08-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	20.54	0.20	HOLD
AIRM	Misc. Transportation	LONG	44.40	0.91	HOLD
ALJ	Oil and Gas Operations	LONG	20.71	2.63	HOLD
ANDE	Crops	LONG	46.94	0.44	HOLD
BBT	Regional Banks	SHORT	30.65	-0.07	HOLD
BIG	Retail (Specialty)	LONG	32.84	-0.15	HOLD
BLX	Regional Banks	SHORT	23.93	0.63	HOLD
BPOP	Regional Banks	SHORT	28.51	0.46	HOLD
C	Money Center Banks	SHORT	42.68	-0.44	HOLD
CEC	Restaurants	LONG	32.97	0.37	HOLD
CEF	Misc. Financial Services	SHORT	21.46	-0.51	HOLD
CENTA	Personal and Household Prods.	LONG	9.11	-3.09	HOLD
ESI	Schools	LONG	17.10	-3.99	HOLD
FHN	Regional Banks	SHORT	10.62	0.19	HOLD
FRED	Retail (Department and Discount)	LONG	13.55	1.96	HOLD
FTK	Oil Well Services and Equipment	LONG	13.91	0.80	HOLD
GBX	Railroads	LONG	20.26	-0.25	HOLD
HBC	Regional Banks	SHORT	56.76	2.58	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.62	0.23	HOLD
IPAR	Personal and Household Prods.	LONG	22.81	4.83	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.30	0.38	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.34	0.27	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.34	-0.10	HOLD
LAD	Retail (Specialty)	LONG	43.26	1.07	HOLD
LINE	Oil and Gas Operations	SHORT	37.23	0.16	HOLD
NAFC	Retail (Grocery)	LONG	20.49	0.89	HOLD
NILE	Retail (Specialty)	LONG	31.57	0.16	HOLD
NJR	Natural Gas Utilities	LONG	42.25	4.32	HOLD
NVS	Major Drugs	SHORT	68.30	0.43	HOLD
OMX	Office Supplies	LONG	10.67	-0.47	HOLD
SAFM	Food Processing	LONG	52.03	1.48	BUY
SLV	Misc. Financial Services	SHORT	30.44	-0.07	HOLD
SONC	Restaurants	LONG	11.35	0.27	HOLD
STM	Semiconductors	SHORT	8.52	1.43	HOLD
STRA	Schools	LONG	61.56	0.41	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.50	0.00	HOLD
TKC	Communications Services	SHORT	15.95	0.82	HOLD
USB	Regional Banks	SHORT	33.65	0.33	HOLD
USTR	Office Supplies	LONG	33.34	0.88	HOLD
V	Consumer Financial Services	SHORT	157.80	0.47	HOLD
VALE	Metal Mining	SHORT	19.85	-0.15	HOLD
WGL	Natural Gas Utilities	LONG	42.23	-1.05	SELL
XTXI	Oil Well Services and Equipment	LONG	17.38	0.12	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.53
SHORTS				0.35
TOTAL				0.18
S&P 500				0.56
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1067.18	409.14	-34.38	0.62	7.41
S&P 500	19.66	4.79	-18.61	2.02	0.52

07-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	20.50	0.69	HOLD
AIRM	Misc. Transportation	LONG	44.00	0.30	HOLD
ALJ	Oil and Gas Operations	LONG	20.18	1.05	HOLD
ANDE	Crops	LONG	46.73	-1.68	HOLD
BBT	Regional Banks	SHORT	30.67	-0.62	HOLD
BIG	Retail (Specialty)	LONG	32.89	-0.36	HOLD
BLX	Regional Banks	SHORT	23.78	0.38	HOLD
BPOP	Regional Banks	SHORT	28.38	4.65	HOLD
C	Money Center Banks	SHORT	42.86	-0.44	HOLD
CEC	Restaurants	LONG	32.85	-0.30	HOLD
CEF	Misc. Financial Services	SHORT	21.57	-0.60	HOLD
CENTA	Personal and Household Prods.	LONG	9.40	0.75	HOLD
ESI	Schools	LONG	17.81	5.89	HOLD
FHN	Regional Banks	SHORT	10.60	-1.12	HOLD
FRED	Retail (Department and Discount)	LONG	13.29	-0.08	HOLD
FTK	Oil Well Services and Equipment	LONG	13.80	-0.72	HOLD
