13-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	40.34	-0.71	HOLD
ANN	Women's Apparel Retailers	LONG	41.17	-0.29	HOLD
APEI	General Education Services	LONG	36.97	-2.38	HOLD
AUY	Integrated Mining	SHORT	7.16	-0.56	HOLD
BIG		LONG	39.73	-0.20	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.35	-1.01	HOLD
OUTR	Consumer Goods Rental	LONG	67.85	-1.15	HOLD
DEI	Commercial REITs - NEC	SHORT	27.67	-1.67	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.66	-1.91	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	72.43	1.96	HOLD
GGP	Retail REITs	SHORT	23.49	-0.97	SHORT
GPI	New Car Dealers	LONG	77.94	-1.40	HOLD
GPRE	Industrial Gas	LONG	27.40	0.11	HOLD
HTS	Mortgage REITs	SHORT	19.64	0.05	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.35	-4.30	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.44	0.34	HOLD
KRNY	Commercial Banks	SHORT	13.65	-2.15	HOLD
LAD	New Car Dealers	LONG	74.15	-2.43	HOLD
MT	Steel - NEC	SHORT	16.08	1.01	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.00	-1.14	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.59	-1.29	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.64	-1.61	HOLD
NVS	Pharmaceuticals - NEC	SHORT	88.47	-0.16	HOLD
O	Commercial REITs - NEC	SHORT	43.68	-0.91	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.61	1.65	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.42	0.00	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	COVER
SAFM	Animal Slaughtering & Processing	LONG	84.85	0.83	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	169.27	1.38	HOLD
SLV	Investment Trusts	SHORT	18.77	-0.05	HOLD
SNN	Medical Devices & Implants	SHORT	78.17	-0.23	HOLD
SNX	Computer Peripherals	LONG	63.73	-1.44	HOLD
STM	Semiconductors - NEC	SHORT	9.73	0.10	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.58	-2.69	HOLD
THRX	Biopharmaceuticals	SHORT	27.04	1.35	HOLD
V	Business Support Services - NEC	SHORT	212.06	0.17	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	70.72	-0.32	HOLD
WGO	Recreational Products - NEC	LONG	24.71	0.32	HOLD
WNC	Heavy Trucks	LONG	13.56	-0.73	HOLD
YHOO	Search Engines	SHORT	34.40	-0.15	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.78
SHORTS				-0.34
TOTAL				-0.44
S&P 500				0.09
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1029704700050566400.00	245196275269944990.00	-30.43	0.00	326866.41
S&P 500	53.44	5.81	-18.61	2.46	0.77