21-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.75	0.00	HOLD
ANN	Women's Apparel Retailers	LONG	42.05	12.95	HOLD
AVB	Residential REITs	SHORT	129.84	0.88	HOLD
BIG	Discount Stores - NEC	LONG	38.02	1.52	HOLD
BLT	Integrated Mining	LONG	12.23	1.07	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.98	-0.03	HOLD
DEI	Commercial REITs - NEC	SHORT	27.16	1.15	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.70	0.45	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	64.09	1.26	HOLD
EQR	Residential REITs	SHORT	57.19	-0.05	HOLD
GG	Gold - NEC	SHORT	26.66	-0.04	HOLD
GPI	New Car Dealers	LONG	68.19	-0.67	HOLD
GPRE	Industrial Gas	LONG	30.43	0.56	HOLD
HTS	Mortgage REITs	SHORT	19.55	0.51	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.60	0.92	HOLD
KRNY	Commercial Banks	SHORT	15.02	-1.83	HOLD
LNG	Natural Gas Pipeline	SHORT	54.04	0.67	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	34.17	1.03	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.46	-0.76	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.26	1.53	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.73	0.52	HOLD
O	Commercial REITs - NEC	SHORT	41.10	0.91	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.32	-2.80	HOLD
PLD	Industrial REITs	SHORT	40.59	0.84	HOLD
PZZA	Restaurants & Bars - NEC	LONG	53.39	-2.04	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.41	2.35	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	149.99	-2.28	HOLD
SLV	Investment Trusts	SHORT	19.52	0.03	HOLD
SNX	Computer Peripherals	LONG	61.44	-1.41	HOLD
STM	Semiconductors - NEC	SHORT	9.33	-0.74	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.85	-0.22	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.56	1.48	HOLD
VMW	IT Services & Consulting - NEC	SHORT	109.21	-1.32	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.54	-0.65	HOLD
WNR	Petroleum Refining	LONG	40.90	-2.92	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.81
SHORTS				-0.05
TOTAL				0.86
S&P 500				-0.38
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	50105279.72	16816809.43	-20.17	0.00	356.38
S&P 500	49.74	5.81	-18.61	2.43	0.76