05-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.68	-2.24	HOLD
ALJ	Petroleum Refining	LONG	14.35	-3.95	HOLD
ANN	Women's Apparel Retailers	LONG	31.36	0.29	HOLD
AVA	Multiline Utilities - NEC	LONG	28.11	-0.57	HOLD
AVB	Residential REITs	SHORT	126.18	0.97	HOLD
BHP	Integrated Mining	SHORT	63.56	-0.27	HOLD
BLT	Integrated Mining	LONG	12.32	-2.14	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.71	-0.87	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.00	0.09	HOLD
CEF	Investment Trusts	SHORT	13.91	1.27	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.33	-0.64	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.31	-2.02	HOLD
DVN	Integrated Oil & Gas	SHORT	59.08	-0.40	HOLD
EQR	Residential REITs	SHORT	55.78	0.72	HOLD
GG	Gold - NEC	SHORT	24.81	-1.23	HOLD
GPRE	Industrial Gas	LONG	22.98	1.64	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.25	-1.29	HOLD
KRNY	Commercial Banks	SHORT	11.11	-0.45	HOLD
LNG	Natural Gas Pipeline	SHORT	41.62	-2.62	HOLD
MT	Steel - NEC	SHORT	16.53	1.16	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	68.61	1.81	HOLD
MYE	Plastic Container & Packaging	LONG	18.98	-0.21	HOLD
NJR	Natural Gas Distribution	LONG	44.35	-0.02	HOLD
NP	Paper Mills & Products	LONG	43.02	0.40	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.55	0.45	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	7.46	-10.98	HOLD
PLD	Industrial REITs	SHORT	39.09	0.88	HOLD
PSA	Self-Storage REITs	SHORT	157.94	-0.40	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.22	-1.45	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.69	0.83	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.75	0.97	HOLD
SCSS	Furniture	LONG	15.67	-1.14	HOLD
SLV	Investment Trusts	SHORT	19.10	1.87	HOLD
STC	Property Insurance	LONG	30.81	-3.51	HOLD
STM	Semiconductors - NEC	SHORT	8.04	-0.12	HOLD
TMP	Banks - NEC	SHORT	45.53	0.04	HOLD
VMW	IT Services & Consulting - NEC	SHORT	89.60	1.73	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.26	-0.34	HOLD
WNC	Heavy Trucks	LONG	12.98	-0.99	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.51
SHORTS				0.20
TOTAL				-1.71
S&P 500				-0.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117831881.77	42731467.77	-18.18	0.00	637.69
S&P 500	40.84	6.56	-18.61	1.89	0.66