24-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.46	1.33	HOLD
ANN	Women's Apparel Retailers	LONG	34.43	0.88	HOLD
AVB	Residential REITs	SHORT	129.22	0.44	HOLD
BIG	Discount Stores - NEC	LONG	28.01	2.38	HOLD
BLT	Integrated Mining	LONG	12.30	-0.81	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.69	0.68	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.51	0.39	HOLD
DVN	Integrated Oil & Gas	SHORT	64.42	1.18	HOLD
EQR	Residential REITs	SHORT	58.55	-0.27	HOLD
GG	Gold - NEC	SHORT	27.63	0.11	HOLD
GPRE	Industrial Gas	LONG	25.50	-0.89	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.20	1.17	HOLD
KRNY	Commercial Banks	SHORT	11.89	0.25	HOLD
LNG	Natural Gas Pipeline	SHORT	50.00	3.28	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.90	-0.44	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.13	-0.50	HOLD
MYE	Plastic Container & Packaging	LONG	19.89	0.86	HOLD
NJR	Natural Gas Distribution	LONG	45.04	-0.75	HOLD
NP	Paper Mills & Products	LONG	48.27	-0.21	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.64	1.20	HOLD
O	Commercial REITs - NEC	SHORT	43.96	1.26	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.80	1.38	HOLD
PLD	Industrial REITs	SHORT	40.72	0.27	HOLD
PSA	Self-Storage REITs	SHORT	166.84	0.24	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.02	0.76	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.07	0.79	HOLD
SCSS	Furniture	LONG	17.86	0.31	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	169.04	0.58	HOLD
SLV	Investment Trusts	SHORT	21.17	0.95	HOLD
STM	Semiconductors - NEC	SHORT	8.45	1.68	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.37	1.40	HOLD
VMW	IT Services & Consulting - NEC	SHORT	96.69	0.29	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.69	0.29	HOLD
WNC	Heavy Trucks	LONG	13.46	1.89	HOLD
WNR	Petroleum Refining	LONG	39.66	1.74	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.68
SHORTS				0.66
TOTAL				0.01
S&P 500				0.77
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	118490049.97	43123271.90	-18.34	0.00	586.07
S&P 500	49.02	5.61	-18.61	2.55	0.77