17-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	42.30	-8.44	HOLD
ALJ	Petroleum Refining	LONG	15.74	2.61	HOLD
ANN	Women's Apparel Retailers	LONG	40.00	-0.05	HOLD
AUY	Integrated Mining	SHORT	7.96	-0.75	HOLD
AVB	Residential REITs	SHORT	133.64	-1.15	HOLD
BIG		LONG	38.72	-0.51	HOLD
BLT	Integrated Mining	LONG	11.67	0.43	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.32	2.13	HOLD
OUTR	Consumer Goods Rental	LONG	65.52	0.00	HOLD
DEI	Commercial REITs - NEC	SHORT	27.30	-0.26	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.36	1.44	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.70	1.20	HOLD
EQR	Residential REITs	SHORT	57.50	-1.59	HOLD
GG	Gold - NEC	SHORT	23.60	-0.88	HOLD
GPI	New Car Dealers	LONG	64.09	1.78	HOLD
GPRE	Industrial Gas	LONG	28.95	-0.24	HOLD
HTS	Mortgage REITs	SHORT	19.62	0.05	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.98	-0.60	HOLD
KRNY	Commercial Banks	SHORT	14.50	0.49	HOLD
LAD	New Car Dealers	LONG	68.36	1.26	HOLD
LNG	Natural Gas Pipeline	SHORT	55.28	0.82	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.95	0.76	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.87	1.84	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.99	1.52	HOLD
NVS	Pharmaceuticals - NEC	SHORT	84.67	0.31	HOLD
O	Commercial REITs - NEC	SHORT	41.89	-2.08	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.41	1.94	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.84	-1.44	HOLD
PLD	Industrial REITs	SHORT	41.29	0.95	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	147.36	0.40	HOLD
SLV	Investment Trusts	SHORT	18.88	0.00	HOLD
SNN	Medical Devices & Implants	SHORT	73.26	0.71	HOLD
SNX	Computer Peripherals	LONG	69.87	0.40	HOLD
STM	Semiconductors - NEC	SHORT	8.88	1.49	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.20	-1.32	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.50	0.52	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	67.44	0.30	HOLD
WNR	Petroleum Refining	LONG	41.27	3.25	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.17
SHORTS				0.20
TOTAL				-0.02
S&P 500				0.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	114888997879294710000000.00	43129908918171921000000.00	-20.17	0.00	25755322.73
S&P 500	49.89	6.04	-18.61	2.28	0.74