24-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.34	-2.60	HOLD
ANN	Women's Apparel Retailers	LONG	42.04	-0.02	HOLD
AVB	Residential REITs	SHORT	129.63	-0.16	HOLD
BIG	Discount Stores - NEC	LONG	37.47	-1.45	HOLD
BLT	Integrated Mining	LONG	12.12	-0.90	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.00	0.05	HOLD
DEI	Commercial REITs - NEC	SHORT	26.91	-0.92	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.57	-1.94	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.91	-0.28	HOLD
EQR	Residential REITs	SHORT	56.89	-0.52	HOLD
GG	Gold - NEC	SHORT	25.55	-4.16	HOLD
GPI	New Car Dealers	LONG	67.90	-0.43	HOLD
GPRE	Industrial Gas	LONG	30.57	0.46	HOLD
HTS	Mortgage REITs	SHORT	19.29	-1.33	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.01	-1.42	HOLD
KRNY	Commercial Banks	SHORT	14.96	-0.40	HOLD
LNG	Natural Gas Pipeline	SHORT	54.21	0.31	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.96	-0.61	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.02	-0.67	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	10.80	-4.09	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.30	-0.53	HOLD
O	Commercial REITs - NEC	SHORT	40.77	-0.80	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.19	-1.56	HOLD
PLD	Industrial REITs	SHORT	40.11	-1.18	HOLD
PZZA	Restaurants & Bars - NEC	LONG	52.89	-0.94	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.45	0.23	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	147.59	-1.60	HOLD
SLV	Investment Trusts	SHORT	19.21	-1.59	HOLD
SNX	Computer Peripherals	LONG	60.93	-0.83	HOLD
STM	Semiconductors - NEC	SHORT	9.26	0.33	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.82	-0.22	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.52	-0.27	HOLD
VMW	IT Services & Consulting - NEC	SHORT	108.76	-0.41	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.43	-0.17	HOLD
WNR	Petroleum Refining	LONG	39.79	-2.71	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.14
SHORTS				-0.74
TOTAL				-0.40
S&P 500				-0.41
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	50004241.91	16824441.10	-20.17	0.00	354.13
S&P 500	49.12	5.91	-18.61	2.36	0.75