29-Apr-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	40.48	-1.03	HOLD
ANN	Women's Apparel Retailers	LONG	39.49	-0.68	HOLD
APEI	General Education Services	LONG	33.92	1.56	HOLD
AUY	Integrated Mining	SHORT	7.64	2.96	HOLD
AVB	Residential REITs	SHORT	136.54	-0.22	HOLD
BIG		LONG	39.34	0.64	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.54	2.38	HOLD
OUTR	Consumer Goods Rental	LONG	68.97	-1.39	HOLD
DEI	Commercial REITs - NEC	SHORT	27.65	0.47	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.65	6.06	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.48	0.28	HOLD
EQR	Residential REITs	SHORT	59.32	-0.30	HOLD
GPI	New Car Dealers	LONG	70.82	1.39	HOLD
GPRE	Industrial Gas	LONG	28.51	1.14	HOLD
HTS	Mortgage REITs	SHORT	19.27	-0.93	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	10.34	3.19	HOLD
KOP	Commodity Chemicals - NEC	LONG	42.40	-0.63	HOLD
KRNY	Commercial Banks	SHORT	14.53	0.35	HOLD
LAD	New Car Dealers	LONG	73.63	1.63	HOLD
MT	Steel - NEC	SHORT	16.11	0.81	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.76	0.16	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.00	1.04	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.86	-3.34	HOLD
NVS	Pharmaceuticals - NEC	SHORT	86.45	1.28	HOLD
O	Commercial REITs - NEC	SHORT	43.40	0.01	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.41	-0.59	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.19	-1.36	HOLD
PLD	Industrial REITs	SHORT	40.89	-0.12	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	81.23	-0.70	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	169.13	-1.86	HOLD
SLV	Investment Trusts	SHORT	18.76	-0.48	HOLD
SNN	Medical Devices & Implants	SHORT	78.61	0.98	HOLD
SNX	Computer Peripherals	LONG	66.79	0.03	HOLD
STM	Semiconductors - NEC	SHORT	9.45	2.61	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.21	2.08	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	16.47	1.86	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.11	0.12	HOLD
WNC	Heavy Trucks	LONG	12.76	-6.11	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.04
SHORTS				0.63
TOTAL				-0.59
S&P 500				0.47
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	773306362476606460.00	185341515616387010.00	-30.46	0.00	345000.10
S&P 500	50.99	5.98	-18.61	2.33	0.75