04-Mar-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.67	-0.79	HOLD
AIRM	Misc. Transportation	LONG	46.94	2.35	HOLD
ANDE	Crops	LONG	48.79	0.54	HOLD
BAS	Oil Well Services and Equipment	LONG	13.65	-4.14	HOLD
BBT	Regional Banks	SHORT	31.13	1.53	HOLD
BCO	Business Services	LONG	26.65	0.00	HOLD
BIG	Retail (Specialty)	LONG	32.79	-0.94	HOLD
BLX	Regional Banks	SHORT	24.93	2.21	HOLD
BPOP	Regional Banks	SHORT	27.54	0.00	HOLD
C	Money Center Banks	SHORT	42.94	1.97	HOLD
CALM	Fish/Livestock	LONG	39.98	-2.03	HOLD
CEC	Restaurants	LONG	29.63	-0.97	HOLD
CEF	Misc. Financial Services	SHORT	19.54	0.21	HOLD
CENTA	Personal and Household Prods.	LONG	8.70	-1.25	HOLD
DUK	Electric Utilities	SHORT	69.71	0.66	HOLD
ESI	Schools	LONG	12.36	-8.85	HOLD
FHN	Regional Banks	SHORT	10.77	1.03	HOLD
FRED	Retail (Department and Discount)	LONG	13.50	1.28	HOLD
GBX	Railroads	LONG	20.23	-0.10	HOLD
HBC	Regional Banks	SHORT	53.95	-1.60	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.63	0.58	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.93	0.90	HOLD
JBT	Misc. Capital Goods	LONG	18.37	0.11	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.51	0.40	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.20	1.29	HOLD
LAD	Retail (Specialty)	LONG	42.26	-0.59	HOLD
LINE	Oil and Gas Operations	SHORT	37.42	-0.29	HOLD
MT	Iron and Steel	SHORT	14.20	-2.20	HOLD
NILE	Retail (Specialty)	LONG	33.74	-0.62	HOLD
NJR	Natural Gas Utilities	LONG	44.60	-1.09	HOLD
NR	Oil Well Services and Equipment	LONG	8.75	-1.91	HOLD
NVS	Major Drugs	SHORT	68.90	1.10	HOLD
OMX	Office Supplies	LONG	12.17	1.84	HOLD
SAFM	Food Processing	LONG	52.18	0.85	HOLD
SLV	Misc. Financial Services	SHORT	27.61	-0.04	HOLD
SONC	Restaurants	LONG	11.26	-1.57	SELL
SPTN	Retail (Grocery)	LONG	17.19	0.17	BUY
STM	Semiconductors	SHORT	8.02	1.91	HOLD
STRA	Schools	LONG	46.89	-4.11	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.54	-0.19	HOLD
TKC	Communications Services	SHORT	16.50	-0.48	HOLD
USB	Regional Banks	SHORT	34.28	0.79	HOLD
USTR	Office Supplies	LONG	37.40	0.11	HOLD
VALE	Metal Mining	SHORT	18.02	-2.86	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.00
SHORTS				0.28
TOTAL				-1.28
S&P 500				0.53
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3348477406861.17	1467419037116.02	-17.50	0.00	1045691.48
S&P 500	20.54	4.82	-18.61	2.03	0.53