07-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.74	-0.69	HOLD
ALJ	Petroleum Refining	LONG	13.94	-2.04	HOLD
ANN	Women's Apparel Retailers	LONG	33.41	2.27	HOLD
AVA	Multiline Utilities - NEC	LONG	28.28	0.68	HOLD
AVB	Residential REITs	SHORT	127.81	0.65	HOLD
BHP	Integrated Mining	SHORT	65.65	1.20	HOLD
BLT	Integrated Mining	LONG	12.48	0.08	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.91	-0.55	HOLD
CEC	Food Retail & Distribution - NEC	LONG	53.96	-0.07	HOLD
CEF	Investment Trusts	SHORT	13.96	0.65	COVER
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.66	0.00	COVER
DENN	Restaurants & Bars - NEC	LONG	6.38	1.27	HOLD
DVN	Integrated Oil & Gas	SHORT	61.03	0.96	HOLD
EQR	Residential REITs	SHORT	56.87	0.69	HOLD
GG	Gold - NEC	SHORT	25.54	2.82	HOLD
GPRE	Industrial Gas	LONG	22.88	0.13	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.08	-0.26	HOLD
KRNY	Commercial Banks	SHORT	11.07	-0.72	HOLD
LNG	Natural Gas Pipeline	SHORT	41.93	2.57	HOLD
MT	Steel - NEC	SHORT	17.27	1.29	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.27	-0.90	HOLD
MYE	Plastic Container & Packaging	LONG	19.69	-0.81	HOLD
NJR	Natural Gas Distribution	LONG	44.65	0.34	HOLD
NP	Paper Mills & Products	LONG	43.41	0.65	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.88	2.10	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.39	5.27	HOLD
PLD	Industrial REITs	SHORT	39.93	0.88	HOLD
PSA	Self-Storage REITs	SHORT	160.25	1.16	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.36	1.76	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.83	-1.31	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.15	-0.72	HOLD
SCSS	Furniture	LONG	16.65	0.79	HOLD
SLV	Investment Trusts	SHORT	19.28	0.57	HOLD
STC	Property Insurance	LONG	30.96	1.08	HOLD
STM	Semiconductors - NEC	SHORT	8.21	0.37	HOLD
TMP	Banks - NEC	SHORT	45.69	0.48	HOLD
VMW	IT Services & Consulting - NEC	SHORT	91.71	0.86	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.90	1.84	HOLD
WNC	Heavy Trucks	LONG	12.24	2.04	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.65
SHORTS				0.71
TOTAL				-0.06
S&P 500				1.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117812452.49	42811190.24	-18.18	0.00	629.39
S&P 500	44.54	6.01	-18.61	2.22	0.72