29-Jan-2014 Daily positions

Pre Opening Longs: ACCO, ALJ, ANN, AVA, AVD, BLT, CEC, DENN, GPRE, KOP,
MYE, NJR, NP, PDLI, PZZA, SAH, SCSS, STC, WNC
Pre Opening Shorts: BAC, BBRY, BHP, CCL, CEF, CUK, DVN, GG, HSBC, ISBC,
KRNY, LNG, MT, MWE, NVS, PSA, ROMA, SLV, STM, TFSL, TKC, TMP, WES

28-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.92	1.37	HOLD
ALJ	Petroleum Refining	LONG	15.41	-0.71	HOLD
ANN	Women's Apparel Retailers	LONG	32.35	-2.94	HOLD
AVA	Multiline Utilities - NEC	LONG	28.19	0.00	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.41	-0.43	HOLD
BAC	Banks - NEC	SHORT	16.73	2.58	HOLD
BHP	Integrated Mining	SHORT	64.22	1.39	HOLD
BLT	Integrated Mining	LONG	12.90	1.65	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.57	3.05	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.09	0.02	HOLD
CEF	Investment Trusts	SHORT	13.58	-0.22	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.15	3.26	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.93	0.00	HOLD
DVN	Integrated Oil & Gas	SHORT	59.29	1.06	HOLD
GG	Gold - NEC	SHORT	23.85	2.45	HOLD
GPRE	Industrial Gas	LONG	21.19	0.95	HOLD
HSBC	Commercial Banks	SHORT	52.83	0.42	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.48	0.47	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.55	-0.95	HOLD
KRNY	Commercial Banks	SHORT	11.47	-1.29	HOLD
LNG	Natural Gas Pipeline	SHORT	44.65	4.01	HOLD
MT	Steel - NEC	SHORT	16.85	4.66	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.22	2.14	HOLD
MYE	Plastic Container & Packaging	LONG	18.87	0.00	HOLD
NJR	Natural Gas Distribution	LONG	45.54	-2.06	HOLD
NP	Paper Mills & Products	LONG	42.82	1.66	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.56	0.99	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	9.02	0.89	HOLD
PSA	Self-Storage REITs	SHORT	154.95	1.52	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.02	1.60	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	10.04	2.97	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.80	0.40	HOLD
SCSS	Furniture	LONG	16.75	0.48	HOLD
SLV	Investment Trusts	SHORT	18.85	-0.21	HOLD
STC	Property Insurance	LONG	33.56	2.69	HOLD
STM	Semiconductors - NEC	SHORT	7.96	3.65	HOLD
TFSL	Banks - NEC	SHORT	11.45	0.44	HOLD
TKC	Wireless Telecom	SHORT	12.06	-2.03	HOLD
TMP	Banks - NEC	SHORT	48.28	-1.69	HOLD
V	Business Support Services - NEC	SHORT	220.45	1.96	COVER
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.15	0.02	HOLD
WNC	Heavy Trucks	LONG	13.57	1.57	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.33
SHORTS				1.32
TOTAL				-0.99
S&P 500				0.60
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	123269945.94	42832756.03	-18.18	0.00	673.69
S&P 500	44.00	6.01	-18.61	2.22	0.72

28-Jan-2014 Daily positions

Pre Opening Longs: ACCO, ALJ, ANN, AVA, AVD, BLT, CEC, DENN, GPRE, KOP,
MYE, NJR, NP, PDLI, PZZA, SAH, SCSS, STC, WNC
Pre Opening Shorts: BAC, BBRY, BHP, CCL, CEF, CUK, DVN, GG, HSBC, ISBC,
KRNY, LNG, MT, MWE, NVS, PSA, ROMA, SLV, STM, TFSL, TKC, TMP, V, WES

27-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.84	-8.18	HOLD
ALJ	Petroleum Refining	LONG	15.52	3.26	HOLD
ANN	Women's Apparel Retailers	LONG	33.33	-2.54	BUY
AVA	Multiline Utilities - NEC	LONG	28.19	-1.19	HOLD
AVD	Agricultural Chemicals - NEC	LONG	23.51	-2.04	HOLD
BAC	Banks - NEC	SHORT	16.31	-0.85	HOLD
BHP	Integrated Mining	SHORT	63.34	0.56	HOLD
BLT	Integrated Mining	LONG	12.69	-0.86	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.37	0.56	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.08	-0.15	HOLD
CEF	Investment Trusts	SHORT	13.61	-1.59	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.86	0.74	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.93	0.43	HOLD
DVN	Integrated Oil & Gas	SHORT	58.67	-1.43	HOLD
GG	Gold - NEC	SHORT	23.28	-3.20	HOLD
GPRE	Industrial Gas	LONG	20.99	-4.46	HOLD
HSBC	Commercial Banks	SHORT	52.61	-1.11	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.50	0.55	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.94	-3.10	HOLD
KRNY	Commercial Banks	SHORT	11.62	-0.77	HOLD
LNG	Natural Gas Pipeline	SHORT	43.07	-1.71	HOLD
MT	Steel - NEC	SHORT	16.10	-1.11	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.77	-0.54	HOLD
MYE	Plastic Container & Packaging	LONG	18.87	-2.18	HOLD
NJR	Natural Gas Distribution	LONG	46.50	1.06	HOLD
NP	Paper Mills & Products	LONG	42.12	-0.75	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.78	-1.33	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.98	-0.61	HOLD
PSA	Self-Storage REITs	SHORT	152.96	0.35	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.42	-1.88	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.75	-1.42	SHORT
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.78	1.11	HOLD
SCSS	Furniture	LONG	16.72	-0.18	HOLD
SLV	Investment Trusts	SHORT	18.87	-1.51	HOLD
STC	Property Insurance	LONG	32.81	-0.42	HOLD
STM	Semiconductors - NEC	SHORT	7.69	0.92	HOLD
TFSL	Banks - NEC	SHORT	11.42	-1.30	HOLD
TKC	Wireless Telecom	SHORT	12.31	0.94	HOLD
TMP	Banks - NEC	SHORT	49.11	-1.70	HOLD
V	Business Support Services - NEC	SHORT	216.30	-2.24	HOLD
VALE	Steel - NEC	SHORT	13.08	1.40	COVER
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.20	-0.05	HOLD
WNC	Heavy Trucks	LONG	13.41	-2.12	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.24
SHORTS				-0.60
TOTAL				-0.64
S&P 500				-0.16
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	6876799022631.97	2528793670465.49	-17.61	0.00	30262.23
S&P 500	43.63	6.05	-18.61	2.19	0.71

27-Jan-2014 Daily positions

Pre Opening Longs: ACCO, ALJ, AVA, AVD, BLT, CEC, DENN, GPRE, KOP, MYE,
NJR, NP, PDLI, PZZA, SAH, SCSS, STC, WNC
Pre Opening Shorts: BAC, BHP, CCL, CEF, CUK, DVN, GG, HSBC, ISBC, KRNY,
LNG, MT, MWE, NVS, PSA, ROMA, SLV, STM, TFSL, TKC, TMP, V, VALE, WES