29-Feb-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABH	Paper and Paper Products	LONG	15.40	0.33	HOLD
ACAS	Investment Services	LONG	8.89	-0.89	HOLD
ACHN	Major Drugs	SHORT	10.31	-5.41	HOLD
AM	Printing and Publishing	LONG	15.00	0.47	HOLD
ARIA	Biotechnology and Drugs	SHORT	14.35	-0.97	HOLD
BBOX	Computer Networks	LONG	26.92	-3.96	HOLD
CECO	Schools	LONG	8.62	-5.27	HOLD
CET	Misc. Financial Services	LONG	21.98	-0.45	HOLD
CIEN	Communications Equipment	SHORT	14.89	-2.59	HOLD
DNDN	Biotechnology and Drugs	SHORT	11.26	1.35	HOLD
DSX	Water Transportation	LONG	9.14	2.24	HOLD
EWD	Misc. Financial Services	SHORT	29.43	-0.78	HOLD
EXAS	Biotechnology and Drugs	SHORT	9.39	-0.84	HOLD
FSLR	Semiconductors	LONG	32.30	-11.26	HOLD
HNR	Oil and Gas Operations	LONG	6.62	-1.49	HOLD
IGE	Misc. Financial Services	LONG	41.81	-1.37	HOLD
ITT	Misc. Capital Goods	LONG	24.95	6.85	HOLD
IXN	Misc. Financial Services	SHORT	67.63	-0.27	HOLD
KWK	Oil and Gas Operations	LONG	5.54	-4.65	HOLD
PCYC	Biotechnology and Drugs	SHORT	25.19	-0.94	HOLD
REGN	Biotechnology and Drugs	SHORT	104.79	-0.36	HOLD
RIMM	Communications Equipment	LONG	14.16	-2.31	HOLD
RSH	Retail (Technology)	LONG	7.09	-1.80	HOLD
SPY	Misc. Financial Services	SHORT	137.02	-0.39	HOLD
SYT	Chemical Manufacturing	LONG	65.34	-1.15	HOLD
TC	Metal Mining	LONG	7.28	-1.09	HOLD
VRTX	Biotechnology and Drugs	SHORT	38.92	1.75	HOLD
VWO	Misc. Financial Services	SHORT	44.63	-0.18	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.61
SHORTS				-0.80
TOTAL				-0.81
S&P 500				-0.39
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-10.04	2.96	-17.53	-3.44	-0.58
S&P 500	5.67	5.36	-18.61	1.08	0.31