20-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	21.98	-1.88	HOLD
AIRM	Misc. Transportation	LONG	43.06	-1.98	HOLD
ALJ	Oil and Gas Operations	LONG	19.68	-4.23	HOLD
ANDE	Crops	LONG	48.97	-0.69	HOLD
BBT	Regional Banks	SHORT	30.00	-1.22	HOLD
BIG	Retail (Specialty)	LONG	33.63	-2.07	HOLD
BLX	Regional Banks	SHORT	24.00	-1.68	HOLD
BPOP	Regional Banks	SHORT	28.38	-1.87	HOLD
C	Money Center Banks	SHORT	43.22	-2.88	HOLD
CEC	Restaurants	LONG	32.12	-2.93	HOLD
CEF	Misc. Financial Services	SHORT	19.25	-3.65	HOLD
CENTA	Personal and Household Prods.	LONG	9.31	-0.11	HOLD
DUK	Electric Utilities	SHORT	68.85	-0.16	HOLD
ESI	Schools	LONG	18.78	-1.68	HOLD
FHN	Regional Banks	SHORT	10.65	0.00	HOLD
FRED	Retail (Department and Discount)	LONG	13.60	-0.87	HOLD
FTK	Oil Well Services and Equipment	LONG	13.79	-4.57	HOLD
HBC	Regional Banks	SHORT	55.70	-1.07	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.68	-1.03	HOLD
IPAR	Personal and Household Prods.	LONG	23.67	-1.33	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.09	-1.68	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.50	-0.24	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.27	-1.72	HOLD
LAD	Retail (Specialty)	LONG	41.16	-5.68	HOLD
LINE	Oil and Gas Operations	SHORT	36.65	0.66	HOLD
NAFC	Retail (Grocery)	LONG	20.59	-0.87	HOLD
NILE	Retail (Specialty)	LONG	32.95	-0.12	HOLD
NJR	Natural Gas Utilities	LONG	43.77	-0.79	HOLD
NR	Oil Well Services and Equipment	LONG	8.62	-3.36	HOLD
NVS	Major Drugs	SHORT	69.81	0.24	HOLD
OMX	Office Supplies	LONG	12.09	-7.00	HOLD
SAFM	Food Processing	LONG	52.02	-1.70	HOLD
SLV	Misc. Financial Services	SHORT	27.59	-3.01	HOLD
SONC	Restaurants	LONG	11.14	-2.15	HOLD
STM	Semiconductors	SHORT	8.20	-2.38	HOLD
STRA	Schools	LONG	52.00	-0.52	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.61	-0.75	HOLD
TKC	Communications Services	SHORT	15.85	-1.74	HOLD
USB	Regional Banks	SHORT	33.85	-0.67	HOLD
USTR	Office Supplies	LONG	34.94	-2.37	HOLD
V	Consumer Financial Services	SHORT	155.42	-1.39	HOLD
VALE	Metal Mining	SHORT	18.59	-3.83	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.41	-3.33	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.30
SHORTS				-1.45
TOTAL				-0.85
S&P 500				-1.29
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	5131733960204.67	2187436047666.59	-17.02	0.00	1626246.32
S&P 500	14.27	4.76	-19.49	1.47	0.36