05-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	13.36	1.37	HOLD
ANN	Women's Apparel Retailers	LONG	35.50	-0.87	HOLD
AVB	Residential REITs	SHORT	128.84	-1.24	HOLD
BIG	Discount Stores - NEC	LONG	29.30	0.55	HOLD
BLT	Integrated Mining	LONG	12.31	-0.32	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.24	-0.95	HOLD
DEI	Commercial REITs - NEC	SHORT	27.34	0.07	SHORT
DENN	Restaurants & Bars - NEC	LONG	6.59	0.15	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	64.47	-0.26	COVER
EQR	Residential REITs	SHORT	58.75	-1.09	HOLD
GG	Gold - NEC	SHORT	27.46	1.37	HOLD
GPI	New Car Dealers	LONG	67.32	-0.53	HOLD
GPRE	Industrial Gas	LONG	28.00	-1.55	HOLD
HTS	Mortgage REITs	SHORT	19.76	0.56	SHORT
KOP	Commodity Chemicals - NEC	LONG	40.09	-0.91	HOLD
KRNY	Commercial Banks	SHORT	13.96	1.90	HOLD
LNG	Natural Gas Pipeline	SHORT	52.31	2.23	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	34.41	0.26	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.74	0.72	HOLD
NJR	Natural Gas Distribution	LONG	44.83	-1.73	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.10	0.64	HOLD
O	Commercial REITs - NEC	SHORT	43.65	-1.53	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.52	0.65	HOLD
PLD	Industrial REITs	SHORT	41.76	-0.50	HOLD
PZZA	Restaurants & Bars - NEC	LONG	52.81	-0.17	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	18.30	0.66	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	168.19	-2.08	HOLD
SLV	Investment Trusts	SHORT	20.36	-0.05	HOLD
STM	Semiconductors - NEC	SHORT	9.10	0.39	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.78	16.78	HOLD
THRX	Biopharmaceuticals	SHORT	35.82	-1.13	COVER
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	19.44	-0.21	HOLD
VMW	IT Services & Consulting - NEC	SHORT	102.79	1.73	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.04	0.47	HOLD
WNC	Heavy Trucks	LONG	13.70	0.44	HOLD
WNR	Petroleum Refining	LONG	37.77	2.89	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.03
SHORTS				0.03
TOTAL				0.99
S&P 500				0.09
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	121757315.64	43296966.22	-18.37	0.00	565.17
S&P 500	50.98	5.51	-18.61	2.66	0.79