24-May-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABM	Business Services	LONG	23.50	0.43	HOLD
AHS		LONG	13.43	-0.89	HOLD
ATVI		SHORT	15.61	0.45	HOLD
BAC	SandLs/Savings Banks	SHORT	13.24	0.23	HOLD
BBT	Regional Banks	SHORT	32.82	-0.15	HOLD
BCO		LONG	27.23	0.93	HOLD
BHP		SHORT	66.73	-1.18	HOLD
C	Money Center Banks	SHORT	50.52	-0.02	HOLD
CEF		SHORT	15.73	-1.26	HOLD
CLR		SHORT	83.46	-0.62	HOLD
DEST		LONG	25.18	0.40	HOLD
ESI		LONG	24.80	-0.92	HOLD
FRED		LONG	15.25	0.07	HOLD
GLP		LONG	36.17	-0.90	HOLD
GPI	Retail (Specialty)	LONG	63.08	-0.14	HOLD
HBC		SHORT	55.35	-1.62	HOLD
HOTT		LONG	13.96	-0.07	HOLD
ICFI		LONG	29.96	0.60	HOLD
IMKTA		LONG	22.07	1.01	HOLD
INWK		LONG	11.03	2.13	HOLD
ISBC		SHORT	20.28	0.85	HOLD
JBT		LONG	21.42	0.47	HOLD
KMR		SHORT	86.10	-0.16	HOLD
KOP		LONG	41.63	0.14	HOLD
KRNY		SHORT	10.25	1.59	HOLD
LINE		SHORT	35.06	-0.48	HOLD
MT		SHORT	12.83	-0.70	HOLD
MYE		LONG	14.87	0.20	HOLD
NSH		SHORT	29.36	-1.44	HOLD
NVS		SHORT	74.36	0.73	HOLD
O		SHORT	49.67	-1.90	HOLD
ONB		SHORT	13.58	-0.37	HOLD
OZM		SHORT	11.54	3.22	HOLD
PBR	Oil and Gas - Integrated	SHORT	18.20	0.50	HOLD
RJET		LONG	10.44	-1.42	HOLD
SAFM		LONG	65.72	0.44	HOLD
SLV	Misc. Financial Services	SHORT	21.60	-1.28	HOLD
SPTN		LONG	17.80	0.39	HOLD
STM		SHORT	9.28	-1.80	HOLD
TECD		LONG	49.67	0.49	HOLD
TFSL		SHORT	11.19	0.00	HOLD
TITN	Construction Services	LONG	20.40	-9.33	HOLD
TKC	Communications Services	SHORT	15.87	0.00	HOLD
USB	Regional Banks	SHORT	35.41	0.54	HOLD
USNA		LONG	67.33	-1.72	HOLD
VALE		SHORT	15.51	-0.39	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.37
SHORTS				-0.21
TOTAL				-0.16
S&P 500				-0.08
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-21.26	8.42	-39.46	-1.21	-0.26
S&P 500	30.90	5.08	-18.61	2.53	0.69