28-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	37.31	-1.35	HOLD
ANN	Women's Apparel Retailers	LONG	38.20	-2.25	HOLD
APEI	General Education Services	LONG	35.48	-0.84	HOLD
AUY	Integrated Mining	SHORT	7.12	-1.79	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.52	-0.33	HOLD
CORE	Supermarkets & Convenience Stores	LONG	81.52	2.23	HOLD
CPK	Natural Gas Distribution	LONG	65.59	-0.44	HOLD
OUTR	Consumer Goods Rental	LONG	70.91	-0.14	HOLD
DEI	Commercial REITs - NEC	SHORT	28.13	-0.88	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.55	-3.39	HOLD
GG	Gold - NEC	SHORT	23.14	-1.78	HOLD
GGP	Retail REITs	SHORT	23.61	0.17	HOLD
GPI	New Car Dealers	LONG	79.80	0.10	HOLD
GPRE	Industrial Gas	LONG	28.65	2.28	HOLD
HTS	Mortgage REITs	SHORT	20.32	-0.10	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.57	-0.93	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.27	0.22	HOLD
KRNY	Commercial Banks	SHORT	14.12	-0.70	HOLD
LAD	New Car Dealers	LONG	78.21	-0.77	HOLD
MT	Steel - NEC	SHORT	15.39	-0.71	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.26	-2.00	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.20	0.34	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.22	-0.88	HOLD
NVS	Pharmaceuticals - NEC	SHORT	89.89	-0.43	HOLD
O	Commercial REITs - NEC	SHORT	43.16	0.02	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.81	-1.82	HOLD
SAFM	Animal Slaughtering & Processing	LONG	87.66	0.75	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	172.70	-0.70	HOLD
SLV	Investment Trusts	SHORT	18.28	-0.44	HOLD
SNN	Medical Devices & Implants	SHORT	83.05	3.37	HOLD
SNX	Computer Peripherals	LONG	64.88	-1.70	HOLD
STM	Semiconductors - NEC	SHORT	9.79	0.10	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.61	1.56	HOLD
THRX	Biopharmaceuticals	SHORT	28.45	-0.94	HOLD
V	Business Support Services - NEC	SHORT	213.80	-0.33	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	71.28	0.15	HOLD
WGO	Recreational Products - NEC	LONG	24.78	1.06	HOLD
WNC	Heavy Trucks	LONG	14.01	-0.14	HOLD
YHOO	Search Engines	SHORT	34.78	-0.97	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.40
SHORTS				-0.34
TOTAL				-0.05
S&P 500				-0.07
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	346.41	38.37	-30.44	1.53	1.93
S&P 500	54.59	5.78	-18.61	2.49	0.77