11-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	44.00	-1.03	HOLD
ALJ	Petroleum Refining	LONG	14.06	-4.48	HOLD
ANN	Women's Apparel Retailers	LONG	39.42	-2.04	HOLD
AUY	Integrated Mining	SHORT	8.53	-1.61	HOLD
AVB	Residential REITs	SHORT	132.25	-0.43	HOLD
BIG		LONG	38.39	-0.18	HOLD
BLT	Integrated Mining	LONG	11.45	-1.97	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.03	-1.04	HOLD
OUTR	Consumer Goods Rental	LONG	66.35	-2.76	HOLD
DEI	Commercial REITs - NEC	SHORT	26.31	-1.31	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.26	-1.88	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	67.55	-1.54	HOLD
EQR	Residential REITs	SHORT	57.73	-2.43	HOLD
GG	Gold - NEC	SHORT	24.09	-1.79	HOLD
GPI	New Car Dealers	LONG	60.93	-1.71	HOLD
GPRE	Industrial Gas	LONG	27.40	-1.62	HOLD
HTS	Mortgage REITs	SHORT	19.59	0.88	HOLD
KOP	Commodity Chemicals - NEC	LONG	39.39	-1.35	HOLD
KRNY	Commercial Banks	SHORT	14.51	-0.41	HOLD
LAD	New Car Dealers	LONG	64.75	-2.48	HOLD
LNG	Natural Gas Pipeline	SHORT	55.95	-1.62	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.56	-1.34	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.87	1.87	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.00	-0.18	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.67	-1.38	HOLD
O	Commercial REITs - NEC	SHORT	41.43	0.27	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.00	-2.68	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.78	-2.31	HOLD
PLD	Industrial REITs	SHORT	40.06	-0.96	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	142.83	-2.18	HOLD
SLV	Investment Trusts	SHORT	19.19	-0.42	HOLD
SNN	Medical Devices & Implants	SHORT	73.75	-1.39	HOLD
SNX	Computer Peripherals	LONG	67.31	-3.37	HOLD
STM	Semiconductors - NEC	SHORT	8.77	-2.12	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.91	-1.77	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.18	-4.77	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	67.76	2.81	HOLD
WNR	Petroleum Refining	LONG	36.66	-3.42	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.18
SHORTS				-0.74
TOTAL				-1.43
S&P 500				-0.90
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	110653528039905460000000.00	43052658511667526000000.00	-20.17	0.00	27547211.95
S&P 500	45.97	6.63	-18.61	1.95	0.69