26-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.72	-3.54	HOLD
ANN	Women's Apparel Retailers	LONG	40.61	-1.79	HOLD
AVB	Residential REITs	SHORT	130.05	-1.16	HOLD
BIG	Discount Stores - NEC	LONG	36.99	0.24	HOLD
BLT	Integrated Mining	LONG	11.89	-2.06	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.64	-1.00	HOLD
DEI	Commercial REITs - NEC	SHORT	26.98	-0.30	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.38	-2.15	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	64.00	0.06	HOLD
EQR	Residential REITs	SHORT	57.13	-1.21	HOLD
GG	Gold - NEC	SHORT	24.57	-3.72	HOLD
GPI	New Car Dealers	LONG	64.88	-2.98	HOLD
GPRE	Industrial Gas	LONG	28.69	-2.65	HOLD
HTS	Mortgage REITs	SHORT	18.47	-0.43	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.27	-2.02	HOLD
KRNY	Commercial Banks	SHORT	14.73	-1.93	HOLD
LNG	Natural Gas Pipeline	SHORT	54.45	0.11	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.37	-2.37	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.13	0.00	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	10.52	-3.84	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.11	-0.93	HOLD
O	Commercial REITs - NEC	SHORT	40.78	-1.14	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.07	-1.28	HOLD
PLD	Industrial REITs	SHORT	39.91	-1.38	HOLD
PZZA	Restaurants & Bars - NEC	LONG	51.72	-1.67	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.50	-1.57	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	150.89	1.38	HOLD
SLV	Investment Trusts	SHORT	18.99	-1.20	HOLD
SNX	Computer Peripherals	LONG	59.84	-2.56	HOLD
STM	Semiconductors - NEC	SHORT	9.25	-0.43	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.12	0.79	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.22	-0.98	HOLD
VMW	IT Services & Consulting - NEC	SHORT	105.56	-4.11	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	65.07	0.35	HOLD
WNR	Petroleum Refining	LONG	38.94	-1.29	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.87
SHORTS				-0.90
TOTAL				-0.97
S&P 500				-0.72
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	49390900.81	16843569.61	-20.17	0.00	348.72
S&P 500	48.75	5.99	-18.61	2.31	0.74