04-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	45.68	-3.36	HOLD
ALJ	Petroleum Refining	LONG	14.74	-2.83	HOLD
ANN	Women's Apparel Retailers	LONG	42.04	0.45	HOLD
AUY	Integrated Mining	SHORT	8.66	1.29	HOLD
AVB	Residential REITs	SHORT	133.43	1.02	HOLD
BIG	Discount Stores - NEC	LONG	37.51	-1.91	HOLD
BLT	Integrated Mining	LONG	11.79	-2.32	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.90	-1.46	HOLD
DEI	Commercial REITs - NEC	SHORT	26.93	0.04	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.41	-2.14	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	68.01	-0.73	HOLD
EQR	Residential REITs	SHORT	59.16	0.89	HOLD
GG	Gold - NEC	SHORT	24.90	1.22	HOLD
GPI	New Car Dealers	LONG	66.34	-0.78	HOLD
GPRE	Industrial Gas	LONG	28.59	-3.15	HOLD
HTS	Mortgage REITs	SHORT	18.83	0.48	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.62	-1.62	HOLD
KRNY	Commercial Banks	SHORT	14.56	-0.95	HOLD
LAD	New Car Dealers	LONG	68.10	-2.92	HOLD
LNG	Natural Gas Pipeline	SHORT	54.80	-1.93	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	34.30	-1.12	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.56	1.49	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.29	-0.35	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.51	-1.08	HOLD
O	Commercial REITs - NEC	SHORT	40.74	0.84	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.06	-2.07	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.15	-2.89	HOLD
PLD	Industrial REITs	SHORT	41.04	0.39	HOLD
PZZA	Restaurants & Bars - NEC	LONG	50.21	-2.43	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	144.22	-2.24	HOLD
SLV	Investment Trusts	SHORT	19.16	0.52	HOLD
SNN	Medical Devices & Implants	SHORT	76.13	-0.01	HOLD
SNX	Computer Peripherals	LONG	76.94	23.26	HOLD
STM	Semiconductors - NEC	SHORT	8.99	-2.71	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.93	1.01	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.55	-2.83	HOLD
VMW	IT Services & Consulting - NEC	SHORT	103.98	-3.65	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	66.64	-2.44	HOLD
WNR	Petroleum Refining	LONG	39.05	-1.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.50
SHORTS				-0.43
TOTAL				-0.07
S&P 500				-1.18
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	50583430.01	16887887.69	-20.17	0.00	337.98
S&P 500	49.90	5.93	-18.61	2.35	0.75