23-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	42.82	-0.02	HOLD
ALJ	Petroleum Refining	LONG	16.75	1.58	HOLD
ANN	Women's Apparel Retailers	LONG	38.76	-1.95	HOLD
AUY	Integrated Mining	SHORT	7.82	0.77	HOLD
AVB	Residential REITs	SHORT	133.35	-0.91	HOLD
BIG		LONG	39.61	1.05	HOLD
BLT	Integrated Mining	LONG	11.45	-2.14	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	37.42	0.13	HOLD
OUTR	Consumer Goods Rental	LONG	68.68	0.93	HOLD
DEI	Commercial REITs - NEC	SHORT	27.40	0.15	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.34	-2.46	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	71.31	0.96	HOLD
EQR	Residential REITs	SHORT	57.85	-0.48	HOLD
GG	Gold - NEC	SHORT	24.71	0.98	HOLD
GPI	New Car Dealers	LONG	64.93	0.31	HOLD
GPRE	Industrial Gas	LONG	30.54	-0.20	HOLD
HTS	Mortgage REITs	SHORT	19.73	-0.40	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.82	-0.62	HOLD
KRNY	Commercial Banks	SHORT	14.37	-0.69	HOLD
LAD	New Car Dealers	LONG	70.11	3.01	HOLD
LNG	Natural Gas Pipeline	SHORT	57.59	-0.23	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.26	-1.68	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	65.37	0.32	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.69	-2.58	HOLD
NVS	Pharmaceuticals - NEC	SHORT	86.17	-0.45	HOLD
O	Commercial REITs - NEC	SHORT	42.28	-0.33	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.48	-0.82	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.69	-1.39	HOLD
PLD	Industrial REITs	SHORT	40.94	-0.70	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	164.20	2.68	HOLD
SLV	Investment Trusts	SHORT	18.69	-0.11	HOLD
SNN	Medical Devices & Implants	SHORT	73.83	0.14	HOLD
SNX	Computer Peripherals	LONG	69.08	-1.09	HOLD
STM	Semiconductors - NEC	SHORT	9.18	0.55	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.46	1.40	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.81	-1.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	69.01	0.42	HOLD
WNR	Petroleum Refining	LONG	41.53	0.29	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.41
SHORTS				0.14
TOTAL				-0.55
S&P 500				-0.23
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	114505042474065720000000.00	43185983147006902000000.00	-20.17	0.00	24255234.76
S&P 500	50.74	5.96	-18.61	2.34	0.75