17-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.67	-1.69	HOLD
ANN	Women's Apparel Retailers	LONG	37.52	-0.03	HOLD
AVB	Residential REITs	SHORT	130.10	0.27	HOLD
BIG	Discount Stores - NEC	LONG	36.32	-0.33	HOLD
BLT	Integrated Mining	LONG	12.16	0.41	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.82	1.04	HOLD
DEI	Commercial REITs - NEC	SHORT	26.95	0.34	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.72	-0.44	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	62.80	0.10	HOLD
EQR	Residential REITs	SHORT	58.37	0.52	HOLD
GG	Gold - NEC	SHORT	27.97	-2.51	HOLD
GPI	New Car Dealers	LONG	67.76	1.36	HOLD
GPRE	Industrial Gas	LONG	28.44	2.30	HOLD
HTS	Mortgage REITs	SHORT	19.59	-0.10	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.58	-0.22	HOLD
KRNY	Commercial Banks	SHORT	15.14	2.30	HOLD
LNG	Natural Gas Pipeline	SHORT	51.61	0.08	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.05	0.36	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.30	0.45	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.12	1.65	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.15	0.69	HOLD
O	Commercial REITs - NEC	SHORT	42.44	0.28	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.23	-0.36	HOLD
PLD	Industrial REITs	SHORT	40.50	0.77	HOLD
PZZA	Restaurants & Bars - NEC	LONG	54.57	1.92	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.04	0.06	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	155.66	1.14	HOLD
SLV	Investment Trusts	SHORT	20.33	-1.41	HOLD
SNX	Computer Peripherals	LONG	61.35	2.05	HOLD
STM	Semiconductors - NEC	SHORT	9.25	1.31	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.83	-0.65	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.25	-0.11	HOLD
VMW	IT Services & Consulting - NEC	SHORT	109.74	4.02	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	65.33	1.21	HOLD
WNR	Petroleum Refining	LONG	40.39	-0.66	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.33
SHORTS				0.55
TOTAL				-0.22
S&P 500				0.90
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	48457207.91	16697181.85	-20.17	0.00	360.58
S&P 500	49.84	5.74	-18.61	2.47	0.76