25-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.13	-1.12	HOLD
AIRM	Misc. Transportation	LONG	43.33	-1.01	HOLD
ALJ	Oil and Gas Operations	LONG	19.00	-4.67	HOLD
ANDE	Crops	LONG	48.32	-0.31	HOLD
BBT	Regional Banks	SHORT	29.89	-2.26	HOLD
BIG	Retail (Specialty)	LONG	32.63	-2.36	HOLD
BLX	Regional Banks	SHORT	23.92	-1.56	HOLD
BPOP	Regional Banks	SHORT	27.30	-2.01	HOLD
C	Money Center Banks	SHORT	41.15	-3.84	HOLD
CEC	Restaurants	LONG	30.45	-2.34	HOLD
CEF	Misc. Financial Services	SHORT	19.98	1.68	HOLD
CENTA	Personal and Household Prods.	LONG	8.90	-1.33	HOLD
DUK	Electric Utilities	SHORT	69.17	-0.42	HOLD
ESI	Schools	LONG	15.53	-16.64	HOLD
FHN	Regional Banks	SHORT	10.33	-2.09	HOLD
FRED	Retail (Department and Discount)	LONG	13.21	-2.94	HOLD
FTK	Oil Well Services and Equipment	LONG	13.36	-2.62	HOLD
HBC	Regional Banks	SHORT	54.43	-1.34	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.41	-3.11	HOLD
IPAR	Personal and Household Prods.	LONG	22.76	-3.60	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.57	-2.33	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.30	-0.66	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.95	-3.59	HOLD
LAD	Retail (Specialty)	LONG	40.32	-2.91	HOLD
LINE	Oil and Gas Operations	SHORT	37.21	-3.33	HOLD
MT	Iron and Steel	SHORT	14.89	-2.42	HOLD
NAFC	Retail (Grocery)	LONG	19.14	-5.39	HOLD
NILE	Retail (Specialty)	LONG	33.14	-0.45	HOLD
NJR	Natural Gas Utilities	LONG	43.87	-0.45	HOLD
NR	Oil Well Services and Equipment	LONG	8.41	-3.56	HOLD
NVS	Major Drugs	SHORT	69.10	-0.14	HOLD
OMX	Office Supplies	LONG	11.60	-5.46	HOLD
SAFM	Food Processing	LONG	50.54	-2.64	HOLD
SLV	Misc. Financial Services	SHORT	28.08	0.90	HOLD
SONC	Restaurants	LONG	11.03	-1.61	HOLD
STM	Semiconductors	SHORT	7.70	-4.05	HOLD
STRA	Schools	LONG	49.93	-4.44	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.43	-1.51	HOLD
TKC	Communications Services	SHORT	15.91	-1.55	HOLD
USB	Regional Banks	SHORT	33.35	-1.56	HOLD
USTR	Office Supplies	LONG	34.47	-2.57	HOLD
VALE	Metal Mining	SHORT	18.01	-0.44	HOLD
XTXI	Oil Well Services and Equipment	LONG	16.93	-4.94	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-3.44
SHORTS				-1.67
TOTAL				-1.77
S&P 500				-1.90
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-28.63	6.72	-38.85	-2.33	-0.40
S&P 500	17.45	4.97	-18.61	1.70	0.45