21-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	42.18	-0.28	HOLD
ALJ	Petroleum Refining	LONG	16.31	3.62	HOLD
ANN	Women's Apparel Retailers	LONG	39.50	-1.25	HOLD
AUY	Integrated Mining	SHORT	7.77	-2.39	HOLD
AVB	Residential REITs	SHORT	134.25	0.46	HOLD
BIG		LONG	39.46	1.91	HOLD
BLT	Integrated Mining	LONG	11.63	-0.34	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.23	-0.24	HOLD
OUTR	Consumer Goods Rental	LONG	66.63	1.69	HOLD
DEI	Commercial REITs - NEC	SHORT	27.34	0.15	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.35	-0.16	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.50	-0.28	HOLD
EQR	Residential REITs	SHORT	58.24	1.29	HOLD
GG	Gold - NEC	SHORT	24.09	2.08	HOLD
GPI	New Car Dealers	LONG	64.22	0.20	HOLD
GPRE	Industrial Gas	LONG	30.20	4.32	HOLD
HTS	Mortgage REITs	SHORT	19.60	-0.10	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.15	0.38	HOLD
KRNY	Commercial Banks	SHORT	14.46	-0.28	HOLD
LAD	New Car Dealers	LONG	67.99	-0.54	HOLD
LNG	Natural Gas Pipeline	SHORT	56.90	2.93	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.29	1.05	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.47	0.92	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.99	0.00	HOLD
NVS	Pharmaceuticals - NEC	SHORT	85.46	0.93	HOLD
O	Commercial REITs - NEC	SHORT	41.93	0.10	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.44	0.36	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.90	0.67	HOLD
PLD	Industrial REITs	SHORT	41.39	0.24	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	151.35	2.71	HOLD
SLV	Investment Trusts	SHORT	18.67	-1.11	HOLD
SNN	Medical Devices & Implants	SHORT	73.52	0.35	HOLD
SNX	Computer Peripherals	LONG	69.71	-0.23	HOLD
STM	Semiconductors - NEC	SHORT	8.90	0.23	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.27	0.49	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.49	-0.06	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.32	1.30	HOLD
WNR	Petroleum Refining	LONG	41.41	0.34	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.64
SHORTS				0.46
TOTAL				0.18
S&P 500				0.35
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	115071393807098520000000.00	43147388306656854000000.00	-20.17	0.00	25265705.62
S&P 500	50.41	5.98	-18.61	2.32	0.75