19-Sep-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ANDE	Crops	LONG	37.95	-1.94	HOLD
BAC	SandLs/Savings Banks	SHORT	9.29	0.65	HOLD
BAS	Oil Well Services and Equipment	LONG	12.83	1.50	HOLD
BBT	Regional Banks	SHORT	33.61	0.45	HOLD
BOKF	Regional Banks	SHORT	59.03	-0.15	HOLD
BX	Investment Services	SHORT	15.10	-0.85	HOLD
CEC	Restaurants	LONG	30.70	-0.71	HOLD
CEF	Misc. Financial Services	SHORT	23.60	-0.21	HOLD
CET	Misc. Financial Services	SHORT	20.51	0.22	HOLD
CORE	Retail (Grocery)	LONG	47.04	-0.28	HOLD
CPLA	Schools	LONG	35.15	-0.37	HOLD
CSE	Regional Banks	SHORT	7.49	-0.40	HOLD
DUK	Electric Utilities	SHORT	63.43	0.43	HOLD
ESI	Schools	LONG	39.35	-1.06	HOLD
EVV	Misc. Financial Services	SHORT	16.96	1.56	HOLD
FCNCA	Regional Banks	SHORT	165.40	-1.31	HOLD
FRED	Retail (Department and Discount)	LONG	14.38	0.07	HOLD
GBX	Railroads	LONG	18.22	1.84	HOLD
HBC	Regional Banks	SHORT	47.65	1.23	HOLD
HCBK	SandLs/Savings Banks	SHORT	7.85	-0.13	HOLD
IAU	Misc. Financial Services	SHORT	17.24	-0.06	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.56	-0.17	HOLD
JBT	Misc. Capital Goods	LONG	17.15	-0.17	HOLD
JPM	Money Center Banks	SHORT	41.34	0.19	HOLD
KELYA	Business Services	LONG	13.02	0.62	HOLD
KMR	Oil Well Services and Equipment	SHORT	74.58	-0.57	HOLD
KOP	Chemical Manufacturing	LONG	36.49	-1.16	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.83	-1.01	HOLD
LAD	Retail (Specialty)	LONG	31.80	0.76	HOLD
NJR	Natural Gas Utilities	LONG	46.30	-0.15	HOLD
NLY	Misc. Financial Services	SHORT	17.21	-0.41	HOLD
NP	Paper and Paper Products	LONG	29.62	-1.23	HOLD
NR	Oil Well Services and Equipment	LONG	7.70	-1.16	HOLD
OMX	Office Supplies	LONG	7.97	5.28	HOLD
RUSHA	Retail (Specialty)	LONG	18.10	0.39	HOLD
SONC	Restaurants	LONG	10.23	-0.06	HOLD
STI	Regional Banks	SHORT	29.03	1.19	HOLD
STRA	Schools	LONG	70.42	-0.56	HOLD
TEN	Auto and Truck Parts	LONG	30.39	0.93	HOLD
TFSL	SandLs/Savings Banks	SHORT	9.15	0.99	HOLD
TKC	Communications Services	SHORT	15.33	-0.26	HOLD
USB	Regional Banks	SHORT	34.34	0.44	HOLD
USTR	Office Supplies	LONG	27.07	-0.99	HOLD
VQ	Oil and Gas Operations	LONG	11.64	-0.51	HOLD
WFC	Regional Banks	SHORT	35.25	-0.54	HOLD
XTXI	Oil Well Services and Equipment	LONG	13.69	0.51	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.07
SHORTS				0.06
TOTAL				0.01
S&P 500				0.05
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-34.91	5.29	-39.30	-4.58	-0.62
S&P 500	14.22	5.07	-18.60	1.77	0.48