07-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.74	-0.69	HOLD
ALJ	Petroleum Refining	LONG	13.94	-2.04	HOLD
ANN	Women's Apparel Retailers	LONG	33.41	2.27	HOLD
AVA	Multiline Utilities - NEC	LONG	28.28	0.68	HOLD
AVB	Residential REITs	SHORT	127.81	0.65	HOLD
BHP	Integrated Mining	SHORT	65.65	1.20	HOLD
BLT	Integrated Mining	LONG	12.48	0.08	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.91	-0.55	HOLD
CEC	Food Retail & Distribution - NEC	LONG	53.96	-0.07	HOLD
CEF	Investment Trusts	SHORT	13.96	0.65	COVER
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.66	0.00	COVER
DENN	Restaurants & Bars - NEC	LONG	6.38	1.27	HOLD
DVN	Integrated Oil & Gas	SHORT	61.03	0.96	HOLD
EQR	Residential REITs	SHORT	56.87	0.69	HOLD
GG	Gold - NEC	SHORT	25.54	2.82	HOLD
GPRE	Industrial Gas	LONG	22.88	0.13	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.08	-0.26	HOLD
KRNY	Commercial Banks	SHORT	11.07	-0.72	HOLD
LNG	Natural Gas Pipeline	SHORT	41.93	2.57	HOLD
MT	Steel - NEC	SHORT	17.27	1.29	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.27	-0.90	HOLD
MYE	Plastic Container & Packaging	LONG	19.69	-0.81	HOLD
NJR	Natural Gas Distribution	LONG	44.65	0.34	HOLD
NP	Paper Mills & Products	LONG	43.41	0.65	HOLD
NVS	Pharmaceuticals - NEC	SHORT	80.88	2.10	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.39	5.27	HOLD
PLD	Industrial REITs	SHORT	39.93	0.88	HOLD
PSA	Self-Storage REITs	SHORT	160.25	1.16	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.36	1.76	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.83	-1.31	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.15	-0.72	HOLD
SCSS	Furniture	LONG	16.65	0.79	HOLD
SLV	Investment Trusts	SHORT	19.28	0.57	HOLD
STC	Property Insurance	LONG	30.96	1.08	HOLD
STM	Semiconductors - NEC	SHORT	8.21	0.37	HOLD
TMP	Banks - NEC	SHORT	45.69	0.48	HOLD
VMW	IT Services & Consulting - NEC	SHORT	91.71	0.86	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.90	1.84	HOLD
WNC	Heavy Trucks	LONG	12.24	2.04	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.65
SHORTS				0.71
TOTAL				-0.06
S&P 500				1.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117812452.49	42811190.24	-18.18	0.00	629.39
S&P 500	44.54	6.01	-18.61	2.22	0.72

07-Feb-2014 Daily positions

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

06-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.78	1.76	HOLD
ALJ	Petroleum Refining	LONG	14.23	-0.84	HOLD
ANN	Women's Apparel Retailers	LONG	32.67	4.18	HOLD
AVA	Multiline Utilities - NEC	LONG	28.09	-0.11	HOLD
AVB	Residential REITs	SHORT	126.99	0.77	HOLD
BHP	Integrated Mining	SHORT	64.83	2.00	HOLD
BLT	Integrated Mining	LONG	12.47	1.22	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	40.12	3.88	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.00	0.00	HOLD
CEF	Investment Trusts	SHORT	13.86	-0.29	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	41.61	3.17	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.33	0.32	HOLD
DVN	Integrated Oil & Gas	SHORT	60.45	2.32	HOLD
EQR	Residential REITs	SHORT	56.37	1.06	HOLD
GG	Gold - NEC	SHORT	24.84	0.12	HOLD
GPRE	Industrial Gas	LONG	22.85	-0.57	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.18	-0.18	HOLD
KRNY	Commercial Banks	SHORT	11.15	0.36	HOLD
LNG	Natural Gas Pipeline	SHORT	40.88	-1.78	HOLD
MT	Steel - NEC	SHORT	17.05	3.15	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.88	2.03	HOLD
MYE	Plastic Container & Packaging	LONG	19.84	4.42	HOLD
NJR	Natural Gas Distribution	LONG	44.46	0.63	HOLD
NP	Paper Mills & Products	LONG	43.09	0.44	HOLD
NVS	Pharmaceuticals - NEC	SHORT	79.22	0.85	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	7.97	6.84	HOLD
PLD	Industrial REITs	SHORT	39.52	1.02	HOLD
PSA	Self-Storage REITs	SHORT	158.10	0.13	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.53	0.67	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.96	2.79	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.32	2.62	HOLD
SCSS	Furniture	LONG	16.52	5.42	HOLD
SLV	Investment Trusts	SHORT	19.18	0.58	HOLD
STC	Property Insurance	LONG	30.58	-0.88	HOLD
STM	Semiconductors - NEC	SHORT	8.17	1.49	HOLD
TMP	Banks - NEC	SHORT	45.47	-0.13	HOLD
VMW	IT Services & Consulting - NEC	SHORT	90.89	1.44	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.75	0.83	HOLD
WNC	Heavy Trucks	LONG	12.00	-7.55	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.02
SHORTS				1.17
TOTAL				-0.15
S&P 500				1.21
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117934287.25	42769898.82	-18.18	0.00	633.73
S&P 500	42.57	6.29	-18.61	2.04	0.69

