03-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.64	-2.93	HOLD
ALJ	Petroleum Refining	LONG	15.16	-3.50	HOLD
ANN	Women's Apparel Retailers	LONG	31.28	-3.28	HOLD
AVA	Multiline Utilities - NEC	LONG	28.53	-1.02	HOLD
AVB	Residential REITs	SHORT	123.36	-0.11	SHORT
AVD	Agricultural Chemicals - NEC	LONG	23.75	2.19	SELL
BAC	Banks - NEC	SHORT	16.36	-2.30	COVER
BHP	Integrated Mining	SHORT	62.75	-1.88	HOLD
BLT	Integrated Mining	LONG	12.60	-1.72	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.75	-1.12	HOLD
CEC	Food Retail & Distribution - NEC	LONG	53.95	-0.02	HOLD
CEF	Investment Trusts	SHORT	13.69	2.24	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.26	-1.35	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.43	-6.27	HOLD
DVN	Integrated Oil & Gas	SHORT	57.85	-2.31	HOLD
EQR	Residential REITs	SHORT	54.76	-1.12	SHORT
GG	Gold - NEC	SHORT	24.75	-0.56	HOLD
GPRE	Industrial Gas	LONG	22.29	0.04	HOLD
HSBC	Commercial Banks	SHORT	50.60	-1.73	COVER
ISBC	Retail & Mortgage Banks	SHORT	24.93	-1.73	COVER
KOP	Commodity Chemicals - NEC	LONG	38.67	-2.10	HOLD
KRNY	Commercial Banks	SHORT	11.19	-2.10	HOLD
LNG	Natural Gas Pipeline	SHORT	43.04	-2.05	HOLD
MT	Steel - NEC	SHORT	16.10	-2.31	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.24	-1.35	HOLD
MYE	Plastic Container & Packaging	LONG	18.84	-1.62	HOLD
NJR	Natural Gas Distribution	LONG	44.63	-2.13	HOLD
NP	Paper Mills & Products	LONG	42.43	-2.33	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.62	-0.57	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.90	-2.20	HOLD
PLD	Industrial REITs	SHORT	38.17	-1.52	SHORT
PSA	Self-Storage REITs	SHORT	155.86	-1.10	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.37	-3.66	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.10	-3.70	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.44	-4.41	HOLD
SCSS	Furniture	LONG	15.76	-3.73	HOLD
SLV	Investment Trusts	SHORT	18.64	1.00	HOLD
STC	Property Insurance	LONG	32.56	0.15	HOLD
STM	Semiconductors - NEC	SHORT	7.90	-3.54	HOLD
TFSL	Banks - NEC	SHORT	11.39	-0.83	COVER
TKC	Wireless Telecom	SHORT	12.33	-0.96	COVER
TMP	Banks - NEC	SHORT	45.22	-3.58	HOLD
VMW	IT Services & Consulting - NEC	SHORT	87.10	-3.37	SHORT
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.85	0.66	HOLD
WNC	Heavy Trucks	LONG	13.40	-2.26	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.15
SHORTS				-1.36
TOTAL				-0.79
S&P 500				-2.22
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	121115990.38	42615719.45	-18.18	0.00	652.25
S&P 500	40.10	6.67	-18.61	1.83	0.66