02-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	41.54	-0.36	HOLD
ANN	Women's Apparel Retailers	LONG	39.72	1.59	HOLD
APEI	General Education Services	LONG	35.28	2.77	HOLD
AUY	Integrated Mining	SHORT	7.46	0.81	HOLD
AVB	Residential REITs	SHORT	137.07	0.51	COVER
BIG		LONG	39.79	0.73	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.81	0.39	HOLD
OUTR	Consumer Goods Rental	LONG	71.52	6.16	HOLD
DEI	Commercial REITs - NEC	SHORT	27.99	0.54	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.75	0.90	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.28	0.56	HOLD
EQR	Residential REITs	SHORT	60.21	1.04	COVER
GPI	New Car Dealers	LONG	73.25	0.22	HOLD
GPRE	Industrial Gas	LONG	28.46	-1.42	HOLD
HTS	Mortgage REITs	SHORT	19.54	-0.46	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	10.24	-1.54	HOLD
KOP	Commodity Chemicals - NEC	LONG	42.59	0.24	HOLD
KRNY	Commercial Banks	SHORT	14.23	-0.63	HOLD
LAD	New Car Dealers	LONG	76.49	0.87	HOLD
MT	Steel - NEC	SHORT	16.24	0.12	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.67	0.33	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.87	-0.10	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.04	1.60	HOLD
NVS	Pharmaceuticals - NEC	SHORT	87.36	0.41	HOLD
O	Commercial REITs - NEC	SHORT	43.21	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.46	-1.28	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.30	0.11	HOLD
PLD	Industrial REITs	SHORT	40.79	-0.37	COVER
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	83.68	1.16	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	174.46	-0.80	HOLD
SLV	Investment Trusts	SHORT	18.69	1.85	HOLD
SNN	Medical Devices & Implants	SHORT	77.97	1.50	HOLD
SNX	Computer Peripherals	LONG	66.77	0.44	HOLD
STM	Semiconductors - NEC	SHORT	9.46	-0.11	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.88	-0.06	HOLD
THRX	Biopharmaceuticals	SHORT	26.72	-0.26	SHORT
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.20	-0.35	HOLD
V	Business Support Services - NEC	SHORT	204.42	-0.81	SHORT
WES	Oil & Gas Refining and Marketing - NEC	SHORT	68.17	0.03	HOLD
WNC	Heavy Trucks	LONG	13.64	1.41	HOLD
YHOO	Search Engines	SHORT	36.87	0.99	SHORT
TODAY SUMMARY				GAINS(%)
LONGS				0.79
SHORTS				0.19
TOTAL				0.60
S&P 500				-0.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1030635209046805200.00	242650612076921540.00	-30.45	0.00	361667.86
S&P 500	51.91	5.92	-18.61	2.38	0.76