10-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.75	0.17	HOLD
ALJ	Petroleum Refining	LONG	13.73	-1.51	HOLD
ANN	Women's Apparel Retailers	LONG	32.96	-1.35	HOLD
AVA	Multiline Utilities - NEC	LONG	28.62	1.20	HOLD
AVB	Residential REITs	SHORT	129.33	1.19	HOLD
BHP	Integrated Mining	SHORT	65.36	-0.44	HOLD
BLT	Integrated Mining	LONG	12.59	0.88	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.31	1.00	HOLD
CEC	Food Retail & Distribution - NEC	LONG	53.98	0.04	SELL
DENN	Restaurants & Bars - NEC	LONG	6.54	2.35	HOLD
DVN	Integrated Oil & Gas	SHORT	60.80	-0.36	HOLD
EQR	Residential REITs	SHORT	57.60	1.28	HOLD
GG	Gold - NEC	SHORT	26.05	2.00	HOLD
GPRE	Industrial Gas	LONG	23.22	1.49	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.80	-0.81	HOLD
KRNY	Commercial Banks	SHORT	11.06	-0.36	HOLD
LNG	Natural Gas Pipeline	SHORT	42.35	1.17	HOLD
MT	Steel - NEC	SHORT	16.38	-5.15	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.52	-0.81	BUY
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.89	0.90	HOLD
MYE	Plastic Container & Packaging	LONG	19.57	-0.61	HOLD
NJR	Natural Gas Distribution	LONG	44.18	-1.05	HOLD
NP	Paper Mills & Products	LONG	43.34	-0.16	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.60	-0.40	HOLD
O	Commercial REITs - NEC	SHORT	40.99	1.06	SHORT
PDLI	Biotechnology & Medical Research - NEC	LONG	8.30	-1.07	HOLD
PLD	Industrial REITs	SHORT	40.35	1.05	HOLD
PSA	Self-Storage REITs	SHORT	162.05	1.12	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.41	0.11	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.87	0.41	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.77	-1.72	HOLD
SCSS	Furniture	LONG	16.94	1.74	HOLD
SLV	Investment Trusts	SHORT	19.29	0.10	HOLD
STC	Property Insurance	LONG	31.11	0.48	SELL
STM	Semiconductors - NEC	SHORT	8.34	1.52	HOLD
TMP	Banks - NEC	SHORT	45.59	-0.22	COVER
VMW	IT Services & Consulting - NEC	SHORT	93.07	1.47	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.27	0.66	HOLD
WNC	Heavy Trucks	LONG	12.35	0.98	HOLD
WNR	Petroleum Refining	LONG	36.30	-2.63	BUY
TODAY SUMMARY				GAINS(%)
LONGS				0.06
SHORTS				0.35
TOTAL				-0.28
S&P 500				0.18
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117608501.04	42853064.28	-18.18	0.00	624.98
S&P 500	44.76	5.99	-18.61	2.23	0.72