28-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	13.39	-1.47	HOLD
ANN	Women's Apparel Retailers	LONG	35.65	-1.93	HOLD
AVB	Residential REITs	SHORT	128.97	1.31	HOLD
BIG	Discount Stores - NEC	LONG	29.55	0.37	HOLD
BLT	Integrated Mining	LONG	12.28	0.66	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.66	-1.95	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.80	0.44	HOLD
DVN	Integrated Oil & Gas	SHORT	64.42	0.17	HOLD
EQR	Residential REITs	SHORT	58.47	0.19	HOLD
GG	Gold - NEC	SHORT	26.93	-0.52	HOLD
GPI	New Car Dealers	LONG	66.76	-0.95	BUY
GPRE	Industrial Gas	LONG	26.43	1.61	HOLD
KOP	Commodity Chemicals - NEC	LONG	39.54	0.89	HOLD
KRNY	Commercial Banks	SHORT	12.58	3.37	HOLD
LNG	Natural Gas Pipeline	SHORT	49.50	-0.14	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.37	0.65	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.85	-5.06	HOLD
MYE	Plastic Container & Packaging	LONG	21.50	0.75	HOLD
NJR	Natural Gas Distribution	LONG	45.01	0.24	HOLD
NP	Paper Mills & Products	LONG	50.21	0.22	SELL
NVS	Pharmaceuticals - NEC	SHORT	83.18	0.76	HOLD
O	Commercial REITs - NEC	SHORT	44.42	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.57	-2.83	HOLD
PLD	Industrial REITs	SHORT	41.24	0.84	HOLD
PSA	Self-Storage REITs	SHORT	169.00	1.48	HOLD
PZZA	Restaurants & Bars - NEC	LONG	50.90	0.61	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	18.06	-0.11	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	165.15	-3.51	HOLD
SLV	Investment Trusts	SHORT	20.35	-0.54	HOLD
STM	Semiconductors - NEC	SHORT	9.03	1.69	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.96	4.98	HOLD
VMW	IT Services & Consulting - NEC	SHORT	96.05	-1.77	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	63.29	1.95	HOLD
WNC	Heavy Trucks	LONG	13.51	0.75	HOLD
WNR	Petroleum Refining	LONG	36.45	-2.72	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.18
SHORTS				-0.10
TOTAL				0.28
S&P 500				0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	120891269.59	43225226.22	-18.34	0.00	575.26
S&P 500	49.79	5.58	-18.61	2.58	0.77