05-Oct-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ANDE	Crops	LONG	37.77	-0.53	HOLD
BAC	SandLs/Savings Banks	SHORT	9.32	-0.96	HOLD
BAS	Oil Well Services and Equipment	LONG	11.25	0.27	HOLD
BBT	Regional Banks	SHORT	33.64	0.18	HOLD
BOKF	Regional Banks	SHORT	59.51	-0.40	HOLD
BX	Investment Services	SHORT	14.09	-0.21	HOLD
CEC	Restaurants	LONG	29.55	0.14	HOLD
CEF	Misc. Financial Services	SHORT	23.95	-0.25	HOLD
CET	Misc. Financial Services	SHORT	20.21	0.05	HOLD
CORE	Retail (Grocery)	LONG	46.48	-1.82	HOLD
CPLA	Schools	LONG	35.90	-0.44	HOLD
CSE	Regional Banks	SHORT	7.81	0.77	HOLD
DUK	Electric Utilities	SHORT	64.98	-0.63	HOLD
ESI	Schools	LONG	30.79	2.19	HOLD
EVV	Misc. Financial Services	SHORT	17.08	-0.12	HOLD
FCNCA	Regional Banks	SHORT	166.06	-0.16	HOLD
FRED	Retail (Department and Discount)	LONG	14.50	0.97	HOLD
GBX	Railroads	LONG	15.65	-0.25	HOLD
HBC	Regional Banks	SHORT	48.27	0.50	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.19	0.43	HOLD
IAU	Misc. Financial Services	SHORT	17.34	-0.57	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.81	1.07	HOLD
JBT	Misc. Capital Goods	LONG	16.12	-1.59	HOLD
JPM	Money Center Banks	SHORT	41.71	-0.26	HOLD
KELYA	Business Services	LONG	12.95	1.73	HOLD
KMR	Oil Well Services and Equipment	SHORT	77.82	-0.65	HOLD
KOP	Chemical Manufacturing	LONG	35.31	-0.76	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.73	-1.62	HOLD
LAD	Retail (Specialty)	LONG	35.87	0.25	HOLD
NJR	Natural Gas Utilities	LONG	45.73	0.09	HOLD
NLY	Misc. Financial Services	SHORT	16.56	-0.48	HOLD
NP	Paper and Paper Products	LONG	26.91	-0.30	HOLD
NR	Oil Well Services and Equipment	LONG	7.08	0.71	HOLD
OMX	Office Supplies	LONG	7.71	-1.53	HOLD
RUSHA	Retail (Specialty)	LONG	19.60	0.51	HOLD
SONC	Restaurants	LONG	10.21	-0.87	HOLD
STI	Regional Banks	SHORT	30.31	1.13	HOLD
STRA	Schools	LONG	65.05	0.45	HOLD
TEN	Auto and Truck Parts	LONG	29.32	-1.28	HOLD
TFSL	SandLs/Savings Banks	SHORT	9.15	-0.33	HOLD
TKC	Communications Services	SHORT	15.43	1.18	HOLD
USB	Regional Banks	SHORT	34.92	-0.77	HOLD
USTR	Office Supplies	LONG	26.51	0.30	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	35.84	-0.36	HOLD
XTXI	Oil Well Services and Equipment	LONG	13.99	-3.32	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.22
SHORTS				-0.11
TOTAL				-0.11
S&P 500				0.02
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-37.44	5.22	-39.30	-4.88	-0.65
S&P 500	14.39	5.08	-18.60	1.73	0.47