06-Feb-2014 Daily positions

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

05-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.68	-2.24	HOLD
ALJ	Petroleum Refining	LONG	14.35	-3.95	HOLD
ANN	Women's Apparel Retailers	LONG	31.36	0.29	HOLD
AVA	Multiline Utilities - NEC	LONG	28.11	-0.57	HOLD
AVB	Residential REITs	SHORT	126.18	0.97	HOLD
BHP	Integrated Mining	SHORT	63.56	-0.27	HOLD
BLT	Integrated Mining	LONG	12.32	-2.14	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.71	-0.87	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.00	0.09	HOLD
CEF	Investment Trusts	SHORT	13.91	1.27	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.33	-0.64	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.31	-2.02	HOLD
DVN	Integrated Oil & Gas	SHORT	59.08	-0.40	HOLD
EQR	Residential REITs	SHORT	55.78	0.72	HOLD
GG	Gold - NEC	SHORT	24.81	-1.23	HOLD
GPRE	Industrial Gas	LONG	22.98	1.64	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.25	-1.29	HOLD
KRNY	Commercial Banks	SHORT	11.11	-0.45	HOLD
LNG	Natural Gas Pipeline	SHORT	41.62	-2.62	HOLD
MT	Steel - NEC	SHORT	16.53	1.16	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	68.61	1.81	HOLD
MYE	Plastic Container & Packaging	LONG	18.98	-0.21	HOLD
NJR	Natural Gas Distribution	LONG	44.35	-0.02	HOLD
NP	Paper Mills & Products	LONG	43.02	0.40	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.55	0.45	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	7.46	-10.98	HOLD
PLD	Industrial REITs	SHORT	39.09	0.88	HOLD
PSA	Self-Storage REITs	SHORT	157.94	-0.40	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.22	-1.45	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.69	0.83	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.75	0.97	HOLD
SCSS	Furniture	LONG	15.67	-1.14	HOLD
SLV	Investment Trusts	SHORT	19.10	1.87	HOLD
STC	Property Insurance	LONG	30.81	-3.51	HOLD
STM	Semiconductors - NEC	SHORT	8.04	-0.12	HOLD
TMP	Banks - NEC	SHORT	45.53	0.04	HOLD
VMW	IT Services & Consulting - NEC	SHORT	89.60	1.73	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.26	-0.34	HOLD
WNC	Heavy Trucks	LONG	12.98	-0.99	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.51
SHORTS				0.20
TOTAL				-1.71
S&P 500				-0.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	117831881.77	42731467.77	-18.18	0.00	637.69
S&P 500	40.84	6.56	-18.61	1.89	0.66

05-Feb-2014 Daily positions

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

04-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.81	3.01	HOLD
ALJ	Petroleum Refining	LONG	14.94	-1.45	HOLD
ANN	Women's Apparel Retailers	LONG	31.27	-0.03	HOLD
AVA	Multiline Utilities - NEC	LONG	28.27	-1.05	HOLD
AVB	Residential REITs	SHORT	124.96	1.35	HOLD
BHP	Integrated Mining	SHORT	63.74	1.56	HOLD
BLT	Integrated Mining	LONG	12.60	0.00	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.04	0.75	HOLD
CEC	Food Retail & Distribution - NEC	LONG	53.96	0.02	HOLD
CEF	Investment Trusts	SHORT	13.74	0.37	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.59	0.82	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.44	0.16	HOLD
DVN	Integrated Oil & Gas	SHORT	59.32	2.54	HOLD
EQR	Residential REITs	SHORT	55.38	1.06	HOLD
GG	Gold - NEC	SHORT	25.12	1.49	HOLD
GPRE	Industrial Gas	LONG	22.61	1.44	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.75	0.21	HOLD
KRNY	Commercial Banks	SHORT	11.16	-0.27	HOLD
LNG	Natural Gas Pipeline	SHORT	42.80	-0.55	HOLD
MT	Steel - NEC	SHORT	16.34	1.49	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	67.39	-1.43	HOLD
MYE	Plastic Container & Packaging	LONG	19.02	0.69	HOLD
NJR	Natural Gas Distribution	LONG	44.40	-0.63	HOLD
NP	Paper Mills & Products	LONG	42.85	0.94	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.20	-0.53	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.38	-5.84	HOLD
PLD	Industrial REITs	SHORT	38.74	1.49	HOLD
PSA	Self-Storage REITs	SHORT	158.57	1.74	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.90	1.03	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.61	5.60	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.43	-0.05	HOLD
SCSS	Furniture	LONG	15.85	0.57	HOLD
SLV	Investment Trusts	SHORT	18.75	0.75	HOLD
STC	Property Insurance	LONG	31.95	-1.87	HOLD
STM	Semiconductors - NEC	SHORT	8.05	1.90	HOLD
TMP	Banks - NEC	SHORT	45.51	0.20	HOLD
VMW	IT Services & Consulting - NEC	SHORT	88.09	1.14	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.49	-0.60	HOLD
WNC	Heavy Trucks	LONG	13.10	-2.06	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.27
SHORTS				0.95
TOTAL				-1.22
S&P 500				0.70
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	119798850.25	42667635.63	-18.18	0.00	645.55
S&P 500	41.05	6.52	-18.61	1.91	0.67

