22-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	42.83	1.54	HOLD
ALJ	Petroleum Refining	LONG	16.49	1.10	HOLD
ANN	Women's Apparel Retailers	LONG	39.53	0.08	HOLD
AUY	Integrated Mining	SHORT	7.76	-0.13	HOLD
AVB	Residential REITs	SHORT	134.57	0.24	HOLD
BIG		LONG	39.20	-0.66	HOLD
BLT	Integrated Mining	LONG	11.70	0.60	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.37	0.38	HOLD
OUTR	Consumer Goods Rental	LONG	68.05	2.13	HOLD
DEI	Commercial REITs - NEC	SHORT	27.36	0.07	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.50	2.36	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.63	0.18	HOLD
EQR	Residential REITs	SHORT	58.13	-0.19	HOLD
GG	Gold - NEC	SHORT	24.47	1.58	HOLD
GPI	New Car Dealers	LONG	64.73	0.79	HOLD
GPRE	Industrial Gas	LONG	30.60	1.32	HOLD
HTS	Mortgage REITs	SHORT	19.81	1.07	HOLD
KOP	Commodity Chemicals - NEC	LONG	45.10	-0.11	HOLD
KRNY	Commercial Banks	SHORT	14.47	0.07	HOLD
LAD	New Car Dealers	LONG	68.06	0.10	HOLD
LNG	Natural Gas Pipeline	SHORT	57.72	1.44	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.83	1.61	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.16	-0.47	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.00	0.08	HOLD
NVS	Pharmaceuticals - NEC	SHORT	86.56	1.29	HOLD
O	Commercial REITs - NEC	SHORT	42.42	1.17	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.55	1.30	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.94	0.22	HOLD
PLD	Industrial REITs	SHORT	41.23	-0.39	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	159.91	5.66	HOLD
SLV	Investment Trusts	SHORT	18.71	0.21	HOLD
SNN	Medical Devices & Implants	SHORT	73.73	0.29	HOLD
SNX	Computer Peripherals	LONG	69.84	0.19	HOLD
STM	Semiconductors - NEC	SHORT	9.13	2.58	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.26	-0.07	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.05	3.20	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.72	0.59	HOLD
WNR	Petroleum Refining	LONG	41.41	0.00	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.83
SHORTS				0.78
TOTAL				0.05
S&P 500				0.45
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	115128939051437130000000.00	43165090957369901000000.00	-20.17	0.00	24778043.58
S&P 500	51.10	5.90	-18.61	2.38	0.75