06-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	40.05	-0.25	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	37.56	6.61	HOLD
APEI	General Education Services	LONG	34.59	-0.32	HOLD
AUY	Integrated Mining	SHORT	7.44	0.40	HOLD
AZN	Biopharmaceuticals	SHORT	72.86	0.86	HOLD
CORE	Supermarkets & Convenience Stores	LONG	88.87	3.41	HOLD
CPK	Natural Gas Distribution	LONG	68.73	1.28	HOLD
OUTR	Consumer Goods Rental	LONG	70.37	0.09	HOLD
DEI	Commercial REITs - NEC	SHORT	28.79	-1.71	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.55	0.00	HOLD
GG	Gold - NEC	SHORT	23.00	-1.20	HOLD
GGP	Retail REITs	SHORT	24.18	-0.49	HOLD
GPI	New Car Dealers	LONG	81.81	0.38	HOLD
GPRE	Industrial Gas	LONG	30.08	-0.27	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	8.91	-2.09	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.54	0.78	HOLD
KRNY	Commercial Banks	SHORT	14.83	1.71	HOLD
LAD	New Car Dealers	LONG	79.68	-0.15	HOLD
MT	Steel - NEC	SHORT	15.36	0.99	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.01	2.61	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.79	2.37	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.99	2.57	HOLD
NVS	Pharmaceuticals - NEC	SHORT	89.01	0.34	HOLD
O	Commercial REITs - NEC	SHORT	44.07	-0.09	COVER
GEOS	Oil Related Services and Equipment - NEC	LONG	54.54	4.86	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.53	1.51	HOLD
RMBS	Memory Chips (RAM)	SHORT	12.18	2.96	SHORT
SAFM	Animal Slaughtering & Processing	LONG	96.51	-0.81	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	179.90	0.84	HOLD
SLV	Investment Trusts	SHORT	18.27	0.05	HOLD
SNN	Medical Devices & Implants	SHORT	91.25	-0.49	HOLD
SNX	Computer Peripherals	LONG	66.26	1.02	HOLD
STM	Semiconductors - NEC	SHORT	9.64	-0.31	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	16.68	0.48	SELL
THRX	Biopharmaceuticals	SHORT	24.79	-0.40	HOLD
UFPI	Logging & Sawmills	LONG	50.46	2.48	BUY
V	Business Support Services - NEC	SHORT	213.00	0.37	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	74.41	1.93	HOLD
WGO	Recreational Products - NEC	LONG	24.50	-1.37	HOLD
WNC	Heavy Trucks	LONG	14.22	1.79	HOLD
YHOO	Search Engines	SHORT	35.92	2.80	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.29
SHORTS				0.28
TOTAL				1.01
S&P 500				0.48
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	355.45	38.34	-30.43	1.54	1.94
S&P 500	57.81	5.50	-18.61	2.72	0.80