29-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	37.58	0.72	HOLD
ANN	Women's Apparel Retailers	LONG	37.35	-2.23	HOLD
APEI	General Education Services	LONG	35.29	-0.54	HOLD
AUY	Integrated Mining	SHORT	7.13	0.14	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.74	0.56	HOLD
CORE	Supermarkets & Convenience Stores	LONG	82.27	0.92	HOLD
CPK	Natural Gas Distribution	LONG	65.47	-0.18	HOLD
OUTR	Consumer Goods Rental	LONG	71.80	1.26	HOLD
DEI	Commercial REITs - NEC	SHORT	28.25	0.43	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.54	-0.15	HOLD
GG	Gold - NEC	SHORT	23.11	-0.13	HOLD
GGP	Retail REITs	SHORT	23.65	0.17	HOLD
GPI	New Car Dealers	LONG	79.90	0.34	HOLD
GPRE	Industrial Gas	LONG	29.18	1.85	HOLD
HTS	Mortgage REITs	SHORT	20.28	-0.20	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.37	-2.09	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.41	0.39	HOLD
KRNY	Commercial Banks	SHORT	14.03	-0.64	HOLD
LAD	New Car Dealers	LONG	78.60	0.50	HOLD
MT	Steel - NEC	SHORT	15.48	0.58	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.08	-0.56	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	61.95	-0.40	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.36	1.25	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.16	0.30	HOLD
O	Commercial REITs - NEC	SHORT	43.36	0.89	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.67	-0.79	HOLD
SAFM	Animal Slaughtering & Processing	LONG	90.34	3.06	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	173.85	0.67	HOLD
SLV	Investment Trusts	SHORT	18.31	0.16	HOLD
SNN	Medical Devices & Implants	SHORT	87.18	4.97	HOLD
SNX	Computer Peripherals	LONG	65.22	0.52	HOLD
STM	Semiconductors - NEC	SHORT	9.94	1.53	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.75	0.90	HOLD
THRX	Biopharmaceuticals	SHORT	28.65	0.70	HOLD
V	Business Support Services - NEC	SHORT	214.67	0.41	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	71.65	0.52	HOLD
WGO	Recreational Products - NEC	LONG	24.75	-0.12	HOLD
WNC	Heavy Trucks	LONG	13.94	-0.50	HOLD
YHOO	Search Engines	SHORT	34.90	0.35	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.35
SHORTS				0.45
TOTAL				-0.10
S&P 500				0.52
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	346.03	38.41	-30.44	1.52	1.92
S&P 500	55.39	5.69	-18.61	2.55	0.78