24-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	6.36	-3.20	HOLD
ALJ	Petroleum Refining	LONG	14.97	-2.89	HOLD
AVA	Multiline Utilities - NEC	LONG	28.53	-0.24	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.00	-0.17	HOLD
BAC	Banks - NEC	SHORT	16.45	-2.43	HOLD
BHP	Integrated Mining	SHORT	62.99	-2.60	HOLD
BLT	Integrated Mining	LONG	12.80	-3.03	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.24	-3.47	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.19	0.07	HOLD
CEF	Investment Trusts	SHORT	13.84	0.44	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.66	-2.82	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.91	-3.22	HOLD
DVN	Integrated Oil & Gas	SHORT	59.60	-0.86	HOLD
GG	Integrated Mining	SHORT	24.03	-0.12	HOLD
GPRE	Industrial Gas	LONG	21.94	-1.64	HOLD
HSBC	Commercial Banks	SHORT	53.20	-3.10	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.39	-0.35	HOLD
KOP	Commodity Chemicals - NEC	LONG	42.30	-3.29	HOLD
KRNY	Commercial Banks	SHORT	11.71	-1.26	HOLD
LNG	Natural Gas Pipeline	SHORT	43.82	-2.36	HOLD
MT	Steel - NEC	SHORT	16.30	-4.37	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	68.14	-0.79	HOLD
MYE	Plastic Container & Packaging	LONG	19.29	-2.62	HOLD
NJR	Natural Gas Distribution	LONG	46.01	-0.52	HOLD
NP	Paper Mills & Products	LONG	42.44	-2.35	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.84	-2.38	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	9.06	-0.11	HOLD
PSA	Self-Storage REITs	SHORT	152.88	-1.02	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.31	-2.59	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.50	-1.49	HOLD
SCSS	Furniture	LONG	16.75	-2.39	HOLD
SLV	Investment Trusts	SHORT	19.17	-0.47	HOLD
STC	Property Insurance	LONG	32.87	-2.58	HOLD
STM	Semiconductors - NEC	SHORT	7.64	-2.86	HOLD
TFSL	Banks - NEC	SHORT	11.52	-1.41	HOLD
TKC	Wireless Telecom	SHORT	12.22	-1.89	HOLD
TMP	Banks - NEC	SHORT	49.85	0.10	HOLD
V	Business Support Services - NEC	SHORT	221.25	-3.07	HOLD
VALE	Steel - NEC	SHORT	12.91	-1.75	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.23	-0.50	HOLD
WNC	Heavy Trucks	LONG	13.70	-2.14	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.91
SHORTS				-1.64
TOTAL				-0.27
S&P 500				-1.87
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	0.16	12.76	-39.57	0.00	0.00
S&P 500	44.25	5.95	-18.61	2.26	0.72