19-Mar-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	21.61	-0.23	HOLD
AIRM	Misc. Transportation	LONG	49.00	1.34	HOLD
ANDE	Crops	LONG	52.10	1.13	HOLD
BAC	SandLs/Savings Banks	SHORT	12.71	1.19	HOLD
BAS	Oil Well Services and Equipment	LONG	14.24	-3.20	HOLD
BBT	Regional Banks	SHORT	30.79	0.13	HOLD
BCO	Business Services	LONG	27.90	-0.53	HOLD
BLT	Metal Mining	LONG	13.88	-0.29	HOLD
BLX	Regional Banks	SHORT	24.87	-0.24	HOLD
BPOP	Regional Banks	SHORT	28.33	0.80	HOLD
C	Money Center Banks	SHORT	45.79	-0.97	HOLD
CALM	Fish/Livestock	LONG	43.45	1.59	HOLD
CEC	Restaurants	LONG	32.13	-0.46	HOLD
CEF	Misc. Financial Services	SHORT	19.80	-0.20	HOLD
CLR	Oil and Gas Operations	SHORT	88.81	-2.21	HOLD
DUK	Electric Utilities	SHORT	69.91	0.42	HOLD
ESI	Schools	LONG	12.90	-0.31	HOLD
FRED	Retail (Department and Discount)	LONG	14.06	-0.07	HOLD
GBX	Railroads	LONG	21.89	-0.18	HOLD
HBC	Regional Banks	SHORT	54.19	-0.42	HOLD
IMKTA	Retail (Grocery)	LONG	21.61	-0.37	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.12	0.33	HOLD
JBT	Misc. Capital Goods	LONG	20.60	-1.58	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.54	0.59	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.44	1.26	HOLD
LAD	Retail (Specialty)	LONG	45.07	-0.90	HOLD
LINE	Oil and Gas Operations	SHORT	37.28	-0.37	HOLD
MT	Iron and Steel	SHORT	13.84	-3.15	HOLD
MYE	Fabricated Plastic and Rubber	LONG	14.64	-0.61	HOLD
NILE	Retail (Specialty)	LONG	33.79	-2.65	HOLD
NJR	Natural Gas Utilities	LONG	44.37	1.12	HOLD
NR	Oil Well Services and Equipment	LONG	9.08	-2.37	HOLD
NVS	Major Drugs	SHORT	70.30	1.44	HOLD
OMX	Office Supplies	LONG	12.01	0.50	HOLD
PBR	Oil and Gas - Integrated	SHORT	17.55	-1.35	HOLD
SAFM	Food Processing	LONG	54.63	1.60	HOLD
SLV	Misc. Financial Services	SHORT	27.93	-0.07	HOLD
SPTN	Retail (Grocery)	LONG	18.02	0.39	HOLD
STM	Semiconductors	SHORT	8.07	2.02	HOLD
STRA	Schools	LONG	51.88	-0.27	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.80	-0.09	HOLD
TKC	Communications Services	SHORT	16.25	-1.52	HOLD
USB	Regional Banks	SHORT	33.95	-0.53	HOLD
USTR	Office Supplies	LONG	37.89	1.15	HOLD
VALE	Metal Mining	SHORT	16.98	-2.64	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.23
SHORTS				-0.25
TOTAL				0.03
S&P 500				-0.21
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-25.06	7.46	-38.91	-1.76	-0.34
S&P 500	21.91	4.86	-18.61	2.09	0.55