14-Nov-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ATVI	Software and Programming	SHORT	10.69	-0.33	HOLD
BAC	SandLs/Savings Banks	SHORT	8.99	-3.64	HOLD
BAS	Oil Well Services and Equipment	LONG	9.28	-0.96	HOLD
BBT	Regional Banks	SHORT	27.09	-1.31	HOLD
BOKF	Regional Banks	SHORT	54.80	-0.62	HOLD
BX	Investment Services	SHORT	13.98	-2.65	HOLD
CEC	Restaurants	LONG	30.01	-1.25	HOLD
CEF	Misc. Financial Services	SHORT	22.61	-0.09	HOLD
CET	Misc. Financial Services	SHORT	19.08	-1.50	HOLD
CORE		LONG	41.98	-2.49	HOLD
CPLA	Schools	LONG	27.95	-1.17	HOLD
CSE	Regional Banks	SHORT	7.62	-1.42	HOLD
DUK	Electric Utilities	SHORT	60.74	-0.82	HOLD
ESI	Schools	LONG	16.88	1.32	HOLD
EVV	Misc. Financial Services	SHORT	16.52	-3.34	HOLD
FRED	Retail (Department and Discount)	LONG	12.99	-1.14	HOLD
FTK	Oil Well Services and Equipment	LONG	10.13	0.10	HOLD
GBX	Railroads	LONG	17.76	6.16	HOLD
GLD	Misc. Financial Services	SHORT	167.16	0.04	HOLD
HBC	Regional Banks	SHORT	47.51	-1.00	HOLD
HCBK	SandLs/Savings Banks	SHORT	7.85	-1.13	HOLD
IAU	Misc. Financial Services	SHORT	16.79	0.00	HOLD
ISBC	SandLs/Savings Banks	SHORT	16.11	-1.77	HOLD
JBT	Misc. Capital Goods	LONG	15.31	-3.22	HOLD
KEG	Oil Well Services and Equipment	LONG	6.11	4.44	HOLD
KELYA	Business Services	LONG	13.02	-2.03	HOLD
KMR	Oil Well Services and Equipment	SHORT	71.93	-0.55	HOLD
KOP	Chemical Manufacturing	LONG	32.78	-2.24	HOLD
KRNY	SandLs/Savings Banks	SHORT	8.95	-0.78	HOLD
LAD	Retail (Specialty)	LONG	31.86	-4.44	HOLD
LCC	Airline	LONG	12.01	-4.61	HOLD
NLY	Misc. Financial Services	SHORT	14.07	-2.70	HOLD
NP	Paper and Paper Products	LONG	23.99	-3.42	HOLD
NR	Oil Well Services and Equipment	LONG	6.74	0.30	HOLD
NVS	Major Drugs	SHORT	59.63	-0.52	HOLD
RUSHA	Retail (Specialty)	LONG	18.91	-2.02	HOLD
STRA	Schools	LONG	47.50	1.76	HOLD
TCB	Regional Banks	SHORT	10.96	-1.17	HOLD
TFSL	SandLs/Savings Banks	SHORT	8.20	-2.50	HOLD
TKC	Communications Services	SHORT	14.79	-1.00	HOLD
USB	Regional Banks	SHORT	31.33	-1.20	HOLD
USNA	Conglomerates	LONG	43.72	0.99	HOLD
USTR	Office Supplies	LONG	28.97	0.14	HOLD
VQ	Oil and Gas Operations	LONG	12.49	0.00	HOLD
WFC	Regional Banks	SHORT	31.43	-1.84	HOLD
WGL	Natural Gas Utilities	LONG	37.34	-1.35	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.69
SHORTS				-1.33
TOTAL				0.64
S&P 500				-1.35
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-37.98	5.13	-39.75	-4.75	-0.61
S&P 500	6.39	5.81	-18.60	0.64	0.20