GBX	Railroads	LONG	20.31	0.59	HOLD
HBC	Regional Banks	SHORT	55.33	-1.16	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.60	-0.12	HOLD
IPAR	Personal and Household Prods.	LONG	21.76	0.69	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.23	0.05	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.12	0.82	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.35	-0.19	HOLD
LAD	Retail (Specialty)	LONG	42.80	-0.30	HOLD
LINE	Oil and Gas Operations	SHORT	37.17	-0.51	HOLD
NAFC	Retail (Grocery)	LONG	20.31	-1.41	HOLD
NILE	Retail (Specialty)	LONG	31.52	-2.11	HOLD
NJR	Natural Gas Utilities	LONG	40.50	-3.06	HOLD
NVS	Major Drugs	SHORT	68.01	-1.38	HOLD
OMX	Office Supplies	LONG	10.72	-4.03	HOLD
SLV	Misc. Financial Services	SHORT	30.44	-1.20	HOLD
SONC	Restaurants	LONG	11.32	-0.09	HOLD
STM	Semiconductors	SHORT	8.40	-2.55	HOLD
STRA	Schools	LONG	61.31	5.22	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.50	0.57	HOLD
TKC	Communications Services	SHORT	15.82	2.53	HOLD
USB	Regional Banks	SHORT	33.54	-0.21	HOLD
USTR	Office Supplies	LONG	33.05	-0.42	HOLD
V	Consumer Financial Services	SHORT	157.06	-2.34	HOLD
VALE	Metal Mining	SHORT	19.88	-1.54	HOLD
WGL	Natural Gas Utilities	LONG	42.68	3.62	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.36	1.05	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.22
SHORTS				-0.20
TOTAL				0.42
S&P 500				-0.12
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-33.43	5.63	-39.98	-3.37	-0.47
S&P 500	19.01	4.81	-18.61	1.96	0.51

06-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	20.36	0.59	HOLD
AIRM	Misc. Transportation	LONG	43.87	0.90	HOLD
ALJ	Oil and Gas Operations	LONG	19.97	0.50	HOLD
ANDE	Crops	LONG	47.53	0.96	HOLD
BBT	Regional Banks	SHORT	30.86	0.23	HOLD
BIG	Retail (Specialty)	LONG	33.01	1.29	HOLD
BLX	Regional Banks	SHORT	23.69	0.08	HOLD
BPOP	Regional Banks	SHORT	27.12	0.48	HOLD
C	Money Center Banks	SHORT	43.05	0.30	HOLD
CEC	Restaurants	LONG	32.95	0.37	BUY
CEF	Misc. Financial Services	SHORT	21.69	0.28	HOLD
CENTA	Personal and Household Prods.	LONG	9.33	-1.06	HOLD
ESI	Schools	LONG	16.82	3.70	HOLD
FHN	Regional Banks	SHORT	10.72	1.71	HOLD
FRED	Retail (Department and Discount)	LONG	13.30	-0.23	HOLD
FTK	Oil Well Services and Equipment	LONG	13.90	1.09	HOLD
GBX	Railroads	LONG	20.19	1.00	HOLD
HBC	Regional Banks	SHORT	55.98	0.57	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.69	-0.34	HOLD
IPAR	Personal and Household Prods.	LONG	21.61	0.19	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.27	0.05	HOLD
KEG	Oil Well Services and Equipment	LONG	8.52	0.47	SELL
KMR	Oil Well Services and Equipment	SHORT	81.45	-0.40	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.37	-0.38	HOLD
LAD	Retail (Specialty)	LONG	42.93	-3.22	HOLD
LINE	Oil and Gas Operations	SHORT	37.36	-1.19	HOLD
NAFC	Retail (Grocery)	LONG	20.60	-0.29	HOLD
NILE	Retail (Specialty)	LONG	32.20	-2.22	HOLD
NJR	Natural Gas Utilities	LONG	41.78	-0.14	HOLD
NVS	Major Drugs	SHORT	68.96	0.82	HOLD
OMX	Office Supplies	LONG	11.17	-0.27	HOLD
SLV	Misc. Financial Services	SHORT	30.80	0.13	HOLD
