22-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.40	1.13	HOLD
AIRM	Misc. Transportation	LONG	43.77	2.72	HOLD
ALJ	Oil and Gas Operations	LONG	19.93	2.94	HOLD
ANDE	Crops	LONG	48.47	-0.43	HOLD
BBT	Regional Banks	SHORT	30.58	1.81	HOLD
BIG	Retail (Specialty)	LONG	33.41	-0.62	HOLD
BLX	Regional Banks	SHORT	24.30	1.17	HOLD
BPOP	Regional Banks	SHORT	27.86	2.09	HOLD
C	Money Center Banks	SHORT	42.79	1.04	HOLD
CEC	Restaurants	LONG	31.18	-3.97	HOLD
CEF	Misc. Financial Services	SHORT	19.65	0.26	HOLD
CENTA	Personal and Household Prods.	LONG	9.02	-0.99	HOLD
DUK	Electric Utilities	SHORT	69.46	0.92	HOLD
ESI	Schools	LONG	18.63	0.65	HOLD
FHN	Regional Banks	SHORT	10.55	1.05	HOLD
FRED	Retail (Department and Discount)	LONG	13.61	-1.02	HOLD
FTK	Oil Well Services and Equipment	LONG	13.72	1.78	HOLD
HBC	Regional Banks	SHORT	55.16	0.80	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.68	1.52	HOLD
IPAR	Personal and Household Prods.	LONG	23.61	-0.42	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.99	0.73	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.84	0.53	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.32	0.00	HOLD
LAD	Retail (Specialty)	LONG	41.39	2.05	HOLD
LINE	Oil and Gas Operations	SHORT	38.49	2.15	HOLD
MT	Iron and Steel	SHORT	15.26	0.73	HOLD
NAFC	Retail (Grocery)	LONG	20.23	-1.51	HOLD
NILE	Retail (Specialty)	LONG	33.29	0.91	HOLD
NJR	Natural Gas Utilities	LONG	44.07	1.19	HOLD
NR	Oil Well Services and Equipment	LONG	8.71	1.04	HOLD
NVS	Major Drugs	SHORT	69.18	0.67	HOLD
OMX	Office Supplies	LONG	12.26	5.33	HOLD
SAFM	Food Processing	LONG	51.91	2.85	HOLD
SLV	Misc. Financial Services	SHORT	27.82	0.32	HOLD
SONC	Restaurants	LONG	11.21	-0.53	HOLD
STM	Semiconductors	SHORT	8.00	0.50	HOLD
STRA	Schools	LONG	52.25	0.64	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.59	0.57	HOLD
TKC	Communications Services	SHORT	16.15	1.83	HOLD
USB	Regional Banks	SHORT	33.89	0.36	HOLD
USTR	Office Supplies	LONG	35.38	3.03	HOLD
VALE	Metal Mining	SHORT	18.09	-1.74	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.81	3.79	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.92
SHORTS				0.84
TOTAL				0.09
S&P 500				0.97
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	772430377938.44	328322959199.66	-17.01	0.00	593165.19
S&P 500	14.72	4.74	-19.49	1.52	0.37

22-Feb-2013 Daily positions

Pre Opening Longs: AIRM, ALJ, ANDE, BIG, CEC, CENTA, ESI, FRED, FTK, IPAR,
LAD, NAFC, NILE, NJR, NR, OMX, SAFM, SONC, STRA, USTR, XTXI
Pre Opening Shorts: AB, BBT, BLX, BPOP, C, CEF, DUK, FHN, HBC, HCBK, ISBC,
KMR, KRNY, LINE, MT, NVS, SLV, STM, TFSL, TKC, USB, VALE

