04-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	20.13	-1.28	HOLD
AIRM	Misc. Transportation	LONG	42.52	-2.01	HOLD
ALJ	Oil and Gas Operations	LONG	20.31	-1.26	HOLD
ANDE	Crops	LONG	47.25	0.57	HOLD
BBT	Regional Banks	SHORT	30.52	-1.93	HOLD
BIG	Retail (Specialty)	LONG	32.50	0.49	HOLD
BLX	Regional Banks	SHORT	23.28	-0.94	HOLD
BPOP	Regional Banks	SHORT	27.03	-0.63	HOLD
C	Money Center Banks	SHORT	42.21	-1.88	HOLD
CEF	Misc. Financial Services	SHORT	21.70	0.09	HOLD
CENTA	Personal and Household Prods.	LONG	9.48	0.21	HOLD
ESI	Schools	LONG	16.43	0.92	HOLD
FHN	Regional Banks	SHORT	10.29	-0.68	HOLD
FRED	Retail (Department and Discount)	LONG	13.09	-1.36	HOLD
FTK	Oil Well Services and Equipment	LONG	13.78	-1.78	HOLD
GBX	Railroads	LONG	19.58	-2.10	HOLD
HBC	Regional Banks	SHORT	55.72	-1.95	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.58	-1.15	HOLD
IPAR	Personal and Household Prods.	LONG	21.22	-2.21	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.01	0.56	HOLD
KEG	Oil Well Services and Equipment	LONG	7.98	-2.80	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.62	0.19	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.25	-2.19	HOLD
LAD	Retail (Specialty)	LONG	43.20	-1.30	HOLD
LINE	Oil and Gas Operations	SHORT	39.06	-0.26	HOLD
NAFC	Retail (Grocery)	LONG	20.75	-0.91	HOLD
NILE	Retail (Specialty)	LONG	31.80	-6.31	HOLD
NJR	Natural Gas Utilities	LONG	41.47	-2.54	BUY
NR	Oil Well Services and Equipment	LONG	8.56	-1.04	SELL
NVS	Major Drugs	SHORT	68.10	0.15	HOLD
OMX	Office Supplies	LONG	10.99	2.04	HOLD
SLV	Misc. Financial Services	SHORT	30.68	-0.32	HOLD
SONC	Restaurants	LONG	11.02	-2.48	HOLD
STRA	Schools	LONG	57.22	-0.09	HOLD
TCB	Regional Banks	SHORT	13.71	-0.87	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.39	0.78	HOLD
TKC	Communications Services	SHORT	15.57	-0.13	HOLD
USB	Regional Banks	SHORT	32.96	-1.32	HOLD
USTR	Office Supplies	LONG	33.26	-1.10	HOLD
V	Consumer Financial Services	SHORT	156.65	-1.20	HOLD
VALE	Metal Mining	SHORT	20.23	-1.41	HOLD
WGL	Natural Gas Utilities	LONG	41.97	-0.73	HOLD
XTXI	Oil Well Services and Equipment	LONG	16.47	-2.54	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.23
SHORTS				-0.78
TOTAL				-0.45
S&P 500				-1.10
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-34.14	5.52	-39.98	-3.53	-0.49
S&P 500	17.90	4.83	-18.61	1.85	0.48