18-Mar-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	21.66	-1.72	HOLD
AIRM	Misc. Transportation	LONG	48.35	-1.23	HOLD
ANDE	Crops	LONG	51.52	1.14	HOLD
BAC	SandLs/Savings Banks	SHORT	12.56	-0.08	HOLD
BAS	Oil Well Services and Equipment	LONG	14.71	-4.17	HOLD
BBT	Regional Banks	SHORT	30.75	-0.74	HOLD
BCO	Business Services	LONG	28.05	-0.25	HOLD
BLT	Metal Mining	LONG	13.92	-1.21	HOLD
BLX	Regional Banks	SHORT	24.93	-1.35	HOLD
BPOP	Regional Banks	SHORT	28.11	0.29	HOLD
C	Money Center Banks	SHORT	46.24	-2.16	HOLD
CALM	Fish/Livestock	LONG	42.77	1.21	HOLD
CEC	Restaurants	LONG	32.52	1.03	HOLD
CEF	Misc. Financial Services	SHORT	19.84	1.74	HOLD
CLR	Oil and Gas Operations	SHORT	90.82	-2.03	HOLD
DUK	Electric Utilities	SHORT	69.62	-0.47	HOLD
ESI	Schools	LONG	12.94	0.78	HOLD
FRED	Retail (Department and Discount)	LONG	14.07	0.21	HOLD
GBX	Railroads	LONG	21.93	2.14	HOLD
HBC	Regional Banks	SHORT	54.42	-0.22	HOLD
IMKTA	Retail (Grocery)	LONG	21.69	2.55	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.06	-0.50	HOLD
JBT	Misc. Capital Goods	LONG	20.93	-1.32	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.06	-0.82	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.31	-0.10	HOLD
LAD	Retail (Specialty)	LONG	45.48	-1.19	HOLD
LINE	Oil and Gas Operations	SHORT	37.42	-1.14	HOLD
MT	Iron and Steel	SHORT	14.29	-3.51	HOLD
MYE	Fabricated Plastic and Rubber	LONG	14.73	-2.13	HOLD
NILE	Retail (Specialty)	LONG	34.71	-0.29	HOLD
NJR	Natural Gas Utilities	LONG	43.88	-1.70	HOLD
NR	Oil Well Services and Equipment	LONG	9.30	-1.90	HOLD
NVS	Major Drugs	SHORT	69.30	-0.84	HOLD
OMX	Office Supplies	LONG	11.95	1.53	HOLD
PBR	Oil and Gas - Integrated	SHORT	17.79	-0.11	HOLD
SAFM	Food Processing	LONG	53.77	-0.87	HOLD
SLV	Misc. Financial Services	SHORT	27.94	0.51	HOLD
SPTN	Retail (Grocery)	LONG	17.95	-0.22	HOLD
STM	Semiconductors	SHORT	7.91	3.53	HOLD
STRA	Schools	LONG	52.02	0.15	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.81	0.19	HOLD
TKC	Communications Services	SHORT	16.50	-1.08	HOLD
USB	Regional Banks	SHORT	34.13	-0.26	HOLD
USTR	Office Supplies	LONG	37.46	-0.58	HOLD
VALE	Metal Mining	SHORT	17.44	-0.63	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.29
SHORTS				-0.50
TOTAL				0.21
S&P 500				-0.56
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-25.13	7.45	-38.92	-1.78	-0.34
S&P 500	22.70	4.84	-18.61	2.18	0.57