16-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	39.90	0.28	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	35.97	-0.36	HOLD
APEI	General Education Services	LONG	35.51	1.11	HOLD
AUY	Integrated Mining	SHORT	8.20	-0.73	HOLD
AZN	Biopharmaceuticals	SHORT	73.74	-0.67	HOLD
CORE	Supermarkets & Convenience Stores	LONG	89.68	0.29	HOLD
CPK	Natural Gas Distribution	LONG	68.53	0.40	HOLD
OUTR	Consumer Goods Rental	LONG	64.12	-0.62	HOLD
DEI	Commercial REITs - NEC	SHORT	27.83	-0.96	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.44	0.47	HOLD
GG	Gold - NEC	SHORT	24.89	-1.23	HOLD
GGP	Retail REITs	SHORT	23.43	-0.34	HOLD
GPI	New Car Dealers	LONG	80.38	1.71	HOLD
GPRE	Industrial Gas	LONG	31.45	1.00	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.00	0.00	HOLD
KOP	Commodity Chemicals - NEC	LONG	36.91	-0.78	HOLD
KRNY	Commercial Banks	SHORT	15.06	0.27	HOLD
LAD	New Car Dealers	LONG	86.53	12.85	HOLD
MT	Steel - NEC	SHORT	14.93	-0.67	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	37.21	0.79	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.03	0.90	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.84	-0.84	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.39	1.18	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	56.73	2.44	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.51	1.21	HOLD
RMBS	Memory Chips (RAM)	SHORT	14.38	5.43	HOLD
SAFM	Animal Slaughtering & Processing	LONG	94.02	-0.29	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	191.11	6.59	HOLD
SLV	Investment Trusts	SHORT	18.85	-0.37	HOLD
SNN	Medical Devices & Implants	SHORT	91.89	0.53	HOLD
SNX	Computer Peripherals	LONG	68.28	0.38	HOLD
STM	Semiconductors - NEC	SHORT	9.53	-0.52	HOLD
THRX	Biopharmaceuticals	SHORT	27.49	7.34	HOLD
UFPI	Logging & Sawmills	LONG	48.10	-0.50	HOLD
V	Business Support Services - NEC	SHORT	210.24	-0.50	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	73.57	-0.69	HOLD
WGO	Recreational Products - NEC	LONG	23.16	0.00	HOLD
WNC	Heavy Trucks	LONG	14.33	1.34	HOLD
YHOO	Search Engines	SHORT	34.81	-5.77	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.08
SHORTS				0.50
TOTAL				0.58
S&P 500				0.08
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	274.65	32.82	-29.45	1.50	1.67
S&P 500	56.94	5.70	-18.61	2.57	0.79