16-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	46.20	2.35	HOLD
ALJ	Petroleum Refining	LONG	15.34	4.85	HOLD
ANN	Women's Apparel Retailers	LONG	40.02	-0.20	HOLD
AUY	Integrated Mining	SHORT	8.02	-4.30	HOLD
AVB	Residential REITs	SHORT	135.20	0.48	HOLD
BIG		LONG	38.92	0.96	HOLD
BLT	Integrated Mining	LONG	11.62	1.31	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	36.54	0.88	HOLD
OUTR	Consumer Goods Rental	LONG	65.52	0.48	HOLD
DEI	Commercial REITs - NEC	SHORT	27.37	2.74	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.27	0.00	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	69.86	1.72	HOLD
EQR	Residential REITs	SHORT	58.43	0.72	HOLD
GG	Gold - NEC	SHORT	23.81	0.42	HOLD
GPI	New Car Dealers	LONG	62.97	-0.24	HOLD
GPRE	Industrial Gas	LONG	29.02	4.31	HOLD
HTS	Mortgage REITs	SHORT	19.61	-0.41	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.25	3.29	HOLD
KRNY	Commercial Banks	SHORT	14.43	-1.03	HOLD
LAD	New Car Dealers	LONG	67.51	0.76	HOLD
LNG	Natural Gas Pipeline	SHORT	54.83	1.01	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.70	2.06	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.70	0.62	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.81	1.29	HOLD
NVS	Pharmaceuticals - NEC	SHORT	84.41	0.74	HOLD
O	Commercial REITs - NEC	SHORT	42.78	0.49	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.25	0.98	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.10	-1.58	HOLD
PLD	Industrial REITs	SHORT	40.90	0.47	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	146.78	1.65	HOLD
SLV	Investment Trusts	SHORT	18.88	0.00	HOLD
SNN	Medical Devices & Implants	SHORT	73.59	0.57	HOLD
SNX	Computer Peripherals	LONG	69.59	1.62	HOLD
STM	Semiconductors - NEC	SHORT	8.75	0.57	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.39	1.62	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.41	0.35	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	67.24	-0.33	HOLD
WNR	Petroleum Refining	LONG	39.97	3.93	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.48
SHORTS				0.35
TOTAL				1.13
S&P 500				1.05
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	114851883791190820000000.00	43112866543446790000000.00	-20.17	0.00	26266307.02
S&P 500	49.68	6.06	-18.61	2.27	0.74