21-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.15	0.77	HOLD
AIRM	Misc. Transportation	LONG	42.61	-1.05	HOLD
ALJ	Oil and Gas Operations	LONG	19.34	-1.73	HOLD
ANDE	Crops	LONG	48.68	-0.59	HOLD
BBT	Regional Banks	SHORT	30.04	0.13	HOLD
BIG	Retail (Specialty)	LONG	33.63	0.00	HOLD
BLX	Regional Banks	SHORT	24.02	0.08	HOLD
BPOP	Regional Banks	SHORT	27.29	-3.84	HOLD
C	Money Center Banks	SHORT	42.35	-2.01	HOLD
CEC	Restaurants	LONG	32.47	1.09	HOLD
CEF	Misc. Financial Services	SHORT	19.60	1.82	HOLD
CENTA	Personal and Household Prods.	LONG	9.11	-2.15	HOLD
DUK	Electric Utilities	SHORT	68.83	-0.03	HOLD
ESI	Schools	LONG	18.50	-1.49	HOLD
FHN	Regional Banks	SHORT	10.44	-1.97	HOLD
FRED	Retail (Department and Discount)	LONG	13.75	1.10	HOLD
FTK	Oil Well Services and Equipment	LONG	13.48	-2.25	HOLD
HBC	Regional Banks	SHORT	54.71	-1.78	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.55	-1.50	HOLD
IPAR	Personal and Household Prods.	LONG	23.71	0.17	HOLD
ISBC	SandLs/Savings Banks	SHORT	17.86	-1.27	HOLD
KMR	Oil Well Services and Equipment	SHORT	81.51	-1.20	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.32	0.49	HOLD
LAD	Retail (Specialty)	LONG	40.56	-1.46	HOLD
LINE	Oil and Gas Operations	SHORT	37.68	2.81	HOLD
MT	Iron and Steel	SHORT	15.15	-3.38	SHORT
NAFC	Retail (Grocery)	LONG	20.54	-0.24	HOLD
NILE	Retail (Specialty)	LONG	32.99	0.12	HOLD
NJR	Natural Gas Utilities	LONG	43.55	-0.50	HOLD
NR	Oil Well Services and Equipment	LONG	8.62	0.00	HOLD
NVS	Major Drugs	SHORT	68.72	-1.56	HOLD
OMX	Office Supplies	LONG	11.65	-3.60	HOLD
SAFM	Food Processing	LONG	50.47	-2.98	HOLD
SLV	Misc. Financial Services	SHORT	27.74	0.54	HOLD
SONC	Restaurants	LONG	11.27	1.17	HOLD
STM	Semiconductors	SHORT	7.96	-2.93	HOLD
STRA	Schools	LONG	51.92	-0.15	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.53	-0.75	HOLD
TKC	Communications Services	SHORT	15.86	0.06	HOLD
USB	Regional Banks	SHORT	33.77	-0.24	HOLD
USTR	Office Supplies	LONG	34.34	-1.72	HOLD
V	Consumer Financial Services	SHORT	157.44	1.30	COVER
VALE	Metal Mining	SHORT	18.41	-0.97	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.16	-1.44	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.84
SHORTS				-0.55
TOTAL				-0.30
S&P 500				-0.61
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	92567599.70	37309951.63	-17.99	0.00	5889.91
S&P 500	13.61	4.80	-19.49	1.39	0.34

21-Feb-2013 Daily positions

Pre Opening Longs: AIRM, ALJ, ANDE, BIG, CEC, CENTA, ESI, FRED, FTK, IPAR,
LAD, NAFC, NILE, NJR, NR, OMX, SAFM, SONC, STRA, USTR, XTXI
Pre Opening Shorts: AB, BBT, BLX, BPOP, C, CEF, DUK, FHN, HBC, HCBK, ISBC,
KMR, KRNY, LINE, NVS, SLV, STM, TFSL, TKC, USB, V, VALE