04-Feb-2014 Daily positions

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

03-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	5.64	-2.93	HOLD
ALJ	Petroleum Refining	LONG	15.16	-3.50	HOLD
ANN	Women's Apparel Retailers	LONG	31.28	-3.28	HOLD
AVA	Multiline Utilities - NEC	LONG	28.53	-1.02	HOLD
AVB	Residential REITs	SHORT	123.36	-0.11	SHORT
AVD	Agricultural Chemicals - NEC	LONG	23.75	2.19	SELL
BAC	Banks - NEC	SHORT	16.36	-2.30	COVER
BHP	Integrated Mining	SHORT	62.75	-1.88	HOLD
BLT	Integrated Mining	LONG	12.60	-1.72	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.75	-1.12	HOLD
CEC	Food Retail & Distribution - NEC	LONG	53.95	-0.02	HOLD
CEF	Investment Trusts	SHORT	13.69	2.24	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	40.26	-1.35	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.43	-6.27	HOLD
DVN	Integrated Oil & Gas	SHORT	57.85	-2.31	HOLD
EQR	Residential REITs	SHORT	54.76	-1.12	SHORT
GG	Gold - NEC	SHORT	24.75	-0.56	HOLD
GPRE	Industrial Gas	LONG	22.29	0.04	HOLD
HSBC	Commercial Banks	SHORT	50.60	-1.73	COVER
ISBC	Retail & Mortgage Banks	SHORT	24.93	-1.73	COVER
KOP	Commodity Chemicals - NEC	LONG	38.67	-2.10	HOLD
KRNY	Commercial Banks	SHORT	11.19	-2.10	HOLD
LNG	Natural Gas Pipeline	SHORT	43.04	-2.05	HOLD
MT	Steel - NEC	SHORT	16.10	-2.31	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.24	-1.35	HOLD
MYE	Plastic Container & Packaging	LONG	18.84	-1.62	HOLD
NJR	Natural Gas Distribution	LONG	44.63	-2.13	HOLD
NP	Paper Mills & Products	LONG	42.43	-2.33	HOLD
NVS	Pharmaceuticals - NEC	SHORT	78.62	-0.57	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.90	-2.20	HOLD
PLD	Industrial REITs	SHORT	38.17	-1.52	SHORT
PSA	Self-Storage REITs	SHORT	155.86	-1.10	HOLD
PZZA	Restaurants & Bars - NEC	LONG	46.37	-3.66	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.10	-3.70	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	21.44	-4.41	HOLD
SCSS	Furniture	LONG	15.76	-3.73	HOLD
SLV	Investment Trusts	SHORT	18.64	1.00	HOLD
STC	Property Insurance	LONG	32.56	0.15	HOLD
STM	Semiconductors - NEC	SHORT	7.90	-3.54	HOLD
TFSL	Banks - NEC	SHORT	11.39	-0.83	COVER
TKC	Wireless Telecom	SHORT	12.33	-0.96	COVER
TMP	Banks - NEC	SHORT	45.22	-3.58	HOLD
VMW	IT Services & Consulting - NEC	SHORT	87.10	-3.37	SHORT
WES	Oil & Gas Refining and Marketing - NEC	SHORT	59.85	0.66	HOLD
WNC	Heavy Trucks	LONG	13.40	-2.26	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.15
SHORTS				-1.36
TOTAL				-0.79
S&P 500				-2.22
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	121115990.38	42615719.45	-18.18	0.00	652.25
S&P 500	40.10	6.67	-18.61	1.83	0.66

03-Feb-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