10-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	44.46	-2.01	HOLD
ALJ	Petroleum Refining	LONG	14.72	-1.80	HOLD
ANN	Women's Apparel Retailers	LONG	40.24	-3.01	HOLD
AUY	Integrated Mining	SHORT	8.67	-1.81	HOLD
AVB	Residential REITs	SHORT	132.82	-0.38	HOLD
BIG		LONG	38.46	0.94	HOLD
BLT	Integrated Mining	LONG	11.68	-1.85	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.42	-1.73	HOLD
OUTR	Consumer Goods Rental	LONG	68.23	-3.75	BUY
DEI	Commercial REITs - NEC	SHORT	26.66	-0.52	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.38	-2.00	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	68.61	0.34	HOLD
EQR	Residential REITs	SHORT	59.17	-1.43	HOLD
GG	Gold - NEC	SHORT	24.53	-4.10	HOLD
GPI	New Car Dealers	LONG	61.99	-1.81	HOLD
GPRE	Industrial Gas	LONG	27.85	-3.57	HOLD
HTS	Mortgage REITs	SHORT	19.42	0.73	HOLD
KOP	Commodity Chemicals - NEC	LONG	39.93	-2.08	HOLD
KRNY	Commercial Banks	SHORT	14.57	-1.22	HOLD
LAD	New Car Dealers	LONG	66.40	-2.51	HOLD
LNG	Natural Gas Pipeline	SHORT	56.87	-4.05	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.99	-4.73	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.70	-0.65	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.02	-2.39	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.83	-0.24	HOLD
O	Commercial REITs - NEC	SHORT	41.32	-1.17	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.22	-0.24	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.20	-0.11	HOLD
PLD	Industrial REITs	SHORT	40.45	-2.08	HOLD
PZZA	Restaurants & Bars - NEC	LONG	48.34	-2.19	SELL
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	146.02	-0.92	HOLD
SLV	Investment Trusts	SHORT	19.27	0.84	HOLD
SNN	Medical Devices & Implants	SHORT	74.79	-1.90	HOLD
SNX	Computer Peripherals	LONG	69.66	-3.14	HOLD
STM	Semiconductors - NEC	SHORT	8.96	-3.14	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.16	-3.09	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.04	-4.25	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	65.91	-0.11	HOLD
WNR	Petroleum Refining	LONG	37.96	-3.04	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.26
SHORTS				-1.18
TOTAL				-1.08
S&P 500				-2.10
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	112258476282017420000000.00	43025977117163869000000.00	-20.17	0.00	28232090.09
S&P 500	47.29	6.39	-18.61	2.07	0.71