14-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	45.20	2.73	HOLD
ALJ	Petroleum Refining	LONG	14.43	2.63	HOLD
ANN	Women's Apparel Retailers	LONG	38.70	-1.83	HOLD
AUY	Integrated Mining	SHORT	8.57	0.47	HOLD
AVB	Residential REITs	SHORT	133.25	0.76	HOLD
BIG		LONG	38.48	0.23	HOLD
BLT	Integrated Mining	LONG	11.50	0.52	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	36.48	-1.49	HOLD
OUTR	Consumer Goods Rental	LONG	65.72	-0.95	HOLD
DEI	Commercial REITs - NEC	SHORT	26.31	0.00	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.30	0.64	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	67.79	0.36	HOLD
EQR	Residential REITs	SHORT	58.08	0.61	HOLD
GG	Gold - NEC	SHORT	24.30	0.87	HOLD
GPI	New Car Dealers	LONG	62.50	2.58	HOLD
GPRE	Industrial Gas	LONG	27.35	-0.18	HOLD
HTS	Mortgage REITs	SHORT	19.59	0.00	HOLD
KOP	Commodity Chemicals - NEC	LONG	43.79	11.17	HOLD
KRNY	Commercial Banks	SHORT	14.56	0.34	HOLD
LAD	New Car Dealers	LONG	65.78	1.59	HOLD
LNG	Natural Gas Pipeline	SHORT	54.71	-2.22	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.80	0.76	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.92	0.08	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.57	5.18	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.83	1.40	HOLD
O	Commercial REITs - NEC	SHORT	41.43	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.13	1.63	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.79	0.06	HOLD
PLD	Industrial REITs	SHORT	40.10	0.12	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	142.84	0.01	HOLD
SLV	Investment Trusts	SHORT	19.21	0.10	HOLD
SNN	Medical Devices & Implants	SHORT	73.74	-0.01	HOLD
SNX	Computer Peripherals	LONG	67.74	0.64	HOLD
STM	Semiconductors - NEC	SHORT	8.57	-2.28	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.11	1.44	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.51	1.92	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.14	0.56	HOLD
WNR	Petroleum Refining	LONG	37.50	2.29	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.74
SHORTS				-0.02
TOTAL				1.76
S&P 500				0.79
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	112597063680304900000000.00	43074674639704955000000.00	-20.17	0.00	27155763.31
S&P 500	47.12	6.44	-18.61	2.04	0.71