14-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.94	0.95	HOLD
ANN	Women's Apparel Retailers	LONG	37.53	7.63	HOLD
AVB	Residential REITs	SHORT	129.75	0.47	HOLD
BIG	Discount Stores - NEC	LONG	36.44	-0.05	HOLD
BLT	Integrated Mining	LONG	12.11	-0.57	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.42	-0.23	HOLD
DEI	Commercial REITs - NEC	SHORT	26.86	0.19	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.75	0.15	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	62.74	0.24	HOLD
EQR	Residential REITs	SHORT	58.07	0.29	HOLD
GG	Gold - NEC	SHORT	28.69	0.31	HOLD
GPI	New Car Dealers	LONG	66.85	0.47	HOLD
GPRE	Industrial Gas	LONG	27.80	3.27	HOLD
HTS	Mortgage REITs	SHORT	19.61	0.31	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.67	1.83	HOLD
KRNY	Commercial Banks	SHORT	14.80	0.89	HOLD
LNG	Natural Gas Pipeline	SHORT	51.57	2.12	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.93	1.04	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.01	0.57	HOLD
NJR	Natural Gas Distribution	LONG	48.62	1.12	SELL
NR	Oil Related Services and Equipment - NEC	LONG	10.94	-0.18	BUY
NVS	Pharmaceuticals - NEC	SHORT	81.59	-0.09	HOLD
O	Commercial REITs - NEC	SHORT	42.32	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.26	0.12	HOLD
PLD	Industrial REITs	SHORT	40.19	-0.42	HOLD
PZZA	Restaurants & Bars - NEC	LONG	53.54	1.94	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.03	2.53	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	153.90	-0.61	HOLD
SLV	Investment Trusts	SHORT	20.62	1.28	HOLD
SNX	Computer Peripherals	LONG	60.12	0.82	BUY
STM	Semiconductors - NEC	SHORT	9.13	-0.33	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.92	1.53	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.27	2.07	HOLD
VMW	IT Services & Consulting - NEC	SHORT	105.50	1.47	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.55	0.36	HOLD
WNC	Heavy Trucks	LONG	13.55	0.97	SELL
WNR	Petroleum Refining	LONG	40.66	2.91	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.64
SHORTS				0.36
TOTAL				1.28
S&P 500				-0.28
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	33015812.03	11276253.02	-20.17	0.00	319.08
S&P 500	48.50	5.89	-18.61	2.36	0.75