03-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	47.27	-0.42	HOLD
ALJ	Petroleum Refining	LONG	15.17	-0.85	HOLD
ANN	Women's Apparel Retailers	LONG	41.85	-0.78	HOLD
AUY	Integrated Mining	SHORT	8.55	-0.70	HOLD
AVB	Residential REITs	SHORT	132.08	0.21	HOLD
BIG	Discount Stores - NEC	LONG	38.24	0.18	HOLD
BLT	Integrated Mining	LONG	12.07	-0.41	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.46	1.10	HOLD
DEI	Commercial REITs - NEC	SHORT	26.92	-0.44	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.55	-0.15	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	68.51	0.91	HOLD
EQR	Residential REITs	SHORT	58.64	-0.98	HOLD
GG	Gold - NEC	SHORT	24.60	-1.72	HOLD
GPI	New Car Dealers	LONG	66.86	-0.80	HOLD
GPRE	Industrial Gas	LONG	29.52	-5.05	HOLD
HTS	Mortgage REITs	SHORT	18.74	-0.43	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.29	-0.82	HOLD
KRNY	Commercial Banks	SHORT	14.70	-1.41	HOLD
LAD	New Car Dealers	LONG	70.15	0.56	HOLD
LNG	Natural Gas Pipeline	SHORT	55.88	-3.10	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	34.69	0.14	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.61	-0.80	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.33	-2.07	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.41	-1.37	HOLD
O	Commercial REITs - NEC	SHORT	40.40	-0.76	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.23	-0.60	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.69	-0.48	BUY
PLD	Industrial REITs	SHORT	40.88	0.17	HOLD
PZZA	Restaurants & Bars - NEC	LONG	51.46	-0.89	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	147.52	-0.87	HOLD
SLV	Investment Trusts	SHORT	19.06	-0.67	HOLD
SNN	Medical Devices & Implants	SHORT	76.14	-0.57	SHORT
SNX	Computer Peripherals	LONG	62.42	-1.53	HOLD
STM	Semiconductors - NEC	SHORT	9.24	-0.96	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.78	-0.74	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	19.09	-0.21	HOLD
VMW	IT Services & Consulting - NEC	SHORT	107.92	-1.49	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.31	0.60	HOLD
WNR	Petroleum Refining	LONG	39.64	0.38	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.78
SHORTS				-0.63
TOTAL				-0.15
S&P 500				-0.13
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	50618649.75	16880121.60	-20.17	0.00	339.94
S&P 500	51.69	5.69	-18.61	2.53	0.77