09-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	38.60	-2.11	HOLD
ANN	Women's Apparel Retailers	LONG	39.59	3.21	HOLD
APEI	General Education Services	LONG	36.70	9.78	HOLD
AUY	Integrated Mining	SHORT	7.22	-0.14	HOLD
BIG		LONG	39.02	0.31	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.13	-0.13	HOLD
OUTR	Consumer Goods Rental	LONG	67.43	0.70	HOLD
DEI	Commercial REITs - NEC	SHORT	27.87	-0.14	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.71	2.13	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.73	-0.37	HOLD
GPI	New Car Dealers	LONG	76.96	4.10	HOLD
GPRE	Industrial Gas	LONG	26.28	0.42	HOLD
HTS	Mortgage REITs	SHORT	19.68	0.66	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.22	-3.96	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.45	-0.27	HOLD
KRNY	Commercial Banks	SHORT	13.75	0.88	HOLD
LAD	New Car Dealers	LONG	72.40	1.54	HOLD
MT	Steel - NEC	SHORT	15.73	-3.79	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.49	18.13	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.40	-0.05	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.61	-0.17	HOLD
NVS	Pharmaceuticals - NEC	SHORT	88.41	0.57	HOLD
O	Commercial REITs - NEC	SHORT	43.78	-0.48	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.44	1.32	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.99	0.67	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	81.93	1.44	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	168.18	-0.97	HOLD
SLV	Investment Trusts	SHORT	18.42	-0.11	HOLD
SNN	Medical Devices & Implants	SHORT	77.17	-0.86	HOLD
SNX	Computer Peripherals	LONG	62.09	1.03	HOLD
STM	Semiconductors - NEC	SHORT	9.52	-0.52	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.56	0.52	HOLD
THRX	Biopharmaceuticals	SHORT	26.86	-0.11	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	16.37	-0.12	HOLD
V	Business Support Services - NEC	SHORT	210.81	-0.04	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	70.10	0.14	HOLD
WNC	Heavy Trucks	LONG	13.26	0.99	HOLD
YHOO	Search Engines	SHORT	33.76	-0.47	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.30
SHORTS				-0.49
TOTAL				2.79
S&P 500				0.15
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1017391386957768400.00	244500811594383620.00	-30.45	0.00	335006.60
S&P 500	51.83	6.00	-18.61	2.33	0.75