02-Nov-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ANDE	Crops	LONG	40.00	-3.03	HOLD
BAC	SandLs/Savings Banks	SHORT	9.85	1.13	HOLD
BAS	Oil Well Services and Equipment	LONG	10.14	-3.43	HOLD
BBT	Regional Banks	SHORT	29.42	0.38	HOLD
BOKF	Regional Banks	SHORT	58.74	-1.08	HOLD
BX	Investment Services	SHORT	15.34	-1.60	HOLD
CEC	Restaurants	LONG	32.60	3.20	HOLD
CEF	Misc. Financial Services	SHORT	21.72	-1.45	HOLD
CET	Misc. Financial Services	SHORT	20.11	-0.72	HOLD
CORE	Retail (Grocery)	LONG	47.46	-1.94	HOLD
CPLA	Schools	LONG	31.09	-1.46	HOLD
CSE	Regional Banks	SHORT	7.91	-1.00	HOLD
DUK	Electric Utilities	SHORT	64.94	-0.57	HOLD
ESI	Schools	LONG	20.20	-4.54	HOLD
EVV	Misc. Financial Services	SHORT	17.26	0.29	HOLD
FCNCA	Regional Banks	SHORT	169.23	-0.26	HOLD
FRED	Retail (Department and Discount)	LONG	13.89	-0.01	HOLD
GBX	Railroads	LONG	13.89	-4.14	HOLD
HBC	Regional Banks	SHORT	49.90	-0.89	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.57	-0.58	HOLD
IAU	Misc. Financial Services	SHORT	16.33	-2.10	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.43	-1.30	HOLD
JBT	Misc. Capital Goods	LONG	15.41	-1.97	HOLD
JPM	Money Center Banks	SHORT	42.42	-0.98	HOLD
KELYA	Business Services	LONG	13.70	0.88	HOLD
KMR	Oil Well Services and Equipment	SHORT	75.52	-0.64	HOLD
KOP	Chemical Manufacturing	LONG	35.47	-2.88	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.10	-3.70	HOLD
LAD	Retail (Specialty)	LONG	34.48	-1.29	HOLD
NJR	Natural Gas Utilities	LONG	43.60	-1.67	HOLD
NLY	Misc. Financial Services	SHORT	15.93	-0.50	HOLD
NP	Paper and Paper Products	LONG	25.59	-3.98	HOLD
NR	Oil Well Services and Equipment	LONG	7.07	1.87	HOLD
OMX		LONG	7.51	-1.57	HOLD
RUSHA	Retail (Specialty)	LONG	19.66	-1.70	HOLD
SONC	Restaurants	LONG	9.98	-1.38	HOLD
STI	Regional Banks	SHORT	27.14	-1.45	HOLD
STRA	Schools	LONG	57.83	-1.60	HOLD
TEN	Auto and Truck Parts	LONG	31.24	-0.10	HOLD
TFSL	SandLs/Savings Banks	SHORT	8.74	-1.37	HOLD
TKC	Communications Services	SHORT	15.19	0.86	HOLD
USB	Regional Banks	SHORT	33.43	-0.68	HOLD
USTR	Office Supplies	LONG	28.68	-2.75	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	33.74	-0.94	HOLD
XTXI	Oil Well Services and Equipment	LONG	13.36	-2.78	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.58
SHORTS				-0.83
TOTAL				-0.74
S&P 500				-0.89
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-38.17	5.14	-39.30	-4.85	-0.63
S&P 500	10.80	5.28	-18.60	1.20	0.34