	SHORT	8.08	1.13	HOLD
TFSL	Banks - NEC	SHORT	11.90	0.76	HOLD
TKC	Wireless Telecom	SHORT	12.93	-0.15	HOLD
TMP	Banks - NEC	SHORT	49.64	-0.10	HOLD
TS	Construction & Engineering - NEC	SHORT	44.16	-0.25	HOLD
V	Business Support Services - NEC	SHORT	223.76	0.50	HOLD
VALE	Steel - NEC	SHORT	13.80	1.62	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.55	-1.11	HOLD
WNC	Heavy Trucks	LONG	13.89	5.23	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.64
SHORTS				0.21
TOTAL				0.43
S&P 500				0.57
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1292.41	307.23	-39.58	0.49	3.78
S&P 500	48.55	5.43	-18.61	2.71	0.79