12-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	20.92	-2.43	HOLD
AIRM	Misc. Transportation	LONG	43.08	-2.11	HOLD
ALJ	Oil and Gas Operations	LONG	20.04	-4.98	HOLD
ANDE	Crops	LONG	47.19	-0.55	HOLD
BBT	Regional Banks	SHORT	30.60	-0.10	HOLD
BIG	Retail (Specialty)	LONG	33.25	0.03	HOLD
BLX	Regional Banks	SHORT	24.57	3.02	HOLD
BPOP	Regional Banks	SHORT	28.66	0.56	HOLD
C	Money Center Banks	SHORT	44.35	2.78	HOLD
CEC	Restaurants	LONG	32.10	-1.68	HOLD
CEF	Misc. Financial Services	SHORT	21.25	-0.09	HOLD
CENTA	Personal and Household Prods.	LONG	9.16	2.58	HOLD
ESI	Schools	LONG	18.14	3.19	HOLD
FHN	Regional Banks	SHORT	10.82	1.22	HOLD
FRED	Retail (Department and Discount)	LONG	13.30	-0.11	HOLD
FTK	Oil Well Services and Equipment	LONG	13.72	-0.58	HOLD
GBX	Railroads	LONG	20.84	0.63	HOLD
HBC	Regional Banks	SHORT	56.98	1.32	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.74	1.27	HOLD
IPAR	Personal and Household Prods.	LONG	23.20	1.75	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.31	0.00	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.10	-0.17	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.40	0.19	HOLD
LAD	Retail (Specialty)	LONG	42.96	0.89	HOLD
LINE	Oil and Gas Operations	SHORT	36.68	-0.95	HOLD
NAFC	Retail (Grocery)	LONG	20.69	0.53	HOLD
NILE	Retail (Specialty)	LONG	30.97	-0.51	HOLD
NJR	Natural Gas Utilities	LONG	43.55	1.90	HOLD
NVS	Major Drugs	SHORT	68.51	0.35	HOLD
OMX	Office Supplies	LONG	11.01	2.80	HOLD
SAFM	Food Processing	LONG	52.02	-0.17	HOLD
SLV	Misc. Financial Services	SHORT	30.09	0.30	HOLD
SONC	Restaurants	LONG	11.47	1.77	HOLD
STM	Semiconductors	SHORT	8.65	1.65	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.60	0.95	HOLD
TKC	Communications Services	SHORT	15.97	0.76	HOLD
USB	Regional Banks	SHORT	34.31	0.65	HOLD
USTR	Office Supplies	LONG	33.74	1.05	HOLD
V	Consumer Financial Services	SHORT	156.80	0.30	HOLD
VALE	Metal Mining	SHORT	19.81	-0.05	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.47	-0.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.32
SHORTS				0.55
TOTAL				-0.23
S&P 500				0.17
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-28.32	6.63	-37.98	-2.37	-0.41
S&P 500	14.83	4.71	-19.49	1.56	0.38