17-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	6.66	-0.60	HOLD
ALJ	Petroleum Refining	LONG	15.89	0.32	HOLD
AVA	Multiline Utilities - NEC	LONG	28.28	-0.11	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.16	0.67	HOLD
BAC	Banks - NEC	SHORT	17.01	-0.41	HOLD
BHP	Integrated Mining	SHORT	67.05	0.24	HOLD
BLT	Integrated Mining	LONG	13.28	-0.90	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.78	0.05	HOLD
CEF	Investment Trusts	SHORT	13.82	1.47	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.31	-0.33	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.12	0.28	HOLD
ESI	Educational Services	LONG	45.27	8.38	HOLD
GG	Integrated Mining	SHORT	23.17	3.85	HOLD
HSBC	Commercial Banks	SHORT	55.65	0.43	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.50	0.24	HOLD
KOP	Commodity Chemicals - NEC	LONG	43.80	-2.36	HOLD
KRNY	Commercial Banks	SHORT	11.69	0.00	HOLD
LNG	Natural Gas Pipeline	SHORT	45.93	-1.23	HOLD
MT	Steel - NEC	SHORT	17.38	-1.25	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	68.42	-0.70	HOLD
MYE	Plastic Container & Packaging	LONG	19.98	-0.05	HOLD
NJR	Natural Gas Distribution	LONG	45.82	0.79	HOLD
NP	Paper Mills & Products	LONG	43.89	-1.61	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.18	-0.73	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.97	0.56	HOLD
PSA	Self-Storage REITs	SHORT	154.97	-0.67	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.48	0.19	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.12	0.04	HOLD
SCSS	Furniture	LONG	16.34	-2.10	HOLD
SLV	Investment Trusts	SHORT	19.52	0.88	HOLD
STC	Property Insurance	LONG	33.40	-0.12	HOLD
STM	Semiconductors - NEC	SHORT	7.75	-3.25	HOLD
TFSL	Banks - NEC	SHORT	11.78	0.00	HOLD
TKC	Wireless Telecom	SHORT	12.68	0.24	HOLD
TMP	Banks - NEC	SHORT	49.16	-0.28	HOLD
TS	Construction & Engineering - NEC	SHORT	44.24	0.59	HOLD
V	Business Support Services - NEC	SHORT	232.18	4.69	HOLD
VALE	Steel - NEC	SHORT	13.79	0.00	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.98	-0.65	HOLD
WNC	Heavy Trucks	LONG	13.66	-2.36	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.06
SHORTS				0.14
TOTAL				-0.08
S&P 500				-0.43
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	96710683003439.09	17353281619747.09	-17.61	0.00	80215.10
S&P 500	47.67	5.52	-18.61	2.62	0.78