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

27-Jun-2014 Daily positions

Pre Opening Longs: ACAT, APEI, CORE, CPK, DENN, GEOS, GPRE, KOP, MTRX, NR,
OUTR, PIR, SAFM, UFPI, WGO, WNC
Pre Opening Shorts: ABT, AUY, AZN, DEI, GG, KRNY, KZ, MT, MWE, NVS, SHPG,
SLV, SNN, STM, V, YHOO

26-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	40.62	-0.20	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	38.70	1.65	HOLD
APEI	General Education Services	LONG	33.99	-0.58	HOLD
AUY	Integrated Mining	SHORT	8.11	-1.73	HOLD
AZN	Biopharmaceuticals	SHORT	74.13	-0.24	HOLD
CORE	Supermarkets & Convenience Stores	LONG	91.70	-1.58	HOLD
CPK	Natural Gas Distribution	LONG	70.43	0.67	HOLD
OUTR	Consumer Goods Rental	LONG	58.28	0.19	HOLD
DEI	Commercial REITs - NEC	SHORT	28.05	-1.27	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.53	-1.06	HOLD
GG	Gold - NEC	SHORT	27.62	0.88	HOLD
GPRE	Industrial Gas	LONG	32.62	0.52	HOLD
KZ	Wireless Telecommunications Services - NEC	SHORT	8.53	1.31	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.19	-1.22	HOLD
KRNY	Commercial Banks	SHORT	15.15	-0.20	HOLD
LAD	New Car Dealers	LONG	92.74	0.45	SELL
MT	Steel - NEC	SHORT	14.90	-0.33	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.06	-2.22	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.64	0.38	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.07	0.17	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.19	-0.17	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	53.54	0.73	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	15.28	0.73	HOLD
RMBS	Memory Chips (RAM)	SHORT	14.24	-0.90	COVER
SAFM	Animal Slaughtering & Processing	LONG	94.24	-0.60	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	234.29	1.36	HOLD
SLV	Investment Trusts	SHORT	20.24	0.25	HOLD
SNN	Medical Devices & Implants	SHORT	88.60	0.34	HOLD
STM	Semiconductors - NEC	SHORT	9.02	-1.96	HOLD
UFPI	Logging & Sawmills	LONG	48.26	-0.23	HOLD
V	Business Support Services - NEC	SHORT	208.96	-0.05	HOLD
WGO	Recreational Products - NEC	LONG	23.85	0.21	HOLD
WNC	Heavy Trucks	LONG	14.47	-1.30	HOLD
YHOO	Search Engines	SHORT	33.66	1.23	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.20
SHORTS				-0.08
TOTAL				-0.13
S&P 500				-0.07
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	265.50	33.87	-29.46	1.41	1.62
S&P 500	57.87	5.71	-18.61	2.58	0.79

26-Jun-2014 Daily positions

Pre Opening Longs: ACAT, APEI, CORE, CPK, DENN, GEOS, GPRE, KOP, LAD, MTRX,
NR, OUTR, PIR, SAFM, UFPI, WGO, WNC
Pre Opening Shorts: ABT, AUY, AZN, DEI, GG, KRNY, KZ, MT, MWE, NVS, RMBS,
SHPG, SLV, SNN, STM, V, YHOO

