21-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	6.82	2.40	HOLD
ALJ	Petroleum Refining	LONG	16.06	1.04	HOLD
AVA	Multiline Utilities - NEC	LONG	28.51	0.81	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.41	1.03	HOLD
BAC	Banks - NEC	SHORT	17.00	-0.08	HOLD
BHP	Integrated Mining	SHORT	66.30	-1.12	HOLD
BLT	Integrated Mining	LONG	13.35	0.53	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.83	-1.28	SHORT
CEC	Food Retail & Distribution - NEC	LONG	54.88	0.19	HOLD
CEF	Investment Trusts	SHORT	13.71	-0.80	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.17	-0.33	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.11	-0.14	HOLD
DVN	Integrated Oil & Gas	SHORT	59.68	1.14	SHORT
ESI	Educational Services	LONG	45.40	0.29	SELL
GG	Integrated Mining	SHORT	23.61	1.90	HOLD
HSBC	Commercial Banks	SHORT	55.73	0.14	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.72	0.86	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.16	0.94	HOLD
KRNY	Commercial Banks	SHORT	11.94	2.10	HOLD
LNG	Natural Gas Pipeline	SHORT	45.58	-0.76	HOLD
MT	Steel - NEC	SHORT	16.96	-2.36	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.28	1.26	HOLD
MYE	Plastic Container & Packaging	LONG	20.27	1.40	HOLD
NJR	Natural Gas Distribution	LONG	46.33	1.05	HOLD
NP	Paper Mills & Products	LONG	44.00	0.25	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.37	0.23	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	9.14	1.90	HOLD
PSA	Self-Storage REITs	SHORT	155.03	0.04	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.05	1.20	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.35	0.99	HOLD
SCSS	Furniture	LONG	16.91	3.49	HOLD
SLV	Investment Trusts	SHORT	19.17	-1.74	HOLD
STC	Property Insurance	LONG	34.36	2.87	HOLD
STM	Semiconductors - NEC	SHORT	7.83	1.03	HOLD
TFSL	Banks - NEC	SHORT	11.78	0.00	HOLD
TKC	Wireless Telecom	SHORT	12.78	0.79	HOLD
TMP	Banks - NEC	SHORT	49.82	1.34	HOLD
TS	Construction & Engineering - NEC	SHORT	45.09	1.92	COVER
V	Business Support Services - NEC	SHORT	232.06	-0.05	HOLD
VALE	Steel - NEC	SHORT	13.25	-3.92	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.18	0.33	HOLD
WNC	Heavy Trucks	LONG	13.91	1.83	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.16
SHORTS				0.03
TOTAL				1.13
S&P 500				0.30
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1319.12	308.20	-39.58	0.49	3.80
S&P 500	48.11	5.50	-18.61	2.64	0.78