20-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	21.98	-1.88	HOLD
AIRM	Misc. Transportation	LONG	43.06	-1.98	HOLD
ALJ	Oil and Gas Operations	LONG	19.68	-4.23	HOLD
ANDE	Crops	LONG	48.97	-0.69	HOLD
BBT	Regional Banks	SHORT	30.00	-1.22	HOLD
BIG	Retail (Specialty)	LONG	33.63	-2.07	HOLD
BLX	Regional Banks	SHORT	24.00	-1.68	HOLD
BPOP	Regional Banks	SHORT	28.38	-1.87	HOLD
C	Money Center Banks	SHORT	43.22	-2.88	HOLD
CEC	Restaurants	LONG	32.12	-2.93	HOLD
CEF	Misc. Financial Services	SHORT	19.25	-3.65	HOLD
CENTA	Personal and Household Prods.	LONG	9.31	-0.11	HOLD
DUK	Electric Utilities	SHORT	68.85	-0.16	HOLD
ESI	Schools	LONG	18.78	-1.68	HOLD
FHN	Regional Banks	SHORT	10.65	0.00	HOLD
FRED	Retail (Department and Discount)	LONG	13.60	-0.87	HOLD
FTK	Oil Well Services and Equipment	LONG	13.79	-4.57	HOLD
HBC	Regional Banks	SHORT	55.70	-1.07	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.68	-1.03	HOLD
IPAR	Personal and Household Prods.	LONG	23.67	-1.33	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.09	-1.68	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.50	-0.24	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.27	-1.72	HOLD
LAD	Retail (Specialty)	LONG	41.16	-5.68	HOLD
LINE	Oil and Gas Operations	SHORT	36.65	0.66	HOLD
NAFC	Retail (Grocery)	LONG	20.59	-0.87	HOLD
NILE	Retail (Specialty)	LONG	32.95	-0.12	HOLD
NJR	Natural Gas Utilities	LONG	43.77	-0.79	HOLD
NR	Oil Well Services and Equipment	LONG	8.62	-3.36	HOLD
NVS	Major Drugs	SHORT	69.81	0.24	HOLD
OMX	Office Supplies	LONG	12.09	-7.00	HOLD
SAFM	Food Processing	LONG	52.02	-1.70	HOLD
SLV	Misc. Financial Services	SHORT	27.59	-3.01	HOLD
SONC	Restaurants	LONG	11.14	-2.15	HOLD
STM	Semiconductors	SHORT	8.20	-2.38	HOLD
STRA	Schools	LONG	52.00	-0.52	HOLD
TFSL	SandLs/Savings Banks	SHORT	10.61	-0.75	HOLD
TKC	Communications Services	SHORT	15.85	-1.74	HOLD
USB	Regional Banks	SHORT	33.85	-0.67	HOLD
USTR	Office Supplies	LONG	34.94	-2.37	HOLD
V	Consumer Financial Services	SHORT	155.42	-1.39	HOLD
VALE	Metal Mining	SHORT	18.59	-3.83	HOLD
XTXI	Oil Well Services and Equipment	LONG	17.41	-3.33	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.30
SHORTS				-1.45
TOTAL				-0.85
S&P 500				-1.29
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	5131733960204.67	2187436047666.59	-17.02	0.00	1626246.32
S&P 500	14.27	4.76	-19.49	1.47	0.36

20-Feb-2013 Daily positions

Pre Opening Longs: AIRM, ALJ, ANDE, BIG, CEC, CENTA, ESI, FRED, FTK, IPAR,
LAD, NAFC, NILE, NJR, NR, OMX, SAFM, SONC, STRA, USTR, XTXI
Pre Opening Shorts: AB, BBT, BLX, BPOP, C, CEF, DUK, FHN, HBC, HCBK, ISBC,
KMR, KRNY, LINE, NVS, SLV, STM, TFSL, TKC, USB, V, VALE

