20-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.75	0.57	HOLD
ANN	Women's Apparel Retailers	LONG	37.23	-0.48	HOLD
AVB	Residential REITs	SHORT	128.71	-0.26	HOLD
BIG	Discount Stores - NEC	LONG	37.45	-0.13	HOLD
BLT	Integrated Mining	LONG	12.10	-1.22	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.99	1.57	HOLD
DEI	Commercial REITs - NEC	SHORT	26.85	-0.26	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.67	-0.15	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.29	-0.27	HOLD
EQR	Residential REITs	SHORT	57.22	0.77	HOLD
GG	Gold - NEC	SHORT	26.67	-0.07	HOLD
GPI	New Car Dealers	LONG	68.65	2.40	HOLD
GPRE	Industrial Gas	LONG	30.26	1.99	HOLD
HTS	Mortgage REITs	SHORT	19.45	0.26	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.22	0.44	HOLD
KRNY	Commercial Banks	SHORT	15.30	0.13	HOLD
LNG	Natural Gas Pipeline	SHORT	53.68	-0.90	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.82	-0.18	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.96	1.52	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.09	1.56	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.31	0.12	HOLD
O	Commercial REITs - NEC	SHORT	40.73	-0.44	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.56	-0.58	HOLD
PLD	Industrial REITs	SHORT	40.25	0.57	HOLD
PZZA	Restaurants & Bars - NEC	LONG	54.50	2.27	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.01	-0.41	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	153.49	-1.13	HOLD
SLV	Investment Trusts	SHORT	19.52	-1.36	HOLD
SNX	Computer Peripherals	LONG	62.32	0.32	HOLD
STM	Semiconductors - NEC	SHORT	9.40	1.95	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.88	0.00	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.29	-2.24	HOLD
VMW	IT Services & Consulting - NEC	SHORT	110.67	1.21	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.96	1.23	HOLD
WNR	Petroleum Refining	LONG	42.13	3.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.45
SHORTS				0.24
TOTAL				0.20
S&P 500				0.58
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	49635556.19	16810571.53	-20.17	0.00	357.30
S&P 500	50.98	5.66	-18.61	2.55	0.78