25-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	40.70	0.62	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	38.07	0.08	HOLD
APEI	General Education Services	LONG	34.19	1.60	HOLD
AUY	Integrated Mining	SHORT	8.29	1.47	HOLD
AZN	Biopharmaceuticals	SHORT	74.31	0.91	HOLD
CORE	Supermarkets & Convenience Stores	LONG	93.24	1.08	HOLD
CPK	Natural Gas Distribution	LONG	69.96	0.75	HOLD
OUTR	Consumer Goods Rental	LONG	58.17	-1.07	HOLD
DEI	Commercial REITs - NEC	SHORT	28.61	0.10	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.60	0.76	HOLD
GG	Gold - NEC	SHORT	27.38	0.59	HOLD
GPRE	Industrial Gas	LONG	32.45	0.87	HOLD
KZ	Wireless Telecommunications Services - NEC	SHORT	8.42	-2.55	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.65	0.72	HOLD
KRNY	Commercial Banks	SHORT	15.18	1.00	HOLD
LAD	New Car Dealers	LONG	92.32	2.71	HOLD
MT	Steel - NEC	SHORT	14.95	-0.60	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.81	0.03	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.37	-0.09	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	12.05	2.38	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.34	-0.21	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	53.15	2.57	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	15.17	-1.11	HOLD
RMBS	Memory Chips (RAM)	SHORT	14.38	1.70	HOLD
SAFM	Animal Slaughtering & Processing	LONG	94.81	1.68	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	231.33	3.61	HOLD
SLV	Investment Trusts	SHORT	20.19	0.55	HOLD
SNN	Medical Devices & Implants	SHORT	88.30	-0.61	HOLD
STM	Semiconductors - NEC	SHORT	9.20	0.33	HOLD
UFPI	Logging & Sawmills	LONG	48.41	1.51	HOLD
V	Business Support Services - NEC	SHORT	209.06	0.61	HOLD
WGO	Recreational Products - NEC	LONG	23.80	3.30	HOLD
WNC	Heavy Trucks	LONG	14.66	2.02	HOLD
YHOO	Search Engines	SHORT	33.25	-0.68	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.17
SHORTS				0.40
TOTAL				0.77
S&P 500				0.45
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	265.77	33.80	-29.45	1.41	1.62
S&P 500	57.98	5.68	-18.61	2.60	0.79

25-Jun-2014 Daily positions

Pre Opening Longs: ACAT, APEI, CORE, CPK, DENN, GEOS, GPRE, KOP, LAD, MTRX,
NR, OUTR, PIR, SAFM, UFPI, WGO, WNC
Pre Opening Shorts: ABT, AUY, AZN, DEI, GG, KRNY, KZ, MT, MWE, NVS, RMBS,
SHPG, SLV, SNN, STM, V, YHOO

24-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	40.45	-0.69	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	38.04	-1.32	HOLD
APEI	General Education Services	LONG	33.65	-0.68	HOLD
AUY	Integrated Mining	SHORT	8.17	-5.55	HOLD
AZN	Biopharmaceuticals	SHORT	73.64	-1.02	HOLD
CORE	Supermarkets & Convenience Stores	LONG	92.24	-0.03	HOLD
CPK	Natural Gas Distribution	LONG	69.44	-0.70	HOLD
OUTR	Consumer Goods Rental	LONG	58.80	-1.56	HOLD
DEI	Commercial REITs - NEC	SHORT	28.58	-0.07	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.56	0.00	HOLD
GG	Gold - NEC	SHORT	27.22	-2.47	HOLD
GPRE	Industrial Gas	LONG	32.17	-0.71	HOLD
KZ	Wireless Telecommunications Services - NEC	SHORT	8.63	-1.26	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.38	-1.66	HOLD
KRNY	Commercial Banks	SHORT	15.02	0.00	HOLD
LAD	New Car Dealers	LONG	89.88	-2.72	HOLD
MT	Steel - NEC	SHORT	15.04	-0.66	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.80	-0.12	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.43	1.00	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.77	-1.59	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.53	0.07	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	51.82	-4.74	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	15.34	-0.32	HOLD
RMBS	Memory Chips (RAM)	SHORT	14.14	-2.68	HOLD
SAFM	Animal Slaughtering & Processing	LONG	93.24	-0.18	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	223.27	-1.82	HOLD
SLV	Investment Trusts	SHORT	20.09	0.20	HOLD
SNN	Medical Devices & Implants	SHORT	88.84	-2.28	HOLD
STM	Semiconductors - NEC	SHORT	9.17	-0.65	HOLD
UFPI	Logging & Sawmills	LONG	47.69	-0.42	HOLD
V	Business Support Services - NEC	SHORT	207.79	-0.80	HOLD
WGO	Recreational Products - NEC	LONG	23.04	-1.96	HOLD
WNC	Heavy Trucks	LONG	14.37	-1.30	HOLD
YHOO	Search Engines	SHORT	33.48	-0.48	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.18
SHORTS				-1.13
TOTAL				-0.05
S&P 500				-0.60
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	263.03	34.01	-29.45	1.40	1.61
S&P 500	57.27	5.76	-18.61	2.54	0.79