19-Feb-2013 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AB	Investment Services	SHORT	22.80	6.54	HOLD
AIRM	Misc. Transportation	LONG	43.93	1.55	HOLD
ALJ	Oil and Gas Operations	LONG	20.55	-0.29	HOLD
ANDE	Crops	LONG	49.31	3.59	HOLD
BBT	Regional Banks	SHORT	30.37	0.33	HOLD
BIG	Retail (Specialty)	LONG	34.34	1.45	HOLD
BLX	Regional Banks	SHORT	24.41	-0.08	HOLD
BPOP	Regional Banks	SHORT	28.92	0.35	HOLD
C	Money Center Banks	SHORT	44.50	1.51	HOLD
CEC	Restaurants	LONG	33.09	2.38	HOLD
CEF	Misc. Financial Services	SHORT	19.98	-1.24	HOLD
CENTA	Personal and Household Prods.	LONG	9.32	0.76	HOLD
DUK	Electric Utilities	SHORT	68.96	1.32	SHORT
ESI	Schools	LONG	19.09	4.09	HOLD
FHN	Regional Banks	SHORT	10.65	0.28	HOLD
FRED	Retail (Department and Discount)	LONG	13.72	2.85	HOLD
FTK	Oil Well Services and Equipment	LONG	14.45	-2.17	HOLD
HBC	Regional Banks	SHORT	56.30	-0.48	HOLD
HCBK	SandLs/Savings Banks	SHORT	8.77	0.80	HOLD
IPAR	Personal and Household Prods.	LONG	23.99	0.63	HOLD
ISBC	SandLs/Savings Banks	SHORT	18.40	1.49	HOLD
KMR	Oil Well Services and Equipment	SHORT	82.70	1.14	HOLD
KRNY	SandLs/Savings Banks	SHORT	10.45	2.25	HOLD
LAD	Retail (Specialty)	LONG	43.64	2.23	HOLD
LINE	Oil and Gas Operations	SHORT	36.41	1.34	HOLD
NAFC	Retail (Grocery)	LONG	20.77	-0.81	HOLD
NILE	Retail (Specialty)	LONG	32.99	3.29	HOLD
NJR	Natural Gas Utilities	LONG	44.12	0.73	HOLD
NR	Oil Well Services and Equipment	LONG	8.91	-2.57	HOLD
NVS	Major Drugs	SHORT	69.66	0.66	HOLD
OMX	Office Supplies	LONG	12.99	20.84	HOLD
SAFM	Food Processing	LONG	52.92	-0.04	HOLD
SLV	Misc. Financial Services	SHORT	28.45	-1.33	HOLD
SONC	Restaurants	LONG	11.39	3.50	HOLD
STM	Semiconductors	SHORT	8.40	0.24	HOLD
STRA	Schools	LONG	52.27	0.62	BUY
TFSL	SandLs/Savings Banks	SHORT	10.69	0.09	HOLD
TKC	Communications Services	SHORT	16.13	2.48	HOLD
USB	Regional Banks	SHORT	34.08	0.50	HOLD
USTR	Office Supplies	LONG	35.79	3.14	HOLD
V	Consumer Financial Services	SHORT	157.61	-0.24	HOLD
VALE	Metal Mining	SHORT	19.33	-0.92	HOLD
XTXI	Oil Well Services and Equipment	LONG	18.01	1.46	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.33
SHORTS				0.75
TOTAL				1.58
S&P 500				0.70
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	3512981151105.99	1482906490201.26	-17.02	0.00	1375380.35
S&P 500	15.70	4.70	-19.49	1.64	0.40

19-Feb-2013 Daily positions

Pre Opening Longs: AIRM, ALJ, ANDE, BIG, CEC, CENTA, ESI, FRED, FTK, IPAR,
LAD, NAFC, NILE, NJR, NR, OMX, SAFM, SONC, USTR, XTXI
Pre Opening Shorts: AB, BBT, BLX, BPOP, C, CEF, FHN, HBC, HCBK, ISBC, KMR,
KRNY, LINE, NVS, SLV, STM, TFSL, TKC, USB, V, VALE