21-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.15	0.77	HOLD
AIRM	Misc. Transportation	LONG	42.61	-1.05	HOLD
ALJ	Oil and Gas Operations	LONG	19.34	-1.73	HOLD
ANDE	Crops	LONG	48.68	-0.59	HOLD
BBT	Regional Banks	SHORT	30.04	0.13	HOLD
BIG	Retail (Specialty)	LONG	33.63	0.00	HOLD
BLX	Regional Banks	SHORT	24.02	0.08	HOLD
BPOP	Regional Banks	SHORT	27.29	-3.84	HOLD
C	Money Center Banks	SHORT	42.35	-2.01	HOLD
CEC	Restaurants	LONG	32.47	1.09	HOLD
CEF	Misc. Financial Services	SHORT	19.60	1.82	HOLD
CENTA	Personal and Household Prods.	LONG	9.11	-2.15	HOLD
DUK	Electric Utilities	SHORT	68.83	-0.03	HOLD
ESI	Schools	LONG	18.50	-1.49	HOLD
FHN	Regional Banks	SHORT	10.44	-1.97	HOLD
FRED	Retail (Department and Discount)	LONG	13.75	1.10	HOLD
FTK	Oil Well Services and Equipment	LONG	13.48	-2.25	HOLD
HBC	Regional Banks	SHORT	54.71	-1.78	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.55	-1.50	HOLD
IPAR	Personal and Household Prods.	LONG	23.71	0.17	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.86	-1.27	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.51	-1.20	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.32	0.49	HOLD
LAD	Retail (Specialty)	LONG	40.56	-1.46	HOLD
LINE	Oil and Gas Operations	SHORT	37.68	2.81	HOLD
MT	Iron and Steel	SHORT	15.15	-3.38	SHORT
NAFC	Retail (Grocery)	LONG	20.54	-0.24	HOLD
NILE	Retail (Specialty)	LONG	32.99	0.12	HOLD
NJR	Natural Gas Utilities	LONG	43.55	-0.50	HOLD
NR	Oil Well Services and Equipment	LONG	8.62	0.00	HOLD
NVS	Major Drugs	SHORT	68.72	-1.56	HOLD
OMX	Office Supplies	LONG	11.65	-3.60	HOLD
SAFM	Food Processing	LONG	50.47	-2.98	HOLD
SLV	Misc. Financial Services	SHORT	27.74	0.54	HOLD
SONC	Restaurants	LONG	11.27	1.17	HOLD
STM	Semiconductors	SHORT	7.96	-2.93	HOLD
STRA	Schools	LONG	51.92	-0.15	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.53	-0.75	HOLD
TKC	Communications Services	SHORT	15.86	0.06	HOLD
USB	Regional Banks	SHORT	33.77	-0.24	HOLD
USTR	Office Supplies	LONG	34.34	-1.72	HOLD
V	Consumer Financial Services	SHORT	157.44	1.30	COVER
VALE	Metal Mining	SHORT	18.41	-0.97	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.16	-1.44	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.84
SHORTS				-0.55
TOTAL				-0.30
S&P 500				-0.61
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	92567599.70	37309951.63	-17.99	0.00	5889.91
S&P 500	13.61	4.80	-19.49	1.39	0.34