27-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	13.63	-5.41	HOLD
ANN	Women's Apparel Retailers	LONG	36.30	0.28	HOLD
AVB	Residential REITs	SHORT	127.30	-0.88	HOLD
BIG	Discount Stores - NEC	LONG	29.44	0.72	HOLD
BLT	Integrated Mining	LONG	12.20	0.00	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.45	0.57	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.77	1.20	HOLD
DVN	Integrated Oil & Gas	SHORT	64.31	0.91	HOLD
EQR	Residential REITs	SHORT	58.36	-0.36	HOLD
GG	Gold - NEC	SHORT	27.07	-0.15	HOLD
GPRE	Industrial Gas	LONG	26.01	0.62	HOLD
KOP	Commodity Chemicals - NEC	LONG	39.14	0.77	HOLD
KRNY	Commercial Banks	SHORT	12.13	-0.25	HOLD
LNG	Natural Gas Pipeline	SHORT	49.57	-0.04	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.19	1.63	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.20	-3.24	HOLD
MYE	Plastic Container & Packaging	LONG	21.30	-0.51	HOLD
NJR	Natural Gas Distribution	LONG	44.76	-0.52	HOLD
NP	Paper Mills & Products	LONG	49.90	-0.76	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.55	2.30	HOLD
O	Commercial REITs - NEC	SHORT	44.42	0.23	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.82	-0.11	HOLD
PLD	Industrial REITs	SHORT	40.90	-0.29	HOLD
PSA	Self-Storage REITs	SHORT	166.54	-0.34	HOLD
PZZA	Restaurants & Bars - NEC	LONG	50.59	-1.65	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	18.08	-2.32	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	171.15	1.09	HOLD
SLV	Investment Trusts	SHORT	20.47	0.24	HOLD
STM	Semiconductors - NEC	SHORT	8.88	0.11	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.06	1.01	HOLD
VMW	IT Services & Consulting - NEC	SHORT	97.78	0.09	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	62.08	-0.29	HOLD
WNC	Heavy Trucks	LONG	13.38	-2.48	HOLD
WNR	Petroleum Refining	LONG	37.39	-4.54	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.71
SHORTS				-0.02
TOTAL				-0.70
S&P 500				0.52
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	120534600.15	43198391.95	-18.34	0.00	578.39
S&P 500	49.43	5.60	-18.61	2.56	0.77