19-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	41.00	1.56	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	38.36	0.31	HOLD
APEI	General Education Services	LONG	34.04	-2.73	HOLD
AUY	Integrated Mining	SHORT	8.80	6.02	HOLD
AZN	Biopharmaceuticals	SHORT	75.41	0.75	HOLD
CORE	Supermarkets & Convenience Stores	LONG	91.21	-0.56	HOLD
CPK	Natural Gas Distribution	LONG	69.78	-0.16	HOLD
OUTR	Consumer Goods Rental	LONG	61.70	0.85	HOLD
DEI	Commercial REITs - NEC	SHORT	28.57	1.24	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.52	-0.31	HOLD
GG	Gold - NEC	SHORT	27.37	4.87	HOLD
GGP	Retail REITs	SHORT	23.81	0.34	HOLD
GPI	New Car Dealers	LONG	81.78	-0.01	HOLD
GPRE	Industrial Gas	LONG	31.89	-0.65	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.00	0.00	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.57	0.19	HOLD
KRNY	Commercial Banks	SHORT	15.06	-0.13	HOLD
LAD	New Car Dealers	LONG	92.00	1.94	HOLD
MT	Steel - NEC	SHORT	15.21	-0.33	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	35.25	-4.21	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	66.56	0.65	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.01	0.42	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.85	0.50	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	55.90	-2.43	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	15.86	-13.14	HOLD
RMBS	Memory Chips (RAM)	SHORT	14.65	-0.07	HOLD
SAFM	Animal Slaughtering & Processing	LONG	94.65	-0.75	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	191.71	-1.30	HOLD
SLV	Investment Trusts	SHORT	19.92	4.57	HOLD
SNN	Medical Devices & Implants	SHORT	91.51	1.33	HOLD
SNX	Computer Peripherals	LONG	70.90	-0.44	SELL
STM	Semiconductors - NEC	SHORT	9.53	-0.31	HOLD
THRX	Biopharmaceuticals	SHORT	29.32	3.31	COVER
UFPI	Logging & Sawmills	LONG	48.04	0.09	HOLD
V	Business Support Services - NEC	SHORT	210.32	-0.44	HOLD
WGO	Recreational Products - NEC	LONG	24.05	0.75	HOLD
WNC	Heavy Trucks	LONG	14.64	0.27	HOLD
YHOO	Search Engines	SHORT	34.68	-0.74	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.08
SHORTS				1.15
TOTAL				-2.23
S&P 500				0.11
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	268.02	33.42	-29.45	1.44	1.64
S&P 500	58.71	5.53	-18.61	2.71	0.81