24-Jun-2014 Daily positions

Pre Opening Longs: ACAT, APEI, CORE, CPK, DENN, GEOS, GPRE, KOP, LAD, MTRX,
NR, OUTR, PIR, SAFM, UFPI, WGO, WNC
Pre Opening Shorts: ABT, AUY, AZN, DEI, GG, KRNY, KZ, MT, MWE, NVS, RMBS,
SHPG, SLV, SNN, STM, V, YHOO

23-Jun-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABT	Pharmaceuticals - NEC	SHORT	40.73	-0.29	HOLD
ACAT	Auto & Truck Manufacturers - NEC	LONG	38.55	-0.90	HOLD
APEI	General Education Services	LONG	33.88	-0.56	HOLD
AUY	Integrated Mining	SHORT	8.65	0.82	HOLD
AZN	Biopharmaceuticals	SHORT	74.40	-1.42	HOLD
CORE	Supermarkets & Convenience Stores	LONG	92.27	0.65	HOLD
CPK	Natural Gas Distribution	LONG	69.93	-0.11	HOLD
OUTR	Consumer Goods Rental	LONG	59.73	-3.24	HOLD
DEI	Commercial REITs - NEC	SHORT	28.60	0.00	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.56	0.00	HOLD
GG	Gold - NEC	SHORT	27.91	2.35	HOLD
GPRE	Industrial Gas	LONG	32.40	-0.22	HOLD
KZ	Wireless Telecommunications Services - NEC	SHORT	8.74	1.63	HOLD
KOP	Commodity Chemicals - NEC	LONG	38.01	-0.03	HOLD
KRNY	Commercial Banks	SHORT	15.02	-0.79	HOLD
LAD	New Car Dealers	LONG	92.39	0.04	HOLD
MT	Steel - NEC	SHORT	15.14	0.66	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.84	-5.10	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	69.73	2.53	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.96	-0.99	HOLD
NVS	Pharmaceuticals - NEC	SHORT	90.47	-0.56	HOLD
GEOS	Oil Related Services and Equipment - NEC	LONG	54.40	-0.60	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	15.39	1.38	HOLD
RMBS	Memory Chips (RAM)	SHORT	14.53	-1.09	HOLD
SAFM	Animal Slaughtering & Processing	LONG	93.41	-3.36	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	227.40	2.02	HOLD
SLV	Investment Trusts	SHORT	20.05	0.10	HOLD
SNN	Medical Devices & Implants	SHORT	90.91	-1.37	HOLD
STM	Semiconductors - NEC	SHORT	9.23	-0.11	HOLD
UFPI	Logging & Sawmills	LONG	47.89	-0.64	HOLD
V	Business Support Services - NEC	SHORT	209.47	-0.01	HOLD
WGO	Recreational Products - NEC	LONG	23.50	-1.51	HOLD
WNC	Heavy Trucks	LONG	14.56	-0.55	HOLD
YHOO	Search Engines	SHORT	33.64	-1.20	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.93
SHORTS				0.19
TOTAL				-1.12
S&P 500				-0.03
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	263.23	33.95	-29.45	1.40	1.61
S&P 500	58.22	5.62	-18.61	2.64	0.80

23-Jun-2014 Daily positions

Pre Opening Longs: ACAT, APEI, CORE, CPK, DENN, GEOS, GPRE, KOP, LAD, MTRX,
NR, OUTR, PIR, SAFM, UFPI, WGO, WNC
Pre Opening Shorts: ABT, AUY, AZN, DEI, GG, KRNY, KZ, MT, MWE, NVS, RMBS,
SHPG, SLV, SNN, STM, V, YHOO