19-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.66	-1.51	HOLD
ANN	Women's Apparel Retailers	LONG	37.41	0.38	HOLD
AVB	Residential REITs	SHORT	129.04	-0.80	HOLD
BIG	Discount Stores - NEC	LONG	37.50	1.79	HOLD
BLT	Integrated Mining	LONG	12.25	-0.41	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.37	-0.61	HOLD
DEI	Commercial REITs - NEC	SHORT	26.92	-1.79	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.68	-1.62	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.46	-0.05	HOLD
EQR	Residential REITs	SHORT	57.28	-1.93	HOLD
GG	Gold - NEC	SHORT	26.69	-3.44	HOLD
GPI	New Car Dealers	LONG	67.04	-1.89	HOLD
GPRE	Industrial Gas	LONG	29.67	2.06	HOLD
HTS	Mortgage REITs	SHORT	19.40	-2.27	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.04	-2.33	HOLD
KRNY	Commercial Banks	SHORT	15.28	-0.78	HOLD
LNG	Natural Gas Pipeline	SHORT	54.17	3.67	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.88	-0.88	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.97	-0.82	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	10.92	-3.36	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.21	-1.73	HOLD
O	Commercial REITs - NEC	SHORT	40.91	-3.19	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.61	0.00	HOLD
PLD	Industrial REITs	SHORT	40.02	-2.01	HOLD
PZZA	Restaurants & Bars - NEC	LONG	53.29	-2.56	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.08	0.12	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	155.25	-0.31	HOLD
SLV	Investment Trusts	SHORT	19.79	-1.10	HOLD
SNX	Computer Peripherals	LONG	62.12	-1.74	HOLD
STM	Semiconductors - NEC	SHORT	9.22	-1.50	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.88	-1.00	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.71	0.59	HOLD
VMW	IT Services & Consulting - NEC	SHORT	109.35	-0.79	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.17	-1.03	HOLD
WNR	Petroleum Refining	LONG	40.71	-0.95	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.78
SHORTS				-1.08
TOTAL				0.29
S&P 500				-0.53
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	49084548.60	16711427.12	-20.17	0.00	358.01
S&P 500	50.11	5.74	-18.61	2.48	0.76