05-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	40.77	-1.85	HOLD
ANN	Women's Apparel Retailers	LONG	39.27	-1.13	HOLD
APEI	General Education Services	LONG	34.92	-1.02	HOLD
AUY	Integrated Mining	SHORT	7.42	-0.54	HOLD
BIG		LONG	39.37	-1.06	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.91	0.26	HOLD
OUTR	Consumer Goods Rental	LONG	71.66	0.08	HOLD
DEI	Commercial REITs - NEC	SHORT	28.00	0.04	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.69	-0.89	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.35	0.10	HOLD
GPI	New Car Dealers	LONG	72.62	-0.86	HOLD
GPRE	Industrial Gas	LONG	28.02	-1.55	HOLD
HTS	Mortgage REITs	SHORT	19.62	0.41	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	10.44	1.95	HOLD
KOP	Commodity Chemicals - NEC	LONG	39.19	-8.00	HOLD
KRNY	Commercial Banks	SHORT	14.09	-0.98	HOLD
LAD	New Car Dealers	LONG	75.22	-1.66	HOLD
MT	Steel - NEC	SHORT	16.06	-1.11	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	30.14	-1.73	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.18	0.29	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.96	-0.66	HOLD
NVS	Pharmaceuticals - NEC	SHORT	87.77	0.47	HOLD
O	Commercial REITs - NEC	SHORT	43.52	0.72	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.43	-0.35	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.39	0.49	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	82.63	-1.25	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	174.48	0.01	HOLD
SLV	Investment Trusts	SHORT	18.84	0.80	HOLD
SNN	Medical Devices & Implants	SHORT	78.07	0.13	HOLD
SNX	Computer Peripherals	LONG	65.54	-1.84	HOLD
STM	Semiconductors - NEC	SHORT	9.38	-0.85	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.48	-2.52	HOLD
THRX	Biopharmaceuticals	SHORT	26.99	1.01	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.07	-0.76	HOLD
V	Business Support Services - NEC	SHORT	207.13	1.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	69.77	2.35	HOLD
WNC	Heavy Trucks	LONG	13.31	-2.42	HOLD
YHOO	Search Engines	SHORT	36.91	0.11	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.53
SHORTS				0.32
TOTAL				-1.85
S&P 500				0.19
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1013054866529272100.00	243060570213629500.00	-30.45	0.00	354544.49
S&P 500	52.20	5.89	-18.61	2.40	0.76