04-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	39.75	-0.18	SHORT
ACAT	Auto & Truck Manufacturers - NEC	LONG	34.80	1.07	HOLD
ANN	Women's Apparel Retailers	LONG	38.87	2.69	SELL
APEI	General Education Services	LONG	34.48	1.08	HOLD
AUY	Integrated Mining	SHORT	7.35	-1.34	HOLD
AZN	Biopharmaceuticals	SHORT	72.65	-0.15	SHORT
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.09	-0.17	COVER
CORE	Supermarkets & Convenience Stores	LONG	83.83	0.94	HOLD
CPK	Natural Gas Distribution	LONG	66.21	1.11	HOLD
OUTR	Consumer Goods Rental	LONG	69.93	0.55	HOLD
DEI	Commercial REITs - NEC	SHORT	28.65	0.28	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.48	0.31	HOLD
GG	Gold - NEC	SHORT	22.98	0.70	HOLD
GGP	Retail REITs	SHORT	23.88	0.21	HOLD
GPI	New Car Dealers	LONG	81.88	0.59	HOLD
GPRE	Industrial Gas	LONG	29.67	0.14	HOLD
HTS	Mortgage REITs	SHORT	20.13	0.00	COVER
KONG	Wireless Telecommunications Services - NEC	SHORT	9.25	1.31	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.10	-0.11	HOLD
KRNY	Commercial Banks	SHORT	14.11	0.07	HOLD
LAD	New Car Dealers	LONG	79.56	0.90	HOLD
MT	Steel - NEC	SHORT	15.01	-0.46	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.50	-1.32	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.91	0.42	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.08	-0.54	HOLD
NVS	Pharmaceuticals - NEC	SHORT	88.44	-0.50	HOLD
O	Commercial REITs - NEC	SHORT	43.10	-0.42	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	50.72	-3.19	BUY
PIR	Home Furnishings Retailers - NEC	LONG	17.27	0.88	HOLD
SAFM	Animal Slaughtering & Processing	LONG	95.99	2.52	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	177.18	0.90	HOLD
SLV	Investment Trusts	SHORT	18.06	-0.22	HOLD
SNN	Medical Devices & Implants	SHORT	97.27	12.10	HOLD
SNX	Computer Peripherals	LONG	64.20	-1.17	HOLD
STM	Semiconductors - NEC	SHORT	9.60	-0.93	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	16.38	-0.79	HOLD
THRX	Biopharmaceuticals	SHORT	24.17	4.63	HOLD
V	Business Support Services - NEC	SHORT	211.43	0.05	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	72.80	0.39	HOLD
WGO	Recreational Products - NEC	LONG	24.41	-0.45	HOLD
WNC	Heavy Trucks	LONG	13.55	-0.73	HOLD
YHOO	Search Engines	SHORT	34.73	0.23	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.40
SHORTS				0.86
TOTAL				-0.46
S&P 500				0.20
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	346.24	38.52	-30.44	1.51	1.91
S&P 500	56.05	5.67	-18.61	2.58	0.79