18-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.90	1.47	HOLD
ANN	Women's Apparel Retailers	LONG	37.27	-0.67	HOLD
AVB	Residential REITs	SHORT	130.08	-0.02	HOLD
BIG	Discount Stores - NEC	LONG	36.84	1.43	HOLD
BLT	Integrated Mining	LONG	12.30	1.15	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.61	2.04	HOLD
DEI	Commercial REITs - NEC	SHORT	27.41	1.71	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.79	1.04	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.49	1.10	HOLD
EQR	Residential REITs	SHORT	58.41	0.07	HOLD
GG	Gold - NEC	SHORT	27.64	-1.18	HOLD
GPI	New Car Dealers	LONG	68.33	0.84	HOLD
GPRE	Industrial Gas	LONG	29.07	2.22	HOLD
HTS	Mortgage REITs	SHORT	19.85	1.33	HOLD
KOP	Commodity Chemicals - NEC	LONG	42.02	1.06	HOLD
KRNY	Commercial Banks	SHORT	15.40	1.72	HOLD
LNG	Natural Gas Pipeline	SHORT	52.25	1.24	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	34.18	3.42	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.51	1.88	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.30	1.62	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.64	0.60	HOLD
O	Commercial REITs - NEC	SHORT	42.26	-0.42	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.61	4.62	HOLD
PLD	Industrial REITs	SHORT	40.84	0.84	HOLD
PZZA	Restaurants & Bars - NEC	LONG	54.69	0.22	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.06	0.12	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	155.73	0.04	HOLD
SLV	Investment Trusts	SHORT	20.01	-1.57	HOLD
SNX	Computer Peripherals	LONG	63.22	3.05	HOLD
STM	Semiconductors - NEC	SHORT	9.36	1.19	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.02	1.37	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.60	1.92	HOLD
VMW	IT Services & Consulting - NEC	SHORT	110.22	0.44	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.84	-0.75	HOLD
WNR	Petroleum Refining	LONG	41.10	1.76	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.57
SHORTS				0.54
TOTAL				1.03
S&P 500				0.71
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	48915984.61	16703749.87	-20.17	0.00	359.65
S&P 500	50.91	5.64	-18.61	2.56	0.78