01-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	41.69	1.96	HOLD
ANN	Women's Apparel Retailers	LONG	39.10	-0.23	HOLD
APEI	General Education Services	LONG	34.33	-0.78	HOLD
AUY	Integrated Mining	SHORT	7.40	-1.07	HOLD
AVB	Residential REITs	SHORT	136.37	-0.13	HOLD
BIG		LONG	39.50	0.00	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.66	-1.65	HOLD
OUTR	Consumer Goods Rental	LONG	67.37	-2.86	HOLD
DEI	Commercial REITs - NEC	SHORT	27.84	0.87	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.69	-0.74	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	69.89	-0.16	HOLD
EQR	Residential REITs	SHORT	59.59	0.25	HOLD
GPI	New Car Dealers	LONG	73.09	1.33	HOLD
GPRE	Industrial Gas	LONG	28.87	-3.44	HOLD
HTS	Mortgage REITs	SHORT	19.63	0.31	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	10.40	2.36	HOLD
KOP	Commodity Chemicals - NEC	LONG	42.49	-0.49	HOLD
KRNY	Commercial Banks	SHORT	14.32	-1.78	HOLD
LAD	New Car Dealers	LONG	75.83	2.09	HOLD
MT	Steel - NEC	SHORT	16.22	-0.18	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.57	-1.29	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.93	-0.65	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.85	-1.58	HOLD
NVS	Pharmaceuticals - NEC	SHORT	87.00	0.07	HOLD
O	Commercial REITs - NEC	SHORT	43.21	-0.55	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.57	0.94	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.28	0.11	HOLD
PLD	Industrial REITs	SHORT	40.94	0.76	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	82.72	0.55	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	175.87	2.40	HOLD
SLV	Investment Trusts	SHORT	18.35	-0.60	HOLD
SNN	Medical Devices & Implants	SHORT	76.82	-1.44	HOLD
SNX	Computer Peripherals	LONG	66.48	-1.34	HOLD
STM	Semiconductors - NEC	SHORT	9.47	-0.21	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.89	3.52	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.26	-1.43	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.15	0.22	HOLD
WNC	Heavy Trucks	LONG	13.45	0.67	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.16
SHORTS				-0.06
TOTAL				-0.10
S&P 500				0.01
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1024284466061688800.00	242325524205219460.00	-30.45	0.00	366287.17
S&P 500	52.12	5.88	-18.61	2.41	0.76