27-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.52	-1.36	HOLD
ANN	Women's Apparel Retailers	LONG	40.59	-0.05	HOLD
AVB	Residential REITs	SHORT	129.54	0.50	HOLD
BIG	Discount Stores - NEC	LONG	36.50	-1.32	HOLD
BLT	Integrated Mining	LONG	11.83	-0.50	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.32	-0.85	HOLD
DEI	Commercial REITs - NEC	SHORT	26.99	0.78	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.41	0.47	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	64.69	1.08	HOLD
EQR	Residential REITs	SHORT	57.19	0.11	HOLD
GG	Gold - NEC	SHORT	24.89	1.30	HOLD
GPI	New Car Dealers	LONG	64.29	-0.91	HOLD
GPRE	Industrial Gas	LONG	27.91	-2.72	HOLD
HTS	Mortgage REITs	SHORT	18.48	0.05	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.13	-0.35	HOLD
KRNY	Commercial Banks	SHORT	14.71	-0.14	HOLD
LNG	Natural Gas Pipeline	SHORT	54.13	-0.59	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.64	0.81	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.18	-1.46	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.05	5.04	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.37	0.32	HOLD
O	Commercial REITs - NEC	SHORT	40.80	0.05	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.25	2.17	HOLD
PLD	Industrial REITs	SHORT	40.12	0.53	HOLD
PZZA	Restaurants & Bars - NEC	LONG	51.28	-0.85	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.18	-1.83	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	151.30	0.27	HOLD
SLV	Investment Trusts	SHORT	18.99	-0.16	HOLD
SNX	Computer Peripherals	LONG	58.85	-1.65	HOLD
STM	Semiconductors - NEC	SHORT	9.27	0.22	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.00	-0.85	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.26	0.25	HOLD
VMW	IT Services & Consulting - NEC	SHORT	106.66	1.04	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	65.55	0.74	HOLD
WNR	Petroleum Refining	LONG	37.97	-2.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.36
SHORTS				0.20
TOTAL				-0.56
S&P 500				-0.21
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	49110434.22	16854342.44	-20.17	0.00	346.11
S&P 500	48.44	6.04	-18.61	2.27	0.74