05-Mar-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABH	Paper and Paper Products	LONG	15.12	-0.13	HOLD
ACAS	Investment Services	LONG	8.72	-1.91	HOLD
ACHN	Major Drugs	SHORT	10.00	-2.63	HOLD
AM	Printing and Publishing	LONG	15.21	0.73	HOLD
ARIA	Biotechnology and Drugs	SHORT	14.74	0.41	HOLD
BBOX	Computer Networks	LONG	26.36	-0.90	HOLD
CECO	Schools	LONG	8.05	-1.83	HOLD
CET	Misc. Financial Services	LONG	21.80	-0.69	HOLD
CIEN	Communications Equipment	SHORT	13.80	-4.70	HOLD
DNDN	Biotechnology and Drugs	SHORT	10.65	-4.40	HOLD
DSX	Water Transportation	LONG	8.76	-3.20	HOLD
EWD	Misc. Financial Services	SHORT	28.94	-0.89	HOLD
EXAS	Biotechnology and Drugs	SHORT	9.32	-3.02	HOLD
FSLR	Semiconductors	LONG	28.08	-6.46	HOLD
HNR	Oil and Gas Operations	LONG	6.26	-0.79	HOLD
IGE	Misc. Financial Services	LONG	41.17	-1.25	HOLD
ITT	Misc. Capital Goods	LONG	23.40	-1.68	HOLD
IXN	Misc. Financial Services	SHORT	66.95	-0.99	HOLD
KWK	Oil and Gas Operations	LONG	5.00	-5.66	HOLD
PCYC	Biotechnology and Drugs	SHORT	25.90	0.00	HOLD
REGN	Biotechnology and Drugs	SHORT	108.71	-0.08	HOLD
RIMM	Communications Equipment	LONG	13.32	-3.41	HOLD
RSH	Retail (Technology)	LONG	6.90	-0.72	HOLD
SPY	Misc. Financial Services	SHORT	136.75	-0.41	HOLD
SYT	Chemical Manufacturing	LONG	64.64	-1.28	HOLD
TC	Metal Mining	LONG	7.12	-2.20	HOLD
VRTX	Biotechnology and Drugs	SHORT	40.40	-0.81	HOLD
VWO	Misc. Financial Services	SHORT	44.30	-1.49	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.96
SHORTS				-1.58
TOTAL				-0.38
S&P 500				-0.41
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-13.11	2.99	-17.73	-4.40	-0.74
S&P 500	5.46	5.34	-18.61	1.03	0.29