25-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.26	-0.52	HOLD
ANN	Women's Apparel Retailers	LONG	41.35	-1.64	HOLD
AVB	Residential REITs	SHORT	131.57	1.50	HOLD
BIG	Discount Stores - NEC	LONG	36.90	-1.52	HOLD
BLT	Integrated Mining	LONG	12.14	0.17	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.02	-4.95	HOLD
DEI	Commercial REITs - NEC	SHORT	27.06	0.56	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.52	-0.76	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.96	0.08	HOLD
EQR	Residential REITs	SHORT	57.83	1.65	HOLD
GG	Gold - NEC	SHORT	25.52	-0.12	HOLD
GPI	New Car Dealers	LONG	66.87	-1.52	HOLD
GPRE	Industrial Gas	LONG	29.47	-3.60	HOLD
HTS	Mortgage REITs	SHORT	19.05	-1.24	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.09	0.20	HOLD
KRNY	Commercial Banks	SHORT	15.02	0.40	HOLD
LNG	Natural Gas Pipeline	SHORT	54.39	0.33	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	34.18	0.65	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.13	0.17	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	10.94	1.30	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.87	0.70	HOLD
O	Commercial REITs - NEC	SHORT	41.25	1.18	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.18	-0.12	HOLD
PLD	Industrial REITs	SHORT	40.48	0.92	HOLD
PZZA	Restaurants & Bars - NEC	LONG	52.60	-0.55	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.78	1.89	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	148.84	0.85	HOLD
SLV	Investment Trusts	SHORT	19.22	0.05	HOLD
SNX	Computer Peripherals	LONG	61.41	0.79	HOLD
STM	Semiconductors - NEC	SHORT	9.29	0.32	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.01	1.37	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.40	-0.65	HOLD
VMW	IT Services & Consulting - NEC	SHORT	110.08	1.21	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.84	0.64	HOLD
WNR	Petroleum Refining	LONG	39.45	-0.85	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.32
SHORTS				0.22
TOTAL				-0.54
S&P 500				0.47
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	49795628.40	16833462.43	-20.17	0.00	351.64
S&P 500	49.83	5.83	-18.61	2.42	0.76