21-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	35.85	3.17	HOLD
ANN	Women's Apparel Retailers	LONG	38.67	-0.54	HOLD
APEI	General Education Services	LONG	36.22	0.39	HOLD
AUY	Integrated Mining	SHORT	7.61	1.06	HOLD
BIG		LONG	37.36	-1.74	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.59	1.70	HOLD
CORE	Supermarkets & Convenience Stores	LONG	78.30	0.66	HOLD
OUTR	Consumer Goods Rental	LONG	70.80	2.03	HOLD
DEI	Commercial REITs - NEC	SHORT	27.98	0.18	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.48	0.54	HOLD
GG	Gold - NEC	SHORT	24.71	0.57	HOLD
GGP	Retail REITs	SHORT	23.40	-0.34	HOLD
GPI	New Car Dealers	LONG	78.14	1.15	HOLD
GPRE	Industrial Gas	LONG	27.90	1.31	HOLD
HTS	Mortgage REITs	SHORT	20.11	0.35	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	8.90	-1.66	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.09	-1.07	HOLD
KRNY	Commercial Banks	SHORT	13.65	0.37	HOLD
LAD	New Car Dealers	LONG	75.53	2.04	HOLD
MT	Steel - NEC	SHORT	15.46	-0.39	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.97	2.33	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.75	0.26	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.20	1.17	HOLD
NVS	Pharmaceuticals - NEC	SHORT	89.49	0.46	HOLD
O	Commercial REITs - NEC	SHORT	43.35	-0.76	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.28	-0.46	HOLD
SAFM	Animal Slaughtering & Processing	LONG	84.88	0.04	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	169.95	1.10	HOLD
SLV	Investment Trusts	SHORT	18.64	-0.05	HOLD
SNN	Medical Devices & Implants	SHORT	79.50	2.53	HOLD
SNX	Computer Peripherals	LONG	62.84	2.30	HOLD
STM	Semiconductors - NEC	SHORT	9.45	0.64	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.25	0.46	HOLD
THRX	Biopharmaceuticals	SHORT	27.34	1.41	HOLD
V	Business Support Services - NEC	SHORT	210.10	1.05	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	71.32	-0.34	HOLD
WGO	Recreational Products - NEC	LONG	23.14	0.09	HOLD
WNC	Heavy Trucks	LONG	13.22	1.15	HOLD
YHOO	Search Engines	SHORT	34.36	1.45	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.79
SHORTS				0.48
TOTAL				0.31
S&P 500				0.84
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1004804561943409200.00	246845668406366560.00	-30.44	0.00	297767.56
S&P 500	52.77	5.98	-18.61	2.35	0.75