05-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	40.15	1.01	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	35.23	1.24	HOLD
APEI	General Education Services	LONG	34.70	0.64	HOLD
AUY	Integrated Mining	SHORT	7.41	0.82	HOLD
AZN	Biopharmaceuticals	SHORT	72.24	-0.56	HOLD
CORE	Supermarkets & Convenience Stores	LONG	85.94	2.52	HOLD
CPK	Natural Gas Distribution	LONG	67.86	2.49	HOLD
OUTR	Consumer Goods Rental	LONG	70.31	0.54	HOLD
DEI	Commercial REITs - NEC	SHORT	29.29	2.23	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.55	1.08	HOLD
GG	Gold - NEC	SHORT	23.28	1.31	HOLD
GGP	Retail REITs	SHORT	24.30	1.76	HOLD
GPI	New Car Dealers	LONG	81.50	-0.46	HOLD
GPRE	Industrial Gas	LONG	30.16	1.65	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.10	-1.62	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.25	3.19	HOLD
KRNY	Commercial Banks	SHORT	14.58	3.33	HOLD
LAD	New Car Dealers	LONG	79.80	0.30	HOLD
MT	Steel - NEC	SHORT	15.21	1.33	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.17	2.13	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	63.29	0.60	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.69	5.51	HOLD
NVS	Pharmaceuticals - NEC	SHORT	88.71	0.31	HOLD
O	Commercial REITs - NEC	SHORT	44.11	2.34	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	52.01	2.54	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.27	0.00	HOLD
SAFM	Animal Slaughtering & Processing	LONG	97.30	1.36	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	178.41	0.69	HOLD
SLV	Investment Trusts	SHORT	18.26	1.11	HOLD
SNN	Medical Devices & Implants	SHORT	91.70	-5.73	HOLD
SNX	Computer Peripherals	LONG	65.59	2.17	HOLD
STM	Semiconductors - NEC	SHORT	9.67	0.73	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	16.60	1.34	HOLD
THRX	Biopharmaceuticals	SHORT	24.89	2.98	HOLD
V	Business Support Services - NEC	SHORT	212.22	0.37	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	73.00	0.27	HOLD
WGO	Recreational Products - NEC	LONG	24.84	1.76	HOLD
WNC	Heavy Trucks	LONG	13.97	3.10	HOLD
YHOO	Search Engines	SHORT	34.94	0.60	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.74
SHORTS				0.69
TOTAL				1.05
S&P 500				0.65
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	350.91	38.41	-30.43	1.52	1.92
S&P 500	57.07	5.57	-18.61	2.66	0.80