09-Oct-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ANDE	Crops	LONG	37.26	-0.43	HOLD
BAC	SandLs/Savings Banks	SHORT	9.21	-0.75	HOLD
BAS	Oil Well Services and Equipment	LONG	11.74	5.20	HOLD
BBT	Regional Banks	SHORT	33.22	-0.78	HOLD
BOKF	Regional Banks	SHORT	59.18	-0.50	HOLD
BX	Investment Services	SHORT	14.20	-1.73	HOLD
CEC	Restaurants	LONG	29.49	-0.07	HOLD
CEF	Misc. Financial Services	SHORT	23.54	-0.80	HOLD
CET	Misc. Financial Services	SHORT	20.09	-0.45	HOLD
CORE	Retail (Grocery)	LONG	45.01	-1.94	HOLD
CPLA	Schools	LONG	37.58	4.36	HOLD
CSE	Regional Banks	SHORT	7.76	-0.77	HOLD
DUK	Electric Utilities	SHORT	65.29	0.09	HOLD
ESI	Schools	LONG	30.84	-1.63	HOLD
EVV	Misc. Financial Services	SHORT	17.01	-0.79	HOLD
FCNCA	Regional Banks	SHORT	166.39	-0.54	HOLD
FRED	Retail (Department and Discount)	LONG	14.08	-2.36	HOLD
GBX	Railroads	LONG	15.28	-3.29	HOLD
HBC	Regional Banks	SHORT	47.30	-1.15	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.06	-0.86	HOLD
IAU	Misc. Financial Services	SHORT	17.17	-0.64	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.51	-0.70	HOLD
JBT	Misc. Capital Goods	LONG	15.70	-1.88	HOLD
JPM	Money Center Banks	SHORT	41.38	-0.67	HOLD
KELYA	Business Services	LONG	12.95	-1.30	HOLD
KMR	Oil Well Services and Equipment	SHORT	78.44	-0.05	HOLD
KOP	Chemical Manufacturing	LONG	34.42	-0.81	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.71	-0.10	HOLD
LAD	Retail (Specialty)	LONG	36.17	-0.93	HOLD
NJR	Natural Gas Utilities	LONG	45.50	-0.50	HOLD
NLY	Misc. Financial Services	SHORT	16.41	-0.91	HOLD
NP	Paper and Paper Products	LONG	25.69	-1.42	HOLD
NR	Oil Well Services and Equipment	LONG	7.05	-0.28	HOLD
OMX	Office Supplies	LONG	7.45	-1.19	HOLD
RUSHA	Retail (Specialty)	LONG	19.53	-3.60	HOLD
SONC	Restaurants	LONG	10.02	-3.70	HOLD
STI	Regional Banks	SHORT	30.27	1.71	HOLD
STRA	Schools	LONG	65.80	0.46	HOLD
TEN	Auto and Truck Parts	LONG	29.11	-0.38	HOLD
TFSL	SandLs/Savings Banks	SHORT	9.06	-0.77	HOLD
TKC	Communications Services	SHORT	15.32	-0.39	HOLD
USB	Regional Banks	SHORT	34.68	-0.37	HOLD
USTR	Office Supplies	LONG	26.14	-1.73	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	35.10	-1.96	HOLD
XTXI	Oil Well Services and Equipment	LONG	14.02	-1.89	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.84
SHORTS				-0.60
TOTAL				-0.24
S&P 500				-0.99
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-37.44	5.21	-39.30	-4.87	-0.65
S&P 500	12.87	5.13	-18.60	1.53	0.42