03-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	34.43	1.21	HOLD
ANN	Women's Apparel Retailers	LONG	37.85	-0.39	HOLD
APEI	General Education Services	LONG	34.11	-1.70	HOLD
AUY	Integrated Mining	SHORT	7.45	-0.27	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.16	0.35	HOLD
CORE	Supermarkets & Convenience Stores	LONG	83.05	0.41	HOLD
CPK	Natural Gas Distribution	LONG	65.48	0.74	HOLD
OUTR	Consumer Goods Rental	LONG	69.55	2.29	HOLD
DEI	Commercial REITs - NEC	SHORT	28.57	-0.28	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.46	-1.22	HOLD
GG	Gold - NEC	SHORT	22.82	-0.35	HOLD
GGP	Retail REITs	SHORT	23.83	-0.63	HOLD
GPI	New Car Dealers	LONG	81.40	0.80	HOLD
GPRE	Industrial Gas	LONG	29.63	0.99	HOLD
HTS	Mortgage REITs	SHORT	20.13	-0.69	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.13	-1.93	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.14	-0.06	HOLD
KRNY	Commercial Banks	SHORT	14.10	0.00	HOLD
LAD	New Car Dealers	LONG	78.85	1.44	HOLD
MT	Steel - NEC	SHORT	15.08	-0.46	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.92	-1.12	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.65	0.61	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.14	0.63	HOLD
NVS	Pharmaceuticals - NEC	SHORT	88.88	0.00	HOLD
O	Commercial REITs - NEC	SHORT	43.28	-0.48	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.12	-1.89	HOLD
SAFM	Animal Slaughtering & Processing	LONG	93.63	-2.11	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	175.60	0.05	HOLD
SLV	Investment Trusts	SHORT	18.10	0.47	HOLD
SNN	Medical Devices & Implants	SHORT	86.77	0.20	HOLD
SNX	Computer Peripherals	LONG	64.96	-0.69	HOLD
STM	Semiconductors - NEC	SHORT	9.69	0.21	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	16.51	1.29	HOLD
THRX	Biopharmaceuticals	SHORT	23.10	-19.37	HOLD
V	Business Support Services - NEC	SHORT	211.32	-1.03	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	72.52	-0.03	HOLD
WGO	Recreational Products - NEC	LONG	24.52	-0.20	HOLD
WNC	Heavy Trucks	LONG	13.65	-0.87	HOLD
YHOO	Search Engines	SHORT	34.65	-0.63	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.02
SHORTS				-1.21
TOTAL				1.19
S&P 500				-0.05
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	348.30	38.43	-30.44	1.52	1.92
S&P 500	55.73	5.70	-18.61	2.56	0.78