15-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	33.95	-12.75	HOLD
ANN	Women's Apparel Retailers	LONG	39.38	-2.74	HOLD
APEI	General Education Services	LONG	35.59	0.28	HOLD
AUY	Integrated Mining	SHORT	7.36	-2.52	HOLD
BIG		LONG	38.09	-2.78	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.54	-1.10	HOLD
CORE	Supermarkets & Convenience Stores	LONG	78.34	0.63	BUY
OUTR	Consumer Goods Rental	LONG	68.92	-0.58	HOLD
DEI	Commercial REITs - NEC	SHORT	27.68	-0.68	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.55	0.46	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	70.74	-1.41	HOLD
GGP	Retail REITs	SHORT	23.34	-0.47	HOLD
GPI	New Car Dealers	LONG	76.06	-0.05	HOLD
GPRE	Industrial Gas	LONG	25.86	-3.76	HOLD
HTS	Mortgage REITs	SHORT	19.82	-0.10	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.19	-2.13	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.06	-0.91	HOLD
KRNY	Commercial Banks	SHORT	13.33	-0.52	HOLD
LAD	New Car Dealers	LONG	72.27	-1.07	HOLD
MT	Steel - NEC	SHORT	16.07	-1.35	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.37	-1.91	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.79	-0.17	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.22	-1.84	HOLD
NVS	Pharmaceuticals - NEC	SHORT	89.93	0.77	HOLD
O	Commercial REITs - NEC	SHORT	43.18	-0.96	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.95	1.02	SELL
PIR	Home Furnishings Retailers - NEC	LONG	17.63	-1.23	HOLD
SAFM	Animal Slaughtering & Processing	LONG	84.86	-0.48	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	166.49	-1.16	HOLD
SLV	Investment Trusts	SHORT	18.74	-1.37	HOLD
SNN	Medical Devices & Implants	SHORT	77.42	-0.09	HOLD
SNX	Computer Peripherals	LONG	60.51	-1.26	HOLD
STM	Semiconductors - NEC	SHORT	9.42	-2.99	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.16	-0.79	HOLD
THRX	Biopharmaceuticals	SHORT	28.37	-1.70	HOLD
V	Business Support Services - NEC	SHORT	207.45	-1.15	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	71.39	0.68	HOLD
WGO	Recreational Products - NEC	LONG	23.13	-1.87	HOLD
WNC	Heavy Trucks	LONG	12.96	-1.82	HOLD
YHOO	Search Engines	SHORT	33.80	-1.08	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.79
SHORTS				-0.98
TOTAL				-0.82
S&P 500				-0.88
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	997567246926575230.00	245558381454188510.00	-30.44	0.00	314480.70
S&P 500	51.37	6.13	-18.61	2.25	0.74