23-Oct-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ANDE	Crops	LONG	36.14	-1.04	HOLD
BAC	SandLs/Savings Banks	SHORT	9.36	-1.99	HOLD
BAS	Oil Well Services and Equipment	LONG	11.44	-2.89	HOLD
BBT	Regional Banks	SHORT	28.81	-1.91	HOLD
BOKF	Regional Banks	SHORT	57.60	-0.09	HOLD
BX	Investment Services	SHORT	15.26	-3.48	HOLD
CEC	Restaurants	LONG	30.48	1.09	HOLD
CEF	Misc. Financial Services	SHORT	22.00	-2.44	HOLD
CET	Misc. Financial Services	SHORT	20.03	-0.25	HOLD
CORE	Retail (Grocery)	LONG	45.60	0.80	HOLD
CPLA	Schools	LONG	33.99	-0.09	HOLD
CSE	Regional Banks	SHORT	7.74	-0.51	HOLD
DUK	Electric Utilities	SHORT	64.99	-0.78	HOLD
ESI	Schools	LONG	26.29	-0.38	HOLD
EVV	Misc. Financial Services	SHORT	17.00	-0.23	HOLD
FCNCA	Regional Banks	SHORT	167.03	-0.89	HOLD
FRED	Retail (Department and Discount)	LONG	13.43	0.15	HOLD
GBX	Railroads	LONG	17.22	-0.29	HOLD
HBC	Regional Banks	SHORT	49.01	-1.51	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.62	-0.92	HOLD
IAU	Misc. Financial Services	SHORT	16.61	-1.25	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.84	-0.89	HOLD
JBT	Misc. Capital Goods	LONG	15.46	-2.89	HOLD
JPM	Money Center Banks	SHORT	41.33	-1.81	HOLD
KELYA	Business Services	LONG	13.39	-1.76	HOLD
KMR	Oil Well Services and Equipment	SHORT	76.88	-0.67	HOLD
KOP	Chemical Manufacturing	LONG	34.35	-1.89	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.38	0.11	HOLD
LAD	Retail (Specialty)	LONG	36.00	-0.03	HOLD
NJR	Natural Gas Utilities	LONG	44.68	-1.30	HOLD
NLY	Misc. Financial Services	SHORT	15.77	-1.07	HOLD
NP	Paper and Paper Products	LONG	26.40	-1.20	HOLD
NR	Oil Well Services and Equipment	LONG	6.54	0.15	HOLD
OMX	Office Supplies	LONG	7.31	-1.88	HOLD
RUSHA	Retail (Specialty)	LONG	17.60	-1.79	HOLD
SONC	Restaurants	LONG	9.92	0.20	HOLD
STI	Regional Banks	SHORT	27.24	-1.55	HOLD
STRA	Schools	LONG	57.39	-2.18	HOLD
TEN	Auto and Truck Parts	LONG	27.79	-1.03	HOLD
TFSL	SandLs/Savings Banks	SHORT	8.94	-1.43	HOLD
TKC	Communications Services	SHORT	15.15	-0.98	HOLD
USB	Regional Banks	SHORT	33.36	-2.37	HOLD
USTR	Office Supplies	LONG	29.35	5.12	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	33.87	-1.83	HOLD
XTXI	Oil Well Services and Equipment	LONG	13.36	-1.32	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.63
SHORTS				-1.25
TOTAL				0.62
S&P 500				-1.39
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-37.66	5.18	-39.30	-4.83	-0.64
S&P 500	10.69	5.29	-18.60	1.20	0.34