25-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.56	0.55	HOLD
ANN	Women's Apparel Retailers	LONG	35.00	1.80	HOLD
AVB	Residential REITs	SHORT	129.23	0.01	HOLD
BIG	Discount Stores - NEC	LONG	28.41	1.43	HOLD
BLT	Integrated Mining	LONG	12.27	-0.24	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.08	0.98	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.54	0.46	HOLD
DVN	Integrated Oil & Gas	SHORT	63.91	-0.71	HOLD
EQR	Residential REITs	SHORT	58.79	0.41	HOLD
GG	Gold - NEC	SHORT	27.25	-1.38	HOLD
GPRE	Industrial Gas	LONG	25.85	1.37	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.46	0.68	HOLD
KRNY	Commercial Banks	SHORT	11.95	0.50	HOLD
LNG	Natural Gas Pipeline	SHORT	49.90	-0.20	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.64	-0.60	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	68.05	-2.92	HOLD
MYE	Plastic Container & Packaging	LONG	19.98	0.50	HOLD
NJR	Natural Gas Distribution	LONG	44.72	-0.47	HOLD
NP	Paper Mills & Products	LONG	48.96	0.97	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.80	0.34	HOLD
O	Commercial REITs - NEC	SHORT	44.40	1.09	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.81	0.11	HOLD
PLD	Industrial REITs	SHORT	40.91	0.54	HOLD
PSA	Self-Storage REITs	SHORT	167.66	0.58	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.59	1.27	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.52	1.95	HOLD
SCSS	Furniture	LONG	17.74	-0.50	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	169.55	0.30	HOLD
SLV	Investment Trusts	SHORT	21.03	-0.71	HOLD
STM	Semiconductors - NEC	SHORT	8.48	0.36	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.56	1.09	HOLD
VMW	IT Services & Consulting - NEC	SHORT	96.25	-0.46	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	62.05	0.58	HOLD
WNC	Heavy Trucks	LONG	13.58	0.89	HOLD
WNR	Petroleum Refining	LONG	40.38	1.82	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.73
SHORTS				-0.04
TOTAL				0.77
S&P 500				-0.06
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	119357292.28	43148273.70	-18.34	0.00	583.80
S&P 500	48.61	5.66	-18.61	2.50	0.76