07-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	44.16	-3.33	HOLD
ALJ	Petroleum Refining	LONG	14.40	-2.31	HOLD
ANN	Women's Apparel Retailers	LONG	40.53	-3.59	HOLD
AUY	Integrated Mining	SHORT	8.62	-0.46	HOLD
AVB	Residential REITs	SHORT	133.55	0.09	HOLD
BIG		LONG	36.69	-2.19	HOLD
BLT	Integrated Mining	LONG	11.67	-1.02	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.68	-0.58	HOLD
DEI	Commercial REITs - NEC	SHORT	26.97	0.15	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.36	-0.78	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	67.55	-0.68	HOLD
EQR	Residential REITs	SHORT	59.71	0.93	HOLD
GG	Gold - NEC	SHORT	24.75	-0.60	HOLD
GPI	New Car Dealers	LONG	62.59	-5.65	HOLD
GPRE	Industrial Gas	LONG	27.98	-2.13	HOLD
HTS	Mortgage REITs	SHORT	19.04	1.12	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.50	-0.30	HOLD
KRNY	Commercial Banks	SHORT	14.62	0.41	HOLD
LAD	New Car Dealers	LONG	65.69	-3.54	HOLD
LNG	Natural Gas Pipeline	SHORT	55.03	0.42	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.12	-6.36	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.32	-1.92	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.04	-2.21	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.52	0.01	HOLD
O	Commercial REITs - NEC	SHORT	41.51	1.89	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.20	1.74	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.62	-2.92	HOLD
PLD	Industrial REITs	SHORT	41.09	0.12	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.59	-3.23	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	143.81	-0.28	HOLD
SLV	Investment Trusts	SHORT	19.10	-0.31	HOLD
SNN	Medical Devices & Implants	SHORT	75.54	-0.77	HOLD
SNX	Computer Peripherals	LONG	75.71	-1.60	HOLD
STM	Semiconductors - NEC	SHORT	9.03	0.44	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.65	-1.88	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.29	-1.40	HOLD
VMW	IT Services & Consulting - NEC	SHORT	104.36	0.37	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	66.07	-0.86	HOLD
WNR	Petroleum Refining	LONG	38.60	-1.15	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.31
SHORTS				-0.02
TOTAL				-2.28
S&P 500				-1.11
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	49431109.04	16902195.74	-20.17	0.00	333.59
S&P 500	48.24	6.19	-18.61	2.18	0.73