28-Mar-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
CHTP	Biotechnology and Drugs	SHORT	3.71	-2.11	HOLD
DNDN	Biotechnology and Drugs	SHORT	33.96	3.07	HOLD
CORT	Biotechnology and Drugs	SHORT	4.22	0.00	HOLD
IVN	Metal Mining	SHORT	26.84	-2.04	HOLD
END	Oil and Gas Operations	SHORT	11.61	0.78	HOLD
OPXT	Semiconductors	SHORT	2.27	-3.81	HOLD
SPH	Oil and Gas Operations	SHORT	55.35	-0.68	HOLD
LF	Recreational Products	SHORT	4.31	-1.82	HOLD
MITI	Biotechnology and Drugs	SHORT	5.31	-3.10	HOLD
SPPI	Biotechnology and Drugs	SHORT	8.46	-1.40	HOLD
CLNE	Natural Gas Utilities	SHORT	14.50	3.20	HOLD
WTSLA	Retail (Apparel)	LONG	4.00	-0.25	SELL
NEP	Oil and Gas Operations	LONG	4.69	-2.29	SELL
CSUN	Semiconductors	LONG	4.18	2.45	HOLD
SFE	Business Services	SHORT	19.78	-1.93	HOLD
GDP	Oil and Gas Operations	SHORT	22.10	-4.08	HOLD
ARIA	Biotechnology and Drugs	SHORT	7.21	3.89	HOLD
GME	Retail (Technology)	LONG	21.97	1.15	SELL
MTL	Iron and Steel	LONG	30.69	-1.95	HOLD
CPX	Oil Well Services and Equipment	LONG	30.61	-1.29	HOLD
NAT	Water Transportation	SHORT	25.13	-1.06	HOLD
MYL	Biotechnology and Drugs	LONG	22.12	-0.85	HOLD
SGEN	Biotechnology and Drugs	SHORT	14.64	-0.20	HOLD
MGEE	Electric Utilities	SHORT	39.91	-0.40	HOLD
TLB	Retail (Apparel)	LONG	6.10	2.69	SELL
LNCR	Medical Equipment and Supplies	LONG	29.17	0.34	HOLD
CHRS	Retail (Apparel)	LONG	4.00	0.50	HOLD
COHU	Semiconductors	LONG	14.73	0.41	HOLD
MBT	Communications Services	LONG	21.49	0.14	HOLD
TSO	Oil and Gas Operations	LONG	26.55	-0.08	HOLD
CRME	Biotechnology and Drugs	SHORT	4.34	-3.34	HOLD
CVI	Oil and Gas Operations	LONG	22.18	0.09	SELL
GES	Retail (Apparel)	LONG	37.91	-3.36	HOLD
MMR	Oil and Gas Operations	SHORT	17.93	-2.82	HOLD
FDML	Auto and Truck Parts	LONG	24.71	-0.72	HOLD
ITMN	Biotechnology and Drugs	SHORT	44.84	-0.91	HOLD
DEPO	Biotechnology and Drugs	SHORT	9.22	0.93	HOLD
SJW	Water Utilities	SHORT	22.77	0.53	HOLD
SMSI	Software and Programming	SHORT	9.10	-0.38	HOLD
JBL	Electronic Instr. and Controls	LONG	21.38	0.47	HOLD
PERY	Apparel/Accessories	LONG	25.80	-3.77	HOLD
CCL	Recreational Activities	LONG	38.31	-1.21	HOLD
RIMM	Communications Equipment	LONG	55.99	-1.57	HOLD
MED	Biotechnology and Drugs	LONG	18.79	-1.98	HOLD
CTB	Tires	LONG	25.35	-1.63	HOLD
ACTG	Misc. Financial Services	LONG	32.33	0.34	BUY
CMC	Iron and Steel	LONG	16.81	1.69	BUY
NCT	Real Estate Operations	LONG	6.04	-0.49	BUY
BTH	Personal and Household Prods.	LONG	31.87	-3.16	BUY
CPY	Photography	LONG	21.60	0.09	BUY
FINL	Retail (Apparel)	LONG	18.81	-1.67	BUY
ELGX	Medical Equipment and Supplies	SHORT	6.62	-0.30	SHORT
TODAY SUMMARY				GAINS(%)
LONGS				-0.58
SHORTS				-0.77
TOTAL				0.19
S&P 500				-0.27
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	0.76	0.86	-2.14	0.88
S&P 500	-0.74	1.07	-4.78	-0.69