04-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.81	3.01	HOLD
ALJ	Petroleum Refining	LONG	14.94	-1.45	HOLD
ANN	Women's Apparel Retailers	LONG	31.27	-0.03	HOLD
AVA	Multiline Utilities - NEC	LONG	28.27	-1.05	HOLD
AVB	Residential REITs	SHORT	124.96	1.35	HOLD
BHP	Integrated Mining	SHORT	63.74	1.56	HOLD
BLT	Integrated Mining	LONG	12.60	0.00	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.04	0.75	HOLD
CEC	Food Retail & Distribution - NEC	LONG	53.96	0.02	HOLD
CEF	Investment Trusts	SHORT	13.74	0.37	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.59	0.82	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.44	0.16	HOLD
DVN	Integrated Oil & Gas	SHORT	59.32	2.54	HOLD
EQR	Residential REITs	SHORT	55.38	1.06	HOLD
GG	Gold - NEC	SHORT	25.12	1.49	HOLD
GPRE	Industrial Gas	LONG	22.61	1.44	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.75	0.21	HOLD
KRNY	Commercial Banks	SHORT	11.16	-0.27	HOLD
LNG	Natural Gas Pipeline	SHORT	42.80	-0.55	HOLD
MT	Steel - NEC	SHORT	16.34	1.49	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.39	-1.43	HOLD
MYE	Plastic Container & Packaging	LONG	19.02	0.69	HOLD
NJR	Natural Gas Distribution	LONG	44.40	-0.63	HOLD
NP	Paper Mills & Products	LONG	42.85	0.94	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.20	-0.53	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.38	-5.84	HOLD
PLD	Industrial REITs	SHORT	38.74	1.49	HOLD
PSA	Self-Storage REITs	SHORT	158.57	1.74	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.90	1.03	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.61	5.60	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.43	-0.05	HOLD
SCSS	Furniture	LONG	15.85	0.57	HOLD
SLV	Investment Trusts	SHORT	18.75	0.75	HOLD
STC	Property Insurance	LONG	31.95	-1.87	HOLD
STM	Semiconductors - NEC	SHORT	8.05	1.90	HOLD
TMP	Banks - NEC	SHORT	45.51	0.20	HOLD
VMW	IT Services & Consulting - NEC	SHORT	88.09	1.14	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.49	-0.60	HOLD
WNC	Heavy Trucks	LONG	13.10	-2.06	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.27
SHORTS				0.95
TOTAL				-1.22
S&P 500				0.70
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	119798850.25	42667635.63	-18.18	0.00	645.55
S&P 500	41.05	6.52	-18.61	1.91	0.67