15-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	45.14	-0.13	HOLD
ALJ	Petroleum Refining	LONG	14.63	1.39	HOLD
ANN	Women's Apparel Retailers	LONG	40.10	3.62	HOLD
AUY	Integrated Mining	SHORT	8.38	-2.22	HOLD
AVB	Residential REITs	SHORT	134.55	0.98	HOLD
BIG		LONG	38.55	0.18	HOLD
BLT	Integrated Mining	LONG	11.47	-0.26	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	36.22	-0.71	HOLD
OUTR	Consumer Goods Rental	LONG	65.21	-0.78	HOLD
DEI	Commercial REITs - NEC	SHORT	26.64	1.25	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.27	-0.48	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	68.68	1.31	HOLD
EQR	Residential REITs	SHORT	58.01	-0.12	HOLD
GG	Gold - NEC	SHORT	23.71	-2.23	HOLD
GPI	New Car Dealers	LONG	63.12	0.99	HOLD
GPRE	Industrial Gas	LONG	27.82	1.72	HOLD
HTS	Mortgage REITs	SHORT	19.69	0.51	HOLD
KOP	Commodity Chemicals - NEC	LONG	43.81	0.05	HOLD
KRNY	Commercial Banks	SHORT	14.58	0.14	HOLD
LAD	New Car Dealers	LONG	67.00	1.85	HOLD
LNG	Natural Gas Pipeline	SHORT	54.28	-0.79	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.04	0.75	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.31	-0.95	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.66	0.78	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.79	-0.05	HOLD
O	Commercial REITs - NEC	SHORT	42.57	2.75	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.17	0.49	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.39	3.37	HOLD
PLD	Industrial REITs	SHORT	40.71	1.52	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	144.40	1.09	HOLD
SLV	Investment Trusts	SHORT	18.88	-1.72	HOLD
SNN	Medical Devices & Implants	SHORT	73.17	-0.77	HOLD
SNX	Computer Peripherals	LONG	68.48	1.09	HOLD
STM	Semiconductors - NEC	SHORT	8.70	1.52	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.16	0.35	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.35	-0.91	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	67.46	-1.00	HOLD
WNR	Petroleum Refining	LONG	38.46	2.56	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.88
SHORTS				0.03
TOTAL				0.85
S&P 500				0.69
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	113569941587073420000000.00	43095211355872004000000.00	-20.17	0.00	26695576.34
S&P 500	48.13	6.28	-18.61	2.13	0.72