14-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.70	1.31	HOLD
ANN	Women's Apparel Retailers	LONG	33.36	-0.39	HOLD
AVA	Multiline Utilities - NEC	LONG	29.82	0.68	HOLD
AVB	Residential REITs	SHORT	128.89	0.43	HOLD
BIG	Discount Stores - NEC	LONG	26.41	-0.56	HOLD
BLT	Integrated Mining	LONG	12.54	2.28	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.74	1.23	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.64	-0.60	HOLD
DVN	Integrated Oil & Gas	SHORT	61.99	-0.45	HOLD
EQR	Residential REITs	SHORT	58.58	0.48	HOLD
GG	Gold - NEC	SHORT	27.55	2.11	HOLD
GPRE	Industrial Gas	LONG	24.45	-1.01	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.93	-2.59	HOLD
KRNY	Commercial Banks	SHORT	11.81	-0.30	HOLD
LNG	Natural Gas Pipeline	SHORT	46.84	-0.09	HOLD
MT	Steel - NEC	SHORT	16.75	0.00	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.13	0.27	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	72.53	0.14	HOLD
MYE	Plastic Container & Packaging	LONG	19.72	0.15	HOLD
NJR	Natural Gas Distribution	LONG	45.07	0.13	HOLD
NP	Paper Mills & Products	LONG	44.80	-0.11	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.86	0.71	HOLD
O	Commercial REITs - NEC	SHORT	41.72	0.58	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.43	0.60	HOLD
PLD	Industrial REITs	SHORT	40.67	-0.39	HOLD
PSA	Self-Storage REITs	SHORT	165.75	0.75	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.31	-0.02	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	8.98	-3.65	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.05	1.99	HOLD
SCSS	Furniture	LONG	17.61	1.91	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	162.96	3.32	HOLD
SLV	Investment Trusts	SHORT	20.64	4.53	HOLD
STM	Semiconductors - NEC	SHORT	8.47	1.32	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.52	-2.88	HOLD
VMW	IT Services & Consulting - NEC	SHORT	95.20	1.58	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	62.56	0.92	HOLD
WNC	Heavy Trucks	LONG	13.01	0.70	HOLD
WNR	Petroleum Refining	LONG	38.34	1.51	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.18
SHORTS				0.66
TOTAL				-0.48
S&P 500				0.54
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117293705.37	43025201.75	-18.18	0.00	608.51
S&P 500	47.96	5.66	-18.61	2.50	0.76