18-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.60	-0.68	HOLD
ANN	Women's Apparel Retailers	LONG	33.75	1.17	HOLD
AVA	Multiline Utilities - NEC	LONG	30.17	1.11	HOLD
AVB	Residential REITs	SHORT	129.50	0.40	HOLD
BIG	Discount Stores - NEC	LONG	26.76	1.75	HOLD
BLT	Integrated Mining	LONG	12.71	1.27	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.76	-2.45	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.50	-1.96	HOLD
DVN	Integrated Oil & Gas	SHORT	62.91	1.39	HOLD
EQR	Residential REITs	SHORT	58.96	0.65	HOLD
GG	Gold - NEC	SHORT	27.68	0.47	HOLD
GPRE	Industrial Gas	LONG	25.79	5.48	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.10	3.06	HOLD
KRNY	Commercial Banks	SHORT	11.74	0.17	HOLD
LNG	Natural Gas Pipeline	SHORT	48.21	2.79	HOLD
MT	Steel - NEC	SHORT	16.48	-1.61	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.62	8.26	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	72.75	0.30	HOLD
MYE	Plastic Container & Packaging	LONG	19.63	-0.46	HOLD
NJR	Natural Gas Distribution	LONG	44.97	-0.22	HOLD
NP	Paper Mills & Products	LONG	44.90	0.22	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.73	-0.25	HOLD
O	Commercial REITs - NEC	SHORT	42.42	1.68	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.63	2.37	HOLD
PLD	Industrial REITs	SHORT	40.80	0.32	HOLD
PSA	Self-Storage REITs	SHORT	166.91	0.70	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.40	0.19	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.46	5.35	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.14	0.41	HOLD
SCSS	Furniture	LONG	17.65	0.23	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	165.12	1.33	HOLD
SLV	Investment Trusts	SHORT	21.11	2.25	HOLD
STM	Semiconductors - NEC	SHORT	8.58	1.30	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.55	0.17	HOLD
VMW	IT Services & Consulting - NEC	SHORT	95.61	0.43	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	62.94	0.61	HOLD
WNC	Heavy Trucks	LONG	13.51	3.84	HOLD
WNR	Petroleum Refining	LONG	38.59	0.65	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.41
SHORTS				0.79
TOTAL				0.62
S&P 500				0.22
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117956018.50	43055593.52	-18.18	0.00	605.78
S&P 500	48.32	5.63	-18.61	2.52	0.76