12-Mar-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	21.76	-3.03	HOLD
AIRM	Misc. Transportation	LONG	48.87	-0.87	HOLD
ANDE	Crops	LONG	49.73	0.14	HOLD
BAC	SandLs/Savings Banks	SHORT	12.01	-1.15	HOLD
BAS	Oil Well Services and Equipment	LONG	14.35	0.70	HOLD
BBT	Regional Banks	SHORT	31.37	-1.29	HOLD
BCO	Business Services	LONG	27.24	0.44	HOLD
BLX	Regional Banks	SHORT	24.72	-0.24	HOLD
BPOP	Regional Banks	SHORT	27.82	1.57	HOLD
C	Money Center Banks	SHORT	46.95	-1.37	HOLD
CALM	Fish/Livestock	LONG	41.20	-0.02	HOLD
CEC	Restaurants	LONG	31.73	-0.31	HOLD
CEF	Misc. Financial Services	SHORT	19.76	0.76	HOLD
CENTA	Personal and Household Prods.	LONG	8.96	0.00	HOLD
DUK	Electric Utilities	SHORT	69.54	-0.36	HOLD
ESI	Schools	LONG	13.21	2.80	HOLD
FRED	Retail (Department and Discount)	LONG	13.54	-0.81	HOLD
GBX	Railroads	LONG	21.64	1.36	HOLD
HBC	Regional Banks	SHORT	54.33	-0.89	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.70	-0.23	HOLD
IMKTA	Retail (Grocery)	LONG	20.73	0.05	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.77	-0.45	HOLD
JBT	Misc. Capital Goods	LONG	20.40	-0.78	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.98	0.02	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.25	0.10	HOLD
LAD	Retail (Specialty)	LONG	45.07	0.54	HOLD
LINE	Oil and Gas Operations	SHORT	37.93	-0.47	HOLD
MT	Iron and Steel	SHORT	14.93	0.27	HOLD
NILE	Retail (Specialty)	LONG	34.67	-2.58	HOLD
NJR	Natural Gas Utilities	LONG	44.95	-0.71	HOLD
NR	Oil Well Services and Equipment	LONG	9.26	0.11	HOLD
NVS	Major Drugs	SHORT	69.53	0.78	HOLD
OMX	Office Supplies	LONG	11.85	-1.90	HOLD
SAFM	Food Processing	LONG	53.58	-0.24	HOLD
SLV	Misc. Financial Services	SHORT	28.21	0.68	HOLD
SPTN	Retail (Grocery)	LONG	17.66	1.85	HOLD
STM	Semiconductors	SHORT	7.65	-4.02	HOLD
STRA	Schools	LONG	50.88	-0.95	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.76	0.19	HOLD
TKC	Communications Services	SHORT	16.61	3.04	HOLD
USB	Regional Banks	SHORT	34.34	-0.20	HOLD
USTR	Office Supplies	LONG	37.20	-0.21	HOLD
VALE	Metal Mining	SHORT	18.61	0.11	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.07
SHORTS				-0.28
TOTAL				0.21
S&P 500				-0.22
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-26.27	7.19	-38.83	-1.94	-0.36
S&P 500	22.72	4.81	-18.61	2.21	0.57