23-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	6.57	-2.95	HOLD
ALJ	Petroleum Refining	LONG	15.41	-2.59	HOLD
AVA	Multiline Utilities - NEC	LONG	28.60	0.53	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.04	-1.07	HOLD
BAC	Banks - NEC	SHORT	16.86	-1.69	HOLD
BHP	Integrated Mining	SHORT	64.67	-2.19	HOLD
BLT	Integrated Mining	LONG	13.20	-1.20	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.65	-1.05	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.15	-0.15	HOLD
CEF	Investment Trusts	SHORT	13.78	1.62	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.84	-1.55	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.14	0.42	HOLD
DVN	Integrated Oil & Gas	SHORT	60.12	-0.48	HOLD
GG	Integrated Mining	SHORT	24.06	4.02	HOLD
GPRE	Industrial Gas	LONG	22.31	0.95	BUY
HSBC	Commercial Banks	SHORT	54.90	-1.52	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.48	-0.66	HOLD
KOP	Commodity Chemicals - NEC	LONG	43.74	-1.00	HOLD
KRNY	Commercial Banks	SHORT	11.86	-1.98	HOLD
LNG	Natural Gas Pipeline	SHORT	44.75	-2.23	HOLD
MT	Steel - NEC	SHORT	17.05	-0.53	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	68.68	-1.46	HOLD
MYE	Plastic Container & Packaging	LONG	19.81	-1.30	HOLD
NJR	Natural Gas Distribution	LONG	46.25	-0.06	HOLD
NP	Paper Mills & Products	LONG	43.46	-0.41	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.79	1.24	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	SELL
PDLI	Biotechnology & Medical Research - NEC	LONG	9.07	0.33	HOLD
PSA	Self-Storage REITs	SHORT	154.46	-0.55	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.57	0.02	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.84	-1.51	HOLD
SCSS	Furniture	LONG	17.16	-0.17	HOLD
SLV	Investment Trusts	SHORT	19.27	1.26	HOLD
STC	Property Insurance	LONG	33.67	-2.12	HOLD
STM	Semiconductors - NEC	SHORT	7.86	-0.82	HOLD
TFSL	Banks - NEC	SHORT	11.69	-1.43	HOLD
TKC	Wireless Telecom	SHORT	12.45	-2.89	HOLD
TMP	Banks - NEC	SHORT	49.80	0.40	HOLD
V	Business Support Services - NEC	SHORT	228.25	-2.03	HOLD
VALE	Steel - NEC	SHORT	13.13	-2.88	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.64	0.08	HOLD
WNC	Heavy Trucks	LONG	14.00	-0.21	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.75
SHORTS				-0.72
TOTAL				-0.02
S&P 500				-0.92
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	0.45	12.78	-39.57	0.01	0.00
S&P 500	46.85	5.64	-18.61	2.51	0.76