19-Oct-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ANDE	Crops	LONG	37.01	-2.68	HOLD
BAC	SandLs/Savings Banks	SHORT	9.44	-0.32	HOLD
BAS	Oil Well Services and Equipment	LONG	12.04	-2.82	HOLD
BBT	Regional Banks	SHORT	29.78	-0.67	HOLD
BOKF	Regional Banks	SHORT	57.62	-0.24	HOLD
BX	Investment Services	SHORT	15.67	-0.25	HOLD
CEC	Restaurants	LONG	30.02	-2.44	HOLD
CEF	Misc. Financial Services	SHORT	22.23	-0.94	HOLD
CET	Misc. Financial Services	SHORT	20.31	-0.53	HOLD
CORE	Retail (Grocery)	LONG	44.59	-1.41	HOLD
CPLA	Schools	LONG	33.92	-1.60	HOLD
CSE	Regional Banks	SHORT	7.78	-0.64	HOLD
DUK	Electric Utilities	SHORT	65.51	-0.14	HOLD
ESI	Schools	LONG	26.06	-4.47	HOLD
EVV	Misc. Financial Services	SHORT	17.01	0.47	HOLD
FCNCA	Regional Banks	SHORT	166.62	-0.18	HOLD
FRED	Retail (Department and Discount)	LONG	13.48	-2.11	HOLD
GBX	Railroads	LONG	17.00	-2.47	HOLD
HBC	Regional Banks	SHORT	49.10	-0.87	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.64	-1.26	HOLD
IAU	Misc. Financial Services	SHORT	16.77	-1.03	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.04	-1.09	HOLD
JBT	Misc. Capital Goods	LONG	15.81	-1.68	HOLD
JPM	Money Center Banks	SHORT	42.32	-1.60	HOLD
KELYA	Business Services	LONG	13.49	-0.30	HOLD
KMR	Oil Well Services and Equipment	SHORT	77.10	-0.95	HOLD
KOP	Chemical Manufacturing	LONG	35.02	-0.82	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.31	-2.92	HOLD
LAD	Retail (Specialty)	LONG	35.96	-1.99	HOLD
NJR	Natural Gas Utilities	LONG	45.86	-0.61	HOLD
NLY	Misc. Financial Services	SHORT	15.98	-0.75	HOLD
NP	Paper and Paper Products	LONG	26.40	-1.90	HOLD
NR	Oil Well Services and Equipment	LONG	6.72	-7.82	HOLD
OMX	Office Supplies	LONG	7.34	-3.17	HOLD
RUSHA	Retail (Specialty)	LONG	18.03	-3.72	HOLD
SONC	Restaurants	LONG	9.88	-5.82	HOLD
STI	Regional Banks	SHORT	28.63	-1.24	HOLD
STRA	Schools	LONG	56.38	-8.50	HOLD
TEN	Auto and Truck Parts	LONG	27.96	-3.08	HOLD
TFSL	SandLs/Savings Banks	SHORT	8.95	-0.56	HOLD
TKC	Communications Services	SHORT	15.13	-0.39	HOLD
USB	Regional Banks	SHORT	34.23	-0.49	HOLD
USTR	Office Supplies	LONG	27.63	-0.07	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	34.34	-0.67	HOLD
XTXI	Oil Well Services and Equipment	LONG	13.65	-1.09	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.63
SHORTS				-0.75
TOTAL				-1.88
S&P 500				-1.67
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-38.06	5.17	-39.30	-4.91	-0.65
S&P 500	12.23	5.18	-18.60	1.41	0.39