SONC	Restaurants	LONG	11.33	0.44	HOLD
STM	Semiconductors	SHORT	8.62	0.12	HOLD
STRA	Schools	LONG	58.27	1.23	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.44	-0.67	HOLD
TKC	Communications Services	SHORT	15.43	-0.90	HOLD
USB	Regional Banks	SHORT	33.61	1.45	HOLD
USTR	Office Supplies	LONG	33.19	-0.72	HOLD
V	Consumer Financial Services	SHORT	160.82	0.81	HOLD
VALE	Metal Mining	SHORT	20.19	1.71	HOLD
WGL	Natural Gas Utilities	LONG	41.19	-2.62	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.18	1.90	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.14
SHORTS				0.26
TOTAL				-0.12
S&P 500				0.07
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-33.75	5.58	-39.98	-3.44	-0.48
S&P 500	19.16	4.80	-18.61	1.98	0.51

04-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	20.13	-1.28	HOLD
AIRM	Misc. Transportation	LONG	42.52	-2.01	HOLD
ALJ	Oil and Gas Operations	LONG	20.31	-1.26	HOLD
ANDE	Crops	LONG	47.25	0.57	HOLD
BBT	Regional Banks	SHORT	30.52	-1.93	HOLD
BIG	Retail (Specialty)	LONG	32.50	0.49	HOLD
BLX	Regional Banks	SHORT	23.28	-0.94	HOLD
BPOP	Regional Banks	SHORT	27.03	-0.63	HOLD
C	Money Center Banks	SHORT	42.21	-1.88	HOLD
CEF	Misc. Financial Services	SHORT	21.70	0.09	HOLD
CENTA	Personal and Household Prods.	LONG	9.48	0.21	HOLD
ESI	Schools	LONG	16.43	0.92	HOLD
FHN	Regional Banks	SHORT	10.29	-0.68	HOLD
FRED	Retail (Department and Discount)	LONG	13.09	-1.36	HOLD
FTK	Oil Well Services and Equipment	LONG	13.78	-1.78	HOLD
GBX	Railroads	LONG	19.58	-2.10	HOLD
HBC	Regional Banks	SHORT	55.72	-1.95	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.58	-1.15	HOLD
IPAR	Personal and Household Prods.	LONG	21.22	-2.21	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.01	0.56	HOLD
KEG	Oil Well Services and Equipment	LONG	7.98	-2.80	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.62	0.19	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.25	-2.19	HOLD
LAD	Retail (Specialty)	LONG	43.20	-1.30	HOLD
LINE	Oil and Gas Operations	SHORT	39.06	-0.26	HOLD
NAFC	Retail (Grocery)	LONG	20.75	-0.91	HOLD
NILE	Retail (Specialty)	LONG	31.80	-6.31	HOLD
NJR	Natural Gas Utilities	LONG	41.47	-2.54	BUY
NR	Oil Well Services and Equipment	LONG	8.56	-1.04	SELL
NVS	Major Drugs	SHORT	68.10	0.15	HOLD
OMX	Office Supplies	LONG	10.99	2.04	HOLD
SLV	Misc. Financial Services	SHORT	30.68	-0.32	HOLD
SONC	Restaurants	LONG	11.02	-2.48	HOLD
STRA	Schools	LONG	57.22	-0.09	HOLD
TCB	Regional Banks	SHORT	13.71	-0.87	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.39	0.78	HOLD
TKC	Communications Services	SHORT	15.57	-0.13	HOLD
USB	Regional Banks	SHORT	32.96	-1.32	HOLD
USTR	Office Supplies	LONG	33.26	-1.10	HOLD
V	Consumer Financial Services	SHORT	156.65	-1.20	HOLD
VALE	Metal Mining	SHORT	20.23	-1.41	HOLD
WGL	Natural Gas Utilities	LONG	41.97	-0.73	HOLD
XTXI	Oil Well Services and Equipment	LONG	16.47	-2.54	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.23
SHORTS				-0.78
TOTAL				-0.45
S&P 500				-1.10
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-34.14	5.52	-39.98	-3.53	-0.49
S&P 500	17.90	4.83	-18.61	1.85	0.48