27-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	37.82	1.48	HOLD
ANN	Women's Apparel Retailers	LONG	39.08	0.21	HOLD
APEI	General Education Services	LONG	35.78	0.79	HOLD
AUY	Integrated Mining	SHORT	7.25	-4.10	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.65	-0.92	HOLD
CORE	Supermarkets & Convenience Stores	LONG	79.74	1.50	HOLD
CPK	Natural Gas Distribution	LONG	65.88	1.29	HOLD
OUTR	Consumer Goods Rental	LONG	71.01	-1.68	HOLD
DEI	Commercial REITs - NEC	SHORT	28.38	0.71	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.78	1.65	HOLD
GG	Gold - NEC	SHORT	23.56	-3.72	HOLD
GGP	Retail REITs	SHORT	23.57	0.26	HOLD
GPI	New Car Dealers	LONG	79.72	0.23	HOLD
GPRE	Industrial Gas	LONG	28.01	-0.32	HOLD
HTS	Mortgage REITs	SHORT	20.34	0.30	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.66	-0.82	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.19	-0.82	HOLD
KRNY	Commercial Banks	SHORT	14.22	2.52	HOLD
LAD	New Car Dealers	LONG	78.82	1.47	HOLD
MT	Steel - NEC	SHORT	15.50	1.11	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.92	-0.42	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	61.99	-0.16	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.32	1.07	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.28	0.08	HOLD
O	Commercial REITs - NEC	SHORT	43.15	0.51	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	18.14	1.23	HOLD
SAFM	Animal Slaughtering & Processing	LONG	87.01	2.20	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	173.92	1.87	HOLD
SLV	Investment Trusts	SHORT	18.36	-1.61	HOLD
SNN	Medical Devices & Implants	SHORT	80.34	0.46	HOLD
SNX	Computer Peripherals	LONG	66.00	3.17	HOLD
STM	Semiconductors - NEC	SHORT	9.78	4.26	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.37	0.00	HOLD
THRX	Biopharmaceuticals	SHORT	28.72	2.57	HOLD
V	Business Support Services - NEC	SHORT	214.50	1.15	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	71.17	0.06	HOLD
WGO	Recreational Products - NEC	LONG	24.52	1.45	HOLD
WNC	Heavy Trucks	LONG	14.03	-0.14	HOLD
YHOO	Search Engines	SHORT	35.12	0.29	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.75
SHORTS				0.24
TOTAL				0.51
S&P 500				0.61
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	346.65	38.34	-30.44	1.53	1.93
S&P 500	54.70	5.75	-18.61	2.51	0.77