21-Mar-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	21.17	-2.85	HOLD
AIRM	Misc. Transportation	LONG	48.24	-0.96	HOLD
ANDE	Crops	LONG	52.01	-0.31	HOLD
BAC	SandLs/Savings Banks	SHORT	12.57	-1.64	HOLD
BAS	Oil Well Services and Equipment	LONG	13.77	-1.22	HOLD
BBT	Regional Banks	SHORT	30.64	-1.07	HOLD
BCO	Business Services	LONG	27.65	-1.99	HOLD
BLT	Metal Mining	LONG	13.74	-0.36	HOLD
BLX	Regional Banks	SHORT	24.64	-0.85	HOLD
BPOP	Regional Banks	SHORT	28.85	1.00	HOLD
C	Money Center Banks	SHORT	45.23	-1.87	HOLD
CALM	Fish/Livestock	LONG	42.47	-2.12	HOLD
CEC	Restaurants	LONG	32.50	-0.64	HOLD
CEF	Misc. Financial Services	SHORT	19.97	1.78	HOLD
CLR	Oil and Gas Operations	SHORT	86.18	-3.33	HOLD
DUK	Electric Utilities	SHORT	70.26	-0.20	HOLD
ESI	Schools	LONG	13.10	2.02	HOLD
FRED	Retail (Department and Discount)	LONG	14.24	-0.84	HOLD
GBX	Railroads	LONG	22.06	-0.94	HOLD
HBC	Regional Banks	SHORT	53.29	-1.10	HOLD
IMKTA	Retail (Grocery)	LONG	21.28	-1.71	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.40	0.88	HOLD
JBT	Misc. Capital Goods	LONG	20.54	-0.96	HOLD
KMR	Oil Well Services and Equipment	SHORT	84.47	1.83	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.38	-1.52	HOLD
LAD	Retail (Specialty)	LONG	45.02	-1.51	HOLD
LINE	Oil and Gas Operations	SHORT	36.91	-1.77	HOLD
MT	Iron and Steel	SHORT	13.71	-1.44	HOLD
MYE	Fabricated Plastic and Rubber	LONG	14.03	-3.44	HOLD
NILE	Retail (Specialty)	LONG	34.54	-2.06	HOLD
NJR	Natural Gas Utilities	LONG	44.58	-0.36	HOLD
NR	Oil Well Services and Equipment	LONG	8.94	-0.83	HOLD
NVS	Major Drugs	SHORT	70.62	-0.98	HOLD
OMX	Office Supplies	LONG	11.95	-0.99	HOLD
PBR	Oil and Gas - Integrated	SHORT	16.88	-1.86	HOLD
SAFM	Food Processing	LONG	53.81	-4.06	HOLD
SLV	Misc. Financial Services	SHORT	28.18	1.33	HOLD
SPTN	Retail (Grocery)	LONG	17.61	-2.06	HOLD
STM	Semiconductors	SHORT	7.89	-3.07	HOLD
STRA	Schools	LONG	50.24	-3.40	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.80	0.19	HOLD
TKC	Communications Services	SHORT	16.44	-0.72	HOLD
USB	Regional Banks	SHORT	33.55	-1.12	HOLD
USTR	Office Supplies	LONG	38.21	-0.49	HOLD
VALE	Metal Mining	SHORT	17.05	-0.87	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.33
SHORTS				-0.84
TOTAL				-0.49
S&P 500				-0.84
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-25.35	7.40	-38.89	-1.79	-0.34
S&P 500	22.24	4.87	-18.61	2.11	0.55