24-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	42.38	-1.03	HOLD
ALJ	Petroleum Refining	LONG	16.48	-1.61	SELL
ANN	Women's Apparel Retailers	LONG	39.15	1.01	HOLD
APEI	General Education Services	LONG	34.85	-0.46	BUY
AUY	Integrated Mining	SHORT	7.57	-3.20	HOLD
AVB	Residential REITs	SHORT	133.94	0.44	HOLD
BIG		LONG	39.39	-0.56	HOLD
BLT	Integrated Mining	LONG	11.77	2.79	SELL
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.17	2.00	HOLD
OUTR	Consumer Goods Rental	LONG	67.71	-1.41	HOLD
DEI	Commercial REITs - NEC	SHORT	27.50	0.36	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.48	2.21	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	71.91	0.84	HOLD
EQR	Residential REITs	SHORT	58.54	1.19	HOLD
GG	Gold - NEC	SHORT	24.55	-0.65	COVER
GPI	New Car Dealers	LONG	69.39	6.87	HOLD
GPRE	Industrial Gas	LONG	29.58	-3.14	HOLD
HTS	Mortgage REITs	SHORT	19.73	0.00	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	10.47	-3.23	SHORT
KOP	Commodity Chemicals - NEC	LONG	44.00	-1.85	HOLD
KRNY	Commercial Banks	SHORT	14.65	1.95	HOLD
LAD	New Car Dealers	LONG	71.44	1.90	HOLD
LNG	Natural Gas Pipeline	SHORT	57.75	0.28	COVER
MT	Steel - NEC	SHORT	16.48	0.12	SHORT
MTRX	Oil Related Services and Equipment - NEC	LONG	32.51	-2.25	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.35	-1.56	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.60	-0.77	HOLD
NVS	Pharmaceuticals - NEC	SHORT	84.59	-1.83	HOLD
O	Commercial REITs - NEC	SHORT	42.74	1.09	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.42	-0.71	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.80	0.62	HOLD
PLD	Industrial REITs	SHORT	41.23	0.71	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	82.15	-0.28	BUY
SHPG	Pharmaceuticals - NEC	SHORT	165.40	0.73	HOLD
SLV	Investment Trusts	SHORT	18.92	1.23	HOLD
SNN	Medical Devices & Implants	SHORT	76.37	3.44	HOLD
SNX	Computer Peripherals	LONG	69.31	0.33	HOLD
STM	Semiconductors - NEC	SHORT	9.24	0.65	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.27	-1.31	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	16.29	-8.53	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.85	-0.23	HOLD
WNC	Heavy Trucks	LONG	13.99	2.04	BUY
WNR	Petroleum Refining	LONG	41.46	-0.17	SELL
TODAY SUMMARY				GAINS(%)
LONGS				-0.40
SHORTS				0.37
TOTAL				-0.77
S&P 500				0.20
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	113620317298916810000000.00	43206336557221870000000.00	-20.17	0.00	23727251.42
S&P 500	51.05	5.93	-18.61	2.36	0.75