15-Mar-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.04	1.19	HOLD
AIRM	Misc. Transportation	LONG	48.95	-1.31	HOLD
ANDE	Crops	LONG	50.94	0.28	HOLD
BAC	SandLs/Savings Banks	SHORT	12.57	3.80	HOLD
BAS	Oil Well Services and Equipment	LONG	15.35	5.94	HOLD
BBT	Regional Banks	SHORT	30.98	-2.36	HOLD
BCO	Business Services	LONG	28.12	-0.07	HOLD
BLT	Metal Mining	LONG	14.09	0.93	BUY
BLX	Regional Banks	SHORT	25.27	0.00	HOLD
BPOP	Regional Banks	SHORT	28.03	-0.43	HOLD
C	Money Center Banks	SHORT	47.26	-0.42	HOLD
CALM	Fish/Livestock	LONG	42.26	-0.70	HOLD
CEC	Restaurants	LONG	32.19	0.34	HOLD
CEF	Misc. Financial Services	SHORT	19.50	-0.10	HOLD
CENTA	Personal and Household Prods.	LONG	9.02	-0.66	SELL
CLR	Oil and Gas Operations	SHORT	92.70	0.44	SHORT
DUK	Electric Utilities	SHORT	69.95	0.03	HOLD
ESI	Schools	LONG	12.84	0.39	HOLD
FRED	Retail (Department and Discount)	LONG	14.04	-0.71	HOLD
GBX	Railroads	LONG	21.47	0.05	HOLD
HBC	Regional Banks	SHORT	54.51	-2.15	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.73	-0.24	COVER
IMKTA	Retail (Grocery)	LONG	21.15	0.24	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.15	0.44	HOLD
JBT	Misc. Capital Goods	LONG	21.21	1.58	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.73	-0.11	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.32	-0.19	HOLD
LAD	Retail (Specialty)	LONG	46.03	0.04	HOLD
LINE	Oil and Gas Operations	SHORT	37.85	-0.94	HOLD
MT	Iron and Steel	SHORT	14.81	-1.33	HOLD
MYE	Fabricated Plastic and Rubber	LONG	15.05	0.33	BUY
NILE	Retail (Specialty)	LONG	34.81	-2.19	HOLD
NJR	Natural Gas Utilities	LONG	44.64	0.31	HOLD
NR	Oil Well Services and Equipment	LONG	9.48	-1.04	HOLD
NVS	Major Drugs	SHORT	69.89	1.36	HOLD
OMX	Office Supplies	LONG	11.77	-0.59	HOLD
PBR	Oil and Gas - Integrated	SHORT	17.81	2.36	SHORT
SAFM	Food Processing	LONG	54.24	0.52	HOLD
SLV	Misc. Financial Services	SHORT	27.80	-0.00	HOLD
SPTN	Retail (Grocery)	LONG	17.99	0.22	HOLD
STM	Semiconductors	SHORT	7.64	-0.65	HOLD
STRA	Schools	LONG	51.94	0.04	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.79	-1.01	HOLD
TKC	Communications Services	SHORT	16.68	-1.01	HOLD
USB	Regional Banks	SHORT	34.22	0.47	HOLD
USTR	Office Supplies	LONG	37.68	-0.11	HOLD
VALE	Metal Mining	SHORT	17.55	-0.28	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.12
SHORTS				-0.18
TOTAL				0.30
S&P 500				-0.13
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	5159084433683.54	2175668629605.24	-17.59	0.00	1038466.42
S&P 500	22.84	4.83	-18.61	2.20	0.57