02-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	34.02	-8.79	HOLD
ANN	Women's Apparel Retailers	LONG	38.00	-2.24	HOLD
APEI	General Education Services	LONG	34.70	-1.81	HOLD
AUY	Integrated Mining	SHORT	7.47	1.49	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.02	-0.02	HOLD
CORE	Supermarkets & Convenience Stores	LONG	82.71	0.04	HOLD
CPK	Natural Gas Distribution	LONG	65.00	-0.63	HOLD
OUTR	Consumer Goods Rental	LONG	67.99	-3.87	HOLD
DEI	Commercial REITs - NEC	SHORT	28.65	0.92	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.54	0.62	HOLD
GG	Gold - NEC	SHORT	22.90	-2.01	HOLD
GGP	Retail REITs	SHORT	23.98	0.63	HOLD
GPI	New Car Dealers	LONG	80.75	0.31	HOLD
GPRE	Industrial Gas	LONG	29.34	0.41	HOLD
HTS	Mortgage REITs	SHORT	20.27	-0.10	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.31	-1.27	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.16	-0.50	HOLD
KRNY	Commercial Banks	SHORT	14.10	-0.84	HOLD
LAD	New Car Dealers	LONG	77.73	-0.89	HOLD
MT	Steel - NEC	SHORT	15.15	0.00	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.28	-1.13	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.27	0.52	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.07	-1.69	HOLD
NVS	Pharmaceuticals - NEC	SHORT	88.88	-1.31	HOLD
O	Commercial REITs - NEC	SHORT	43.49	0.44	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.45	-0.91	HOLD
SAFM	Animal Slaughtering & Processing	LONG	95.65	3.39	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	175.52	1.23	HOLD
SLV	Investment Trusts	SHORT	18.02	-0.30	HOLD
SNN	Medical Devices & Implants	SHORT	86.60	-1.33	HOLD
SNX	Computer Peripherals	LONG	65.41	-1.06	HOLD
STM	Semiconductors - NEC	SHORT	9.67	-2.91	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	16.30	2.64	HOLD
THRX	Biopharmaceuticals	SHORT	28.65	0.00	HOLD
V	Business Support Services - NEC	SHORT	213.52	-0.61	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	72.54	0.76	HOLD
WGO	Recreational Products - NEC	LONG	24.57	-0.77	HOLD
WNC	Heavy Trucks	LONG	13.77	0.58	HOLD
YHOO	Search Engines	SHORT	34.87	0.63	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.86
SHORTS				-0.20
TOTAL				-0.65
S&P 500				0.11
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	343.02	38.58	-30.44	1.50	1.90
S&P 500	55.81	5.67	-18.61	2.57	0.78