12-Oct-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ANDE	Crops	LONG	37.89	0.40	HOLD
BAC	SandLs/Savings Banks	SHORT	9.12	-2.36	HOLD
BAS	Oil Well Services and Equipment	LONG	11.43	-0.87	HOLD
BBT	Regional Banks	SHORT	32.34	-2.59	HOLD
BOKF	Regional Banks	SHORT	58.48	-2.14	HOLD
BX	Investment Services	SHORT	14.94	3.11	HOLD
CEC	Restaurants	LONG	30.12	-0.56	HOLD
CEF	Misc. Financial Services	SHORT	23.10	-1.37	HOLD
CET	Misc. Financial Services	SHORT	20.02	-0.30	HOLD
CORE	Retail (Grocery)	LONG	45.53	-0.44	HOLD
CPLA	Schools	LONG	36.68	-2.26	HOLD
CSE	Regional Banks	SHORT	7.73	-0.26	HOLD
DUK	Electric Utilities	SHORT	64.16	-0.50	HOLD
ESI	Schools	LONG	30.50	-3.45	HOLD
EVV	Misc. Financial Services	SHORT	16.92	-0.24	HOLD
FCNCA	Regional Banks	SHORT	165.35	-1.17	HOLD
FRED	Retail (Department and Discount)	LONG	13.80	-0.72	HOLD
GBX	Railroads	LONG	15.65	0.71	HOLD
HBC	Regional Banks	SHORT	47.92	0.29	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.00	-2.20	HOLD
IAU	Misc. Financial Services	SHORT	17.07	-0.81	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.16	-1.73	HOLD
JBT	Misc. Capital Goods	LONG	15.73	0.06	HOLD
JPM	Money Center Banks	SHORT	41.62	-1.14	HOLD
KELYA	Business Services	LONG	12.90	-0.77	HOLD
KMR	Oil Well Services and Equipment	SHORT	77.05	-0.35	HOLD
KOP	Chemical Manufacturing	LONG	34.21	-1.53	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.67	-0.10	HOLD
LAD	Retail (Specialty)	LONG	35.40	-0.08	HOLD
NJR	Natural Gas Utilities	LONG	45.27	-0.64	HOLD
NLY	Misc. Financial Services	SHORT	16.04	-0.43	HOLD
NP	Paper and Paper Products	LONG	25.88	-1.60	HOLD
NR	Oil Well Services and Equipment	LONG	6.85	-3.39	HOLD
OMX	Office Supplies	LONG	7.41	-1.33	HOLD
RUSHA	Retail (Specialty)	LONG	18.73	-1.11	HOLD
SONC	Restaurants	LONG	9.69	-1.22	HOLD
STI	Regional Banks	SHORT	29.17	-3.38	HOLD
STRA	Schools	LONG	66.48	-3.23	HOLD
TEN	Auto and Truck Parts	LONG	27.79	0.43	HOLD
TFSL	SandLs/Savings Banks	SHORT	9.05	-0.33	HOLD
TKC	Communications Services	SHORT	15.15	-0.13	HOLD
USB	Regional Banks	SHORT	33.72	-1.95	HOLD
USTR	Office Supplies	LONG	26.17	0.19	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	34.25	-2.64	HOLD
XTXI	Oil Well Services and Equipment	LONG	13.76	-1.64	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.00
SHORTS				-0.99
TOTAL				-0.01
S&P 500				-0.33
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-37.42	5.20	-39.30	-4.84	-0.64
S&P 500	11.84	5.18	-18.60	1.38	0.39