28-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	40.90	-2.04	HOLD
ANN	Women's Apparel Retailers	LONG	39.76	1.51	HOLD
APEI	General Education Services	LONG	33.40	-1.36	HOLD
AUY	Integrated Mining	SHORT	7.42	-2.24	HOLD
AVB	Residential REITs	SHORT	136.84	1.12	HOLD
BIG		LONG	39.09	-0.96	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.62	1.47	HOLD
OUTR	Consumer Goods Rental	LONG	69.94	3.94	HOLD
DEI	Commercial REITs - NEC	SHORT	27.52	0.70	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.27	-0.63	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.28	-0.17	HOLD
EQR	Residential REITs	SHORT	59.50	1.43	HOLD
GPI	New Car Dealers	LONG	69.85	1.32	HOLD
GPRE	Industrial Gas	LONG	28.19	-2.15	HOLD
HTS	Mortgage REITs	SHORT	19.45	-1.17	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	10.02	-0.20	HOLD
KOP	Commodity Chemicals - NEC	LONG	42.67	-0.95	HOLD
KRNY	Commercial Banks	SHORT	14.48	0.21	HOLD
LAD	New Car Dealers	LONG	72.45	1.37	HOLD
MT	Steel - NEC	SHORT	15.98	-1.05	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.71	-2.26	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.34	0.32	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.27	0.25	HOLD
NVS	Pharmaceuticals - NEC	SHORT	85.36	1.05	HOLD
O	Commercial REITs - NEC	SHORT	43.58	1.61	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.46	0.83	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.44	4.30	HOLD
PLD	Industrial REITs	SHORT	40.94	0.52	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	81.80	0.22	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	172.33	6.08	HOLD
SLV	Investment Trusts	SHORT	18.85	-0.48	HOLD
SNN	Medical Devices & Implants	SHORT	77.85	1.24	HOLD
SNX	Computer Peripherals	LONG	66.77	-2.47	HOLD
STM	Semiconductors - NEC	SHORT	9.21	1.10	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	14.90	6.20	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	16.17	-1.88	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.03	1.42	HOLD
WNC	Heavy Trucks	LONG	13.59	0.15	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.28
SHORTS				0.65
TOTAL				-0.36
S&P 500				0.31
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	777737425497181820.00	185126869600948420.00	-30.46	0.00	350720.38
S&P 500	50.28	6.07	-18.61	2.27	0.74