13-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.51	2.04	HOLD
ANN	Women's Apparel Retailers	LONG	33.49	1.52	HOLD
AVA	Multiline Utilities - NEC	LONG	29.62	1.54	HOLD
AVB	Residential REITs	SHORT	128.34	-0.40	HOLD
BIG	Discount Stores - NEC	LONG	26.56	1.14	HOLD
BLT	Integrated Mining	LONG	12.26	0.00	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.24	-0.40	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.68	0.00	HOLD
DVN	Integrated Oil & Gas	SHORT	62.27	1.78	HOLD
EQR	Residential REITs	SHORT	58.30	0.15	HOLD
GG	Gold - NEC	SHORT	26.98	3.61	HOLD
GPRE	Industrial Gas	LONG	24.70	1.69	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.97	1.88	HOLD
KRNY	Commercial Banks	SHORT	11.84	2.87	HOLD
LNG	Natural Gas Pipeline	SHORT	46.88	2.27	HOLD
MT	Steel - NEC	SHORT	16.75	1.27	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.05	0.07	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	72.43	2.24	HOLD
MYE	Plastic Container & Packaging	LONG	19.69	0.92	HOLD
NJR	Natural Gas Distribution	LONG	45.01	1.53	HOLD
NP	Paper Mills & Products	LONG	44.85	0.72	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.28	0.50	HOLD
O	Commercial REITs - NEC	SHORT	41.48	0.70	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.38	1.58	HOLD
PLD	Industrial REITs	SHORT	40.83	0.29	HOLD
PSA	Self-Storage REITs	SHORT	164.52	0.62	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.32	1.28	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.32	-3.72	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.62	1.36	HOLD
SCSS	Furniture	LONG	17.28	1.23	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	157.73	1.06	HOLD
SLV	Investment Trusts	SHORT	19.75	1.65	HOLD
STM	Semiconductors - NEC	SHORT	8.36	0.36	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.04	4.34	HOLD
VMW	IT Services & Consulting - NEC	SHORT	93.72	0.20	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.99	0.21	HOLD
WNC	Heavy Trucks	LONG	12.92	2.13	HOLD
WNR	Petroleum Refining	LONG	37.77	-0.79	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.27
SHORTS				0.76
TOTAL				0.51
S&P 500				0.52
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117771905.03	42980690.80	-18.18	0.00	613.28
S&P 500	47.17	5.73	-18.61	2.43	0.75