11-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.84	1.57	SELL
ALJ	Petroleum Refining	LONG	14.03	2.18	HOLD
ANN	Women's Apparel Retailers	LONG	33.32	1.09	HOLD
AVA	Multiline Utilities - NEC	LONG	29.06	1.54	HOLD
AVB	Residential REITs	SHORT	129.65	0.25	HOLD
BHP	Integrated Mining	SHORT	67.22	2.85	COVER
BIG	Discount Stores - NEC	LONG	27.25	2.75	BUY
BLT	Integrated Mining	LONG	12.40	-1.51	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.28	-0.07	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.76	3.36	HOLD
DVN	Integrated Oil & Gas	SHORT	61.54	1.22	HOLD
EQR	Residential REITs	SHORT	58.03	0.75	HOLD
GG	Gold - NEC	SHORT	26.75	2.88	HOLD
GPRE	Industrial Gas	LONG	23.67	1.94	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.00	0.56	HOLD
KRNY	Commercial Banks	SHORT	11.56	4.52	HOLD
LNG	Natural Gas Pipeline	SHORT	44.86	5.93	HOLD
MT	Steel - NEC	SHORT	16.63	1.53	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.73	0.69	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.55	0.97	HOLD
MYE	Plastic Container & Packaging	LONG	19.65	0.41	HOLD
NJR	Natural Gas Distribution	LONG	44.28	0.23	HOLD
NP	Paper Mills & Products	LONG	44.34	2.31	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.86	0.32	HOLD
O	Commercial REITs - NEC	SHORT	41.02	0.07	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.32	0.24	HOLD
PLD	Industrial REITs	SHORT	40.62	0.69	HOLD
PSA	Self-Storage REITs	SHORT	163.38	0.82	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.80	0.82	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.80	-0.71	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.39	-1.75	HOLD
SCSS	Furniture	LONG	16.89	-0.30	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	155.74	0.06	SHORT
SLV	Investment Trusts	SHORT	19.44	0.78	HOLD
STM	Semiconductors - NEC	SHORT	8.43	1.08	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.05	1.13	BUY
VMW	IT Services & Consulting - NEC	SHORT	93.06	-0.01	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.62	0.57	HOLD
WNC	Heavy Trucks	LONG	12.55	1.62	HOLD
WNR	Petroleum Refining	LONG	37.43	3.11	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.01
SHORTS				1.22
TOTAL				-0.22
S&P 500				1.09
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117252443.42	42909289.71	-18.18	0.00	620.32
S&P 500	46.34	5.80	-18.61	2.37	0.74