13-Mar-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.41	2.99	HOLD
AIRM	Misc. Transportation	LONG	49.18	0.63	HOLD
ANDE	Crops	LONG	49.95	0.44	HOLD
BAC	SandLs/Savings Banks	SHORT	12.06	0.42	HOLD
BAS	Oil Well Services and Equipment	LONG	14.04	-2.16	HOLD
BBT	Regional Banks	SHORT	31.57	0.64	HOLD
BCO	Business Services	LONG	27.39	0.55	HOLD
BLX	Regional Banks	SHORT	24.87	0.61	HOLD
BPOP	Regional Banks	SHORT	27.89	0.25	HOLD
C	Money Center Banks	SHORT	46.97	0.04	HOLD
CALM	Fish/Livestock	LONG	41.81	1.48	HOLD
CEC	Restaurants	LONG	31.78	0.16	HOLD
CEF	Misc. Financial Services	SHORT	19.60	-0.81	HOLD
CENTA	Personal and Household Prods.	LONG	9.00	0.45	HOLD
DUK	Electric Utilities	SHORT	69.91	0.53	HOLD
ESI	Schools	LONG	12.73	-3.63	HOLD
FRED	Retail (Department and Discount)	LONG	13.98	3.25	HOLD
GBX	Railroads	LONG	21.66	0.09	HOLD
HBC	Regional Banks	SHORT	54.22	-0.20	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.70	0.06	HOLD
IMKTA	Retail (Grocery)	LONG	20.96	1.11	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.93	0.90	HOLD
JBT	Misc. Capital Goods	LONG	20.72	1.57	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.73	-0.30	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.26	0.10	HOLD
LAD	Retail (Specialty)	LONG	45.28	0.47	HOLD
LINE	Oil and Gas Operations	SHORT	38.14	0.55	HOLD
MT	Iron and Steel	SHORT	14.56	-2.48	HOLD
NILE	Retail (Specialty)	LONG	34.67	0.00	HOLD
NJR	Natural Gas Utilities	LONG	44.38	-0.38	HOLD
NR	Oil Well Services and Equipment	LONG	9.26	0.00	HOLD
NVS	Major Drugs	SHORT	68.60	-1.34	HOLD
OMX	Office Supplies	LONG	11.93	0.68	HOLD
SAFM	Food Processing	LONG	53.96	0.71	HOLD
SLV	Misc. Financial Services	SHORT	27.95	-0.89	HOLD
SPTN	Retail (Grocery)	LONG	17.80	0.79	HOLD
STM	Semiconductors	SHORT	7.60	-0.65	HOLD
STRA	Schools	LONG	51.71	1.63	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.73	-0.28	HOLD
TKC	Communications Services	SHORT	16.64	0.18	HOLD
USB	Regional Banks	SHORT	34.22	-0.35	HOLD
USTR	Office Supplies	LONG	37.39	0.89	HOLD
VALE	Metal Mining	SHORT	17.80	-4.35	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.42
SHORTS				-0.20
TOTAL				0.61
S&P 500				0.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-26.02	7.27	-38.98	-1.90	-0.35
S&P 500	22.90	4.81	-18.61	2.22	0.58