12-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	40.63	5.26	HOLD
ANN	Women's Apparel Retailers	LONG	41.29	4.29	HOLD
APEI	General Education Services	LONG	37.87	3.19	HOLD
AUY	Integrated Mining	SHORT	7.20	-0.28	HOLD
BIG		LONG	39.81	2.02	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.75	1.58	HOLD
OUTR	Consumer Goods Rental	LONG	68.64	1.79	HOLD
DEI	Commercial REITs - NEC	SHORT	28.14	0.97	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.79	1.19	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	71.04	0.44	HOLD
GPI	New Car Dealers	LONG	79.05	2.72	HOLD
GPRE	Industrial Gas	LONG	27.37	4.15	HOLD
HTS	Mortgage REITs	SHORT	19.63	-0.25	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.77	5.62	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.32	2.32	HOLD
KRNY	Commercial Banks	SHORT	13.95	1.45	HOLD
LAD	New Car Dealers	LONG	76.00	4.97	HOLD
MT	Steel - NEC	SHORT	15.92	2.51	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.38	-0.57	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.41	0.02	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.83	1.89	HOLD
NVS	Pharmaceuticals - NEC	SHORT	88.61	0.23	HOLD
O	Commercial REITs - NEC	SHORT	44.08	0.69	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.47	0.36	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.42	2.39	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	84.15	2.77	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	166.97	-0.70	HOLD
SLV	Investment Trusts	SHORT	18.78	1.95	HOLD
SNN	Medical Devices & Implants	SHORT	78.35	1.53	HOLD
SNX	Computer Peripherals	LONG	64.66	4.14	HOLD
STM	Semiconductors - NEC	SHORT	9.72	2.10	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	16.01	2.89	HOLD
THRX	Biopharmaceuticals	SHORT	26.68	-0.67	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	16.76	2.38	SELL
V	Business Support Services - NEC	SHORT	211.70	0.42	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	70.95	1.21	HOLD
WGO	Recreational Products - NEC	LONG	24.63	2.16	BUY
WNC	Heavy Trucks	LONG	13.66	3.02	HOLD
YHOO	Search Engines	SHORT	34.45	2.04	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.69
SHORTS				1.04
TOTAL				1.65
S&P 500				0.97
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1034279415028108800.00	244990084399294910.00	-30.43	0.00	332061.97
S&P 500	53.30	5.81	-18.61	2.46	0.77