12-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.22	1.35	HOLD
ANN	Women's Apparel Retailers	LONG	32.99	-0.99	HOLD
AVA	Multiline Utilities - NEC	LONG	29.17	0.38	HOLD
AVB	Residential REITs	SHORT	128.86	-0.61	HOLD
BIG	Discount Stores - NEC	LONG	26.98	-0.99	HOLD
BLT	Integrated Mining	LONG	12.25	-1.21	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.40	0.30	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.74	-0.30	HOLD
DVN	Integrated Oil & Gas	SHORT	61.49	-0.08	HOLD
EQR	Residential REITs	SHORT	57.96	-0.12	HOLD
GG	Gold - NEC	SHORT	26.04	-2.65	HOLD
GPRE	Industrial Gas	LONG	24.29	2.62	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.58	-1.11	HOLD
KRNY	Commercial Banks	SHORT	11.51	-0.43	HOLD
LNG	Natural Gas Pipeline	SHORT	45.84	2.18	HOLD
MT	Steel - NEC	SHORT	16.64	0.06	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.03	-2.28	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.84	0.41	HOLD
MYE	Plastic Container & Packaging	LONG	19.51	-0.71	HOLD
NJR	Natural Gas Distribution	LONG	44.33	0.11	HOLD
NP	Paper Mills & Products	LONG	44.53	0.98	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.87	1.25	HOLD
O	Commercial REITs - NEC	SHORT	41.19	0.41	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.31	-0.12	HOLD
PLD	Industrial REITs	SHORT	40.71	0.22	HOLD
PSA	Self-Storage REITs	SHORT	163.51	0.08	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.71	-0.19	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.68	-1.22	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.33	-0.28	HOLD
SCSS	Furniture	LONG	17.07	1.07	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	156.08	0.22	HOLD
SLV	Investment Trusts	SHORT	19.58	0.67	HOLD
STM	Semiconductors - NEC	SHORT	8.39	-0.47	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.29	1.41	HOLD
VMW	IT Services & Consulting - NEC	SHORT	93.72	0.71	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.86	0.39	HOLD
WNC	Heavy Trucks	LONG	12.65	0.80	HOLD
WNR	Petroleum Refining	LONG	38.07	1.71	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.12
SHORTS				0.07
TOTAL				0.05
S&P 500				0.13
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117333027.06	42947613.45	-18.18	0.00	616.46
S&P 500	46.53	5.79	-18.61	2.38	0.74