08-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	39.43	-1.23	HOLD
ANN	Women's Apparel Retailers	LONG	38.36	-0.03	HOLD
APEI	General Education Services	LONG	33.43	-1.96	HOLD
AUY	Integrated Mining	SHORT	7.23	-0.82	HOLD
BIG		LONG	38.90	0.05	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.18	-0.20	HOLD
OUTR	Consumer Goods Rental	LONG	66.96	-1.96	HOLD
DEI	Commercial REITs - NEC	SHORT	27.91	0.90	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.57	-1.79	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.99	-2.83	HOLD
GPI	New Car Dealers	LONG	73.93	0.82	HOLD
GPRE	Industrial Gas	LONG	26.17	-3.29	HOLD
HTS	Mortgage REITs	SHORT	19.55	-0.81	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.60	-2.24	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.55	-0.27	HOLD
KRNY	Commercial Banks	SHORT	13.63	-1.30	HOLD
LAD	New Car Dealers	LONG	71.30	-0.77	HOLD
MT	Steel - NEC	SHORT	16.35	1.30	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	28.35	-3.37	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.43	1.28	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.63	-2.51	HOLD
NVS	Pharmaceuticals - NEC	SHORT	87.91	-0.45	HOLD
O	Commercial REITs - NEC	SHORT	43.99	-0.50	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.33	-0.95	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.87	1.13	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	80.77	-3.58	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	169.82	-0.19	HOLD
SLV	Investment Trusts	SHORT	18.44	-0.70	HOLD
SNN	Medical Devices & Implants	SHORT	77.84	-0.17	HOLD
SNX	Computer Peripherals	LONG	61.46	-0.93	HOLD
STM	Semiconductors - NEC	SHORT	9.57	0.63	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.48	0.52	HOLD
THRX	Biopharmaceuticals	SHORT	26.89	-0.88	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	16.39	0.55	HOLD
V	Business Support Services - NEC	SHORT	210.90	1.05	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	70.00	-0.82	HOLD
WNC	Heavy Trucks	LONG	13.13	-0.68	HOLD
YHOO	Search Engines	SHORT	33.92	-0.44	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.07
SHORTS				-0.36
TOTAL				-0.71
S&P 500				-0.11
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	989781918288840830.00	243955607828108100.00	-30.45	0.00	336966.36
S&P 500	51.60	6.02	-18.61	2.31	0.75