25-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	41.75	-1.49	HOLD
ANN	Women's Apparel Retailers	LONG	39.17	0.05	HOLD
APEI	General Education Services	LONG	33.86	-2.84	HOLD
AUY	Integrated Mining	SHORT	7.59	0.26	HOLD
AVB	Residential REITs	SHORT	135.33	1.04	HOLD
BIG		LONG	39.47	0.20	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.06	-0.29	HOLD
OUTR	Consumer Goods Rental	LONG	67.29	-0.62	HOLD
DEI	Commercial REITs - NEC	SHORT	27.33	-0.62	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.31	-2.62	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.40	-2.10	HOLD
EQR	Residential REITs	SHORT	58.66	0.20	HOLD
GPI	New Car Dealers	LONG	68.94	-0.65	HOLD
GPRE	Industrial Gas	LONG	28.81	-2.60	HOLD
HTS	Mortgage REITs	SHORT	19.68	-0.25	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	10.04	-4.11	HOLD
KOP	Commodity Chemicals - NEC	LONG	43.08	-2.09	HOLD
KRNY	Commercial Banks	SHORT	14.45	-1.37	HOLD
LAD	New Car Dealers	LONG	71.47	0.04	HOLD
MT	Steel - NEC	SHORT	16.15	-2.00	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.42	-3.35	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.14	-1.88	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.24	5.52	HOLD
NVS	Pharmaceuticals - NEC	SHORT	84.47	-0.14	HOLD
O	Commercial REITs - NEC	SHORT	42.89	0.35	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.39	-0.36	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.68	-0.67	HOLD
PLD	Industrial REITs	SHORT	40.73	-1.21	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	81.62	-0.65	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	162.45	-1.78	HOLD
SLV	Investment Trusts	SHORT	18.94	0.11	HOLD
SNN	Medical Devices & Implants	SHORT	76.90	0.69	HOLD
SNX	Computer Peripherals	LONG	68.46	-1.23	HOLD
STM	Semiconductors - NEC	SHORT	9.11	-1.41	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.03	-1.68	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	16.48	1.17	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	67.70	-1.67	HOLD
WNC	Heavy Trucks	LONG	13.57	-3.00	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.89
SHORTS				-0.81
TOTAL				-0.08
S&P 500				-0.82
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	113530056102484710000000.00	43226939193459902000000.00	-20.17	0.00	23263315.83
S&P 500	49.81	6.13	-18.61	2.23	0.73