20-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.42	0.84	HOLD
ANN	Women's Apparel Retailers	LONG	33.58	0.15	HOLD
AVB	Residential REITs	SHORT	128.89	0.42	HOLD
BIG	Discount Stores - NEC	LONG	26.79	-0.33	HOLD
BLT	Integrated Mining	LONG	12.53	1.13	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.11	-0.18	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.50	1.09	HOLD
DVN	Integrated Oil & Gas	SHORT	64.56	0.48	HOLD
EQR	Residential REITs	SHORT	58.73	0.41	HOLD
GG	Gold - NEC	SHORT	27.64	3.83	HOLD
GPRE	Industrial Gas	LONG	26.12	5.75	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.27	-1.25	HOLD
KRNY	Commercial Banks	SHORT	11.99	3.10	HOLD
LNG	Natural Gas Pipeline	SHORT	48.60	2.02	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.16	0.72	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.69	0.55	HOLD
MYE	Plastic Container & Packaging	LONG	20.08	3.51	HOLD
NJR	Natural Gas Distribution	LONG	45.32	1.43	HOLD
NP	Paper Mills & Products	LONG	48.90	2.54	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.28	0.64	HOLD
O	Commercial REITs - NEC	SHORT	42.91	0.75	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.72	2.23	HOLD
PLD	Industrial REITs	SHORT	40.39	-0.81	HOLD
PSA	Self-Storage REITs	SHORT	166.71	0.16	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.75	-0.04	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.03	-0.52	HOLD
SCSS	Furniture	LONG	17.55	0.52	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	166.47	0.42	HOLD
SLV	Investment Trusts	SHORT	21.01	1.84	HOLD
STM	Semiconductors - NEC	SHORT	8.33	-0.24	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.32	0.35	HOLD
VMW	IT Services & Consulting - NEC	SHORT	95.82	1.58	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.50	-1.65	HOLD
WNC	Heavy Trucks	LONG	13.34	0.15	HOLD
WNR	Petroleum Refining	LONG	38.47	0.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.02
SHORTS				0.74
TOTAL				0.28
S&P 500				0.56
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	118517479.45	43054833.15	-18.33	0.00	593.95
S&P 500	48.00	5.69	-18.61	2.47	0.76