28-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	23.03	4.30	HOLD
AIRM	Misc. Transportation	LONG	44.79	0.11	HOLD
ANDE	Crops	LONG	49.08	0.37	HOLD
BAS	Oil Well Services and Equipment	LONG	14.63	2.52	HOLD
BBT	Regional Banks	SHORT	30.36	-0.10	HOLD
BCO	Business Services	LONG	26.45	0.34	BUY
BIG	Retail (Specialty)	LONG	33.30	0.45	HOLD
BLX	Regional Banks	SHORT	24.18	-0.12	HOLD
BPOP	Regional Banks	SHORT	27.92	0.61	HOLD
C	Money Center Banks	SHORT	41.97	-0.45	HOLD
CALM	Fish/Livestock	LONG	40.49	1.50	HOLD
CEC	Restaurants	LONG	30.25	-2.14	HOLD
CEF	Misc. Financial Services	SHORT	19.51	-1.71	HOLD
CENTA	Personal and Household Prods.	LONG	8.73	-3.32	HOLD
DUK	Electric Utilities	SHORT	69.25	-1.25	HOLD
ESI	Schools	LONG	13.78	-4.57	HOLD
FHN	Regional Banks	SHORT	10.63	1.05	HOLD
FRED	Retail (Department and Discount)	LONG	13.57	0.37	HOLD
GBX	Railroads	LONG	20.25	-0.15	HOLD
HBC	Regional Banks	SHORT	55.44	0.43	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.52	0.29	HOLD
IPAR	Personal and Household Prods.	LONG	25.06	1.99	SELL
ISBC	SandLs/Savings Banks	SHORT	17.67	0.11	HOLD
JBT	Misc. Capital Goods	LONG	18.43	1.43	BUY
KMR	Oil Well Services and Equipment	SHORT	82.83	0.31	HOLD
KRNY	SandLs/Savings Banks	SHORT	9.99	-0.30	HOLD
LAD	Retail (Specialty)	LONG	41.10	0.02	HOLD
LINE	Oil and Gas Operations	SHORT	38.01	0.77	HOLD
MT	Iron and Steel	SHORT	14.98	-1.51	HOLD
NAFC	Retail (Grocery)	LONG	19.17	-2.84	SELL
NILE	Retail (Specialty)	LONG	33.93	-1.60	HOLD
NJR	Natural Gas Utilities	LONG	44.56	0.34	HOLD
NR	Oil Well Services and Equipment	LONG	8.81	1.03	HOLD
NVS	Major Drugs	SHORT	67.80	0.71	HOLD
OMX	Office Supplies	LONG	11.97	0.93	HOLD
SAFM	Food Processing	LONG	50.73	0.81	HOLD
SLV	Misc. Financial Services	SHORT	27.55	-1.64	HOLD
SONC	Restaurants	LONG	11.29	0.44	HOLD
STM	Semiconductors	SHORT	7.95	-1.73	HOLD
STRA	Schools	LONG	49.09	-0.08	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.51	-0.19	HOLD
TKC	Communications Services	SHORT	16.51	0.36	HOLD
USB	Regional Banks	SHORT	33.98	-0.15	HOLD
USTR	Office Supplies	LONG	36.20	-0.74	HOLD
VALE	Metal Mining	SHORT	18.99	2.48	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.22
SHORTS				0.10
TOTAL				-0.32
S&P 500				-0.20
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-28.13	6.80	-38.79	-2.25	-0.39
S&P 500	19.51	4.86	-18.61	1.93	0.50