22-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	6.76	-0.81	HOLD
ALJ	Petroleum Refining	LONG	15.82	-1.37	HOLD
AVA	Multiline Utilities - NEC	LONG	28.45	-0.42	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.30	-0.57	HOLD
BAC	Banks - NEC	SHORT	17.15	0.82	HOLD
BHP	Integrated Mining	SHORT	66.12	-0.27	HOLD
BLT	Integrated Mining	LONG	13.36	0.15	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	41.08	0.61	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.23	-1.40	HOLD
CEF	Investment Trusts	SHORT	13.56	-1.09	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.50	0.78	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.11	-0.07	HOLD
DVN	Integrated Oil & Gas	SHORT	60.42	1.24	HOLD
GG	Integrated Mining	SHORT	23.13	-2.03	HOLD
HSBC	Commercial Banks	SHORT	55.75	0.04	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.65	-0.27	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.18	-0.07	HOLD
KRNY	Commercial Banks	SHORT	12.10	0.58	HOLD
LNG	Natural Gas Pipeline	SHORT	45.61	0.07	HOLD
MT	Steel - NEC	SHORT	17.13	1.06	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.65	0.53	HOLD
MYE	Plastic Container & Packaging	LONG	20.06	-0.99	HOLD
NJR	Natural Gas Distribution	LONG	46.19	-0.30	HOLD
NP	Paper Mills & Products	LONG	43.62	-0.86	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.79	-0.71	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	9.05	-1.04	HOLD
PSA	Self-Storage REITs	SHORT	155.25	0.14	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.56	1.06	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.21	-0.60	HOLD
SCSS	Furniture	LONG	17.21	1.77	HOLD
SLV	Investment Trusts	SHORT	19.05	-0.63	HOLD
STC	Property Insurance	LONG	34.42	0.17	HOLD
STM	Semiconductors - NEC	SHORT	7.94	1.40	HOLD
TFSL	Banks - NEC	SHORT	11.83	0.42	HOLD
TKC	Wireless Telecom	SHORT	12.82	0.31	HOLD
TMP	Banks - NEC	SHORT	49.67	-0.30	HOLD
V	Business Support Services - NEC	SHORT	233.23	0.56	HOLD
VALE	Steel - NEC	SHORT	13.54	2.03	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.59	0.68	HOLD
WNC	Heavy Trucks	LONG	14.03	0.86	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.25
SHORTS				0.25
TOTAL				-0.50
S&P 500				0.12
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1313.16	307.22	-39.58	0.49	3.78
S&P 500	48.30	5.50	-18.61	2.65	0.78