06-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.78	1.76	HOLD
ALJ	Petroleum Refining	LONG	14.23	-0.84	HOLD
ANN	Women's Apparel Retailers	LONG	32.67	4.18	HOLD
AVA	Multiline Utilities - NEC	LONG	28.09	-0.11	HOLD
AVB	Residential REITs	SHORT	126.99	0.77	HOLD
BHP	Integrated Mining	SHORT	64.83	2.00	HOLD
BLT	Integrated Mining	LONG	12.47	1.22	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.12	3.88	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.00	0.00	HOLD
CEF	Investment Trusts	SHORT	13.86	-0.29	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.61	3.17	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.33	0.32	HOLD
DVN	Integrated Oil & Gas	SHORT	60.45	2.32	HOLD
EQR	Residential REITs	SHORT	56.37	1.06	HOLD
GG	Gold - NEC	SHORT	24.84	0.12	HOLD
GPRE	Industrial Gas	LONG	22.85	-0.57	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.18	-0.18	HOLD
KRNY	Commercial Banks	SHORT	11.15	0.36	HOLD
LNG	Natural Gas Pipeline	SHORT	40.88	-1.78	HOLD
MT	Steel - NEC	SHORT	17.05	3.15	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.88	2.03	HOLD
MYE	Plastic Container & Packaging	LONG	19.84	4.42	HOLD
NJR	Natural Gas Distribution	LONG	44.46	0.63	HOLD
NP	Paper Mills & Products	LONG	43.09	0.44	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.22	0.85	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	7.97	6.84	HOLD
PLD	Industrial REITs	SHORT	39.52	1.02	HOLD
PSA	Self-Storage REITs	SHORT	158.10	0.13	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.53	0.67	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.96	2.79	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.32	2.62	HOLD
SCSS	Furniture	LONG	16.52	5.42	HOLD
SLV	Investment Trusts	SHORT	19.18	0.58	HOLD
STC	Property Insurance	LONG	30.58	-0.88	HOLD
STM	Semiconductors - NEC	SHORT	8.17	1.49	HOLD
TMP	Banks - NEC	SHORT	45.47	-0.13	HOLD
VMW	IT Services & Consulting - NEC	SHORT	90.89	1.44	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.75	0.83	HOLD
WNC	Heavy Trucks	LONG	12.00	-7.55	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.02
SHORTS				1.17
TOTAL				-0.15
S&P 500				1.21
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117934287.25	42769898.82	-18.18	0.00	633.73
S&P 500	42.57	6.29	-18.61	2.04	0.69