22-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	36.71	2.40	HOLD
ANN	Women's Apparel Retailers	LONG	39.20	1.37	HOLD
APEI	General Education Services	LONG	35.44	-2.15	HOLD
AUY	Integrated Mining	SHORT	7.56	-0.66	HOLD
BIG		LONG	37.87	1.37	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.72	0.33	HOLD
CORE	Supermarkets & Convenience Stores	LONG	78.30	0.00	HOLD
OUTR	Consumer Goods Rental	LONG	71.77	1.37	HOLD
DEI	Commercial REITs - NEC	SHORT	27.87	-0.39	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.55	1.08	HOLD
GG	Gold - NEC	SHORT	24.65	-0.24	HOLD
GGP	Retail REITs	SHORT	23.44	0.17	HOLD
GPI	New Car Dealers	LONG	78.75	0.79	HOLD
GPRE	Industrial Gas	LONG	27.85	-0.18	HOLD
HTS	Mortgage REITs	SHORT	20.19	0.40	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.51	6.85	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.16	0.14	HOLD
KRNY	Commercial Banks	SHORT	13.68	0.22	HOLD
LAD	New Car Dealers	LONG	76.03	0.69	HOLD
MT	Steel - NEC	SHORT	15.22	-1.55	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.97	0.00	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	61.99	-1.21	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.24	0.36	HOLD
NVS	Pharmaceuticals - NEC	SHORT	89.98	0.55	HOLD
O	Commercial REITs - NEC	SHORT	42.89	-1.06	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.75	2.72	HOLD
SAFM	Animal Slaughtering & Processing	LONG	84.90	0.02	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	169.96	0.01	HOLD
SLV	Investment Trusts	SHORT	18.73	0.48	HOLD
SNN	Medical Devices & Implants	SHORT	80.65	1.45	HOLD
SNX	Computer Peripherals	LONG	63.25	0.65	HOLD
STM	Semiconductors - NEC	SHORT	9.28	-1.80	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.23	-0.13	HOLD
THRX	Biopharmaceuticals	SHORT	28.54	4.39	HOLD
V	Business Support Services - NEC	SHORT	209.37	-0.35	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	71.37	0.07	HOLD
WGO	Recreational Products - NEC	LONG	23.58	1.90	HOLD
WNC	Heavy Trucks	LONG	13.62	3.03	HOLD
YHOO	Search Engines	SHORT	34.70	0.99	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.81
SHORTS				0.43
TOTAL				0.38
S&P 500				0.24
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1008628249605686400.00	247180095162441220.00	-30.44	0.00	293935.78
S&P 500	53.14	5.94	-18.61	2.37	0.76