07-Nov-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ATVI	Software and Programming	SHORT	11.13	-1.85	HOLD
BAC	SandLs/Savings Banks	SHORT	9.23	-7.14	HOLD
BAS	Oil Well Services and Equipment	LONG	9.47	-5.58	HOLD
BBT	Regional Banks	SHORT	27.78	-5.03	HOLD
BOKF	Regional Banks	SHORT	57.99	-2.54	HOLD
BX	Investment Services	SHORT	14.81	-2.31	HOLD
CEC	Restaurants	LONG	32.15	-1.02	HOLD
CEF	Misc. Financial Services	SHORT	22.41	0.76	HOLD
CET	Misc. Financial Services	SHORT	19.95	-1.77	HOLD
CORE		LONG	46.94	-1.57	HOLD
CPLA	Schools	LONG	29.46	-4.60	HOLD
CSE	Regional Banks	SHORT	7.76	-2.88	HOLD
DUK	Electric Utilities	SHORT	62.94	-1.76	HOLD
ESI	Schools	LONG	19.50	-6.52	HOLD
EVV	Misc. Financial Services	SHORT	17.38	0.58	HOLD
FCNCA	Regional Banks	SHORT	170.31	-2.06	HOLD
FRED	Retail (Department and Discount)	LONG	13.46	-3.59	HOLD
FTK	Oil Well Services and Equipment	LONG	10.74	-6.12	HOLD
GBX	Railroads	LONG	13.65	-4.48	HOLD
GLD	Misc. Financial Services	SHORT	166.50	0.12	HOLD
HBC	Regional Banks	SHORT	48.81	-2.26	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.25	-3.62	HOLD
IAU	Misc. Financial Services	SHORT	16.72	0.12	HOLD
ISBC	SandLs/Savings Banks	SHORT	16.84	-3.50	HOLD
JBT	Misc. Capital Goods	LONG	15.45	-3.07	HOLD
KEG	Oil Well Services and Equipment	LONG	5.88	-6.07	HOLD
KELYA	Business Services	LONG	13.80	-3.56	HOLD
KMR	Oil Well Services and Equipment	SHORT	74.67	-1.48	HOLD
KOP	Chemical Manufacturing	LONG	35.26	-4.96	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.01	-3.22	HOLD
LAD	Retail (Specialty)	LONG	34.22	-1.89	HOLD
LCC	Airline	LONG	12.59	-0.63	HOLD
NJR	Natural Gas Utilities	LONG	41.85	-4.19	HOLD
NLY	Misc. Financial Services	SHORT	14.91	-2.68	HOLD
NP	Paper and Paper Products	LONG	25.74	-3.88	HOLD
NR	Oil Well Services and Equipment	LONG	6.78	-6.48	HOLD
OMX		LONG	8.17	-1.92	HOLD
RUSHA	Retail (Specialty)	LONG	19.61	-3.30	HOLD
SONC	Restaurants	LONG	10.08	-2.37	HOLD
STRA	Schools	LONG	58.48	-3.11	HOLD
TCB	Regional Banks	SHORT	11.22	-3.36	HOLD
TEN	Auto and Truck Parts	LONG	30.80	-2.78	HOLD
TFSL	SandLs/Savings Banks	SHORT	8.61	-1.94	HOLD
TKC	Communications Services	SHORT	15.13	0.00	HOLD
USB	Regional Banks	SHORT	32.39	-3.57	HOLD
USTR	Office Supplies	LONG	28.67	-2.38	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	32.91	-3.49	HOLD
XTXI	Oil Well Services and Equipment	LONG	13.06	-2.17	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-3.45
SHORTS				-2.29
TOTAL				-1.16
S&P 500				-2.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-37.85	5.14	-39.30	-4.77	-0.62
S&P 500	9.36	5.43	-18.60	1.00	0.29