27-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	40.54	-0.20	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	39.34	1.65	HOLD
APEI	General Education Services	LONG	34.28	0.85	HOLD
AUY	Integrated Mining	SHORT	8.05	-0.74	HOLD
AZN	Biopharmaceuticals	SHORT	74.10	-0.04	HOLD
CORE	Supermarkets & Convenience Stores	LONG	45.51	-0.74	HOLD
CPK	Natural Gas Distribution	LONG	70.99	0.80	HOLD
OUTR	Consumer Goods Rental	LONG	60.01	2.97	HOLD
DEI	Commercial REITs - NEC	SHORT	28.42	1.32	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.55	0.31	HOLD
GG	Gold - NEC	SHORT	27.62	0.00	HOLD
GPRE	Industrial Gas	LONG	32.32	-0.92	HOLD
KZ	Wireless Telecommunications Services - NEC	SHORT	8.55	0.23	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.11	2.47	HOLD
KRNY	Commercial Banks	SHORT	15.35	1.32	HOLD
MT	Steel - NEC	SHORT	14.81	-0.60	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.22	0.48	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	71.31	0.95	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.39	2.65	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.38	0.21	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	53.79	0.47	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	15.32	0.26	HOLD
SAFM	Animal Slaughtering & Processing	LONG	95.08	0.89	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	234.98	0.29	HOLD
SLV	Investment Trusts	SHORT	20.17	-0.35	HOLD
SNN	Medical Devices & Implants	SHORT	88.65	0.06	HOLD
STM	Semiconductors - NEC	SHORT	9.00	-0.22	HOLD
UFPI	Logging & Sawmills	LONG	47.89	-0.77	HOLD
V	Business Support Services - NEC	SHORT	209.28	0.15	HOLD
WGO	Recreational Products - NEC	LONG	24.30	1.89	HOLD
WNC	Heavy Trucks	LONG	14.09	-2.63	HOLD
YHOO	Search Engines	SHORT	34.25	1.75	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.66
SHORTS				0.26
TOTAL				0.41
S&P 500				0.19
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	256.34	34.86	-29.46	1.33	1.58
S&P 500	58.17	5.69	-18.61	2.59	0.79