28-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	47.28	-0.51	BUY
ALJ	Petroleum Refining	LONG	14.48	-0.28	HOLD
ANN	Women's Apparel Retailers	LONG	40.73	0.34	HOLD
AUY	Integrated Mining	SHORT	8.98	0.79	SHORT
AVB	Residential REITs	SHORT	130.13	0.46	HOLD
BIG	Discount Stores - NEC	LONG	37.20	1.92	HOLD
BLT	Integrated Mining	LONG	11.77	-0.51	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.24	-0.21	HOLD
DEI	Commercial REITs - NEC	SHORT	27.18	0.70	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.39	-0.31	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	65.79	1.70	HOLD
EQR	Residential REITs	SHORT	57.39	0.35	HOLD
GG	Gold - NEC	SHORT	25.11	0.88	HOLD
GPI	New Car Dealers	LONG	64.51	0.34	HOLD
GPRE	Industrial Gas	LONG	28.95	3.73	HOLD
HTS	Mortgage REITs	SHORT	18.65	0.92	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.44	0.77	HOLD
KRNY	Commercial Banks	SHORT	14.65	-0.41	HOLD
LAD	New Car Dealers	LONG	64.80	1.27	BUY
LNG	Natural Gas Pipeline	SHORT	54.87	1.37	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.25	-1.16	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.32	1.78	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.18	1.18	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.59	0.27	HOLD
O	Commercial REITs - NEC	SHORT	40.75	0.33	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	7.99	-3.15	HOLD
PLD	Industrial REITs	SHORT	40.54	1.05	HOLD
PZZA	Restaurants & Bars - NEC	LONG	51.51	0.45	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.77	3.43	SELL
SHPG	Pharmaceuticals - NEC	SHORT	148.22	-2.04	HOLD
SLV	Investment Trusts	SHORT	19.06	0.32	HOLD
SNX	Computer Peripherals	LONG	58.70	-0.25	HOLD
STM	Semiconductors - NEC	SHORT	9.17	-1.08	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.33	2.36	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.50	1.31	HOLD
VMW	IT Services & Consulting - NEC	SHORT	106.29	-0.35	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	65.94	0.59	HOLD
WNR	Petroleum Refining	LONG	38.65	1.79	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.70
SHORTS				0.35
TOTAL				0.36
S&P 500				0.49
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	49357078.78	16858038.30	-20.17	0.00	344.75
S&P 500	49.17	5.95	-18.61	2.33	0.75