13-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.79	0.57	HOLD
ANN	Women's Apparel Retailers	LONG	34.87	-0.09	HOLD
AVB	Residential REITs	SHORT	129.14	-0.01	HOLD
BIG	Discount Stores - NEC	LONG	36.46	-1.17	HOLD
BLT	Integrated Mining	LONG	12.18	-0.81	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.51	-2.01	HOLD
DEI	Commercial REITs - NEC	SHORT	26.81	-0.96	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.74	-1.17	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	62.59	-0.78	HOLD
EQR	Residential REITs	SHORT	57.90	-1.25	HOLD
GG	Gold - NEC	SHORT	28.60	2.80	HOLD
GPI	New Car Dealers	LONG	66.54	-1.22	HOLD
GPRE	Industrial Gas	LONG	26.92	-0.70	HOLD
HTS	Mortgage REITs	SHORT	19.55	0.51	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.92	-0.24	HOLD
KRNY	Commercial Banks	SHORT	14.67	0.89	HOLD
LNG	Natural Gas Pipeline	SHORT	50.50	2.43	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.59	0.12	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.65	-0.67	HOLD
NJR	Natural Gas Distribution	LONG	48.08	1.46	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.66	-1.33	HOLD
O	Commercial REITs - NEC	SHORT	42.32	0.45	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.25	-2.37	HOLD
PLD	Industrial REITs	SHORT	40.36	-0.66	HOLD
PZZA	Restaurants & Bars - NEC	LONG	52.52	-1.59	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	16.61	-4.65	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	154.84	-2.89	HOLD
SLV	Investment Trusts	SHORT	20.36	-0.54	HOLD
STM	Semiconductors - NEC	SHORT	9.16	-1.29	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.71	-1.93	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.90	-1.27	HOLD
VMW	IT Services & Consulting - NEC	SHORT	103.97	-2.71	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.32	-1.09	HOLD
WNC	Heavy Trucks	LONG	13.42	-0.74	HOLD
WNR	Petroleum Refining	LONG	39.51	-1.54	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.02
SHORTS				-0.48
TOTAL				-0.54
S&P 500				-1.12
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	32594180.19	11273991.13	-20.17	0.00	319.50
S&P 500	48.92	5.83	-18.61	2.41	0.75