02-Mar-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABH	Paper and Paper Products	LONG	15.24	-0.85	HOLD
ACAS	Investment Services	LONG	8.91	-1.22	HOLD
ACHN	Major Drugs	SHORT	10.75	0.66	HOLD
AM	Printing and Publishing	LONG	15.10	0.80	HOLD
ARIA	Biotechnology and Drugs	SHORT	14.68	-0.74	HOLD
BBOX	Computer Networks	LONG	26.60	-1.08	HOLD
CECO	Schools	LONG	8.20	-4.98	HOLD
CET	Misc. Financial Services	LONG	21.95	-0.14	HOLD
CIEN	Communications Equipment	SHORT	14.48	-2.62	HOLD
DNDN	Biotechnology and Drugs	SHORT	11.14	-2.45	HOLD
DSX	Water Transportation	LONG	9.05	-2.06	HOLD
EWD	Misc. Financial Services	SHORT	29.20	-1.35	HOLD
EXAS	Biotechnology and Drugs	SHORT	9.61	-0.83	HOLD
FSLR	Semiconductors	LONG	30.02	-1.31	HOLD
HNR	Oil and Gas Operations	LONG	6.31	-3.96	HOLD
IGE	Misc. Financial Services	LONG	41.68	-1.40	HOLD
ITT	Misc. Capital Goods	LONG	23.89	-3.94	HOLD
IXN	Misc. Financial Services	SHORT	67.59	-0.40	HOLD
KWK	Oil and Gas Operations	LONG	5.30	-6.19	HOLD
PCYC	Biotechnology and Drugs	SHORT	25.90	-1.89	HOLD
REGN	Biotechnology and Drugs	SHORT	108.80	1.15	HOLD
RIMM	Communications Equipment	LONG	13.79	1.55	HOLD
RSH	Retail (Technology)	LONG	6.95	-1.70	HOLD
SPY	Misc. Financial Services	SHORT	137.31	-0.30	HOLD
SYT	Chemical Manufacturing	LONG	65.48	-0.94	HOLD
TC	Metal Mining	LONG	7.28	-0.14	HOLD
VRTX	Biotechnology and Drugs	SHORT	40.73	0.89	HOLD
VWO	Misc. Financial Services	SHORT	44.98	-0.24	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.72
SHORTS				-0.68
TOTAL				-1.04
S&P 500				-0.30
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-12.94	2.99	-17.57	-4.36	-0.74
S&P 500	5.89	5.38	-18.61	1.10	0.32