06-Mar-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABH	Paper and Paper Products	LONG	15.12	0.00	HOLD
ACAS	Investment Services	LONG	8.72	0.00	HOLD
ACHN	Major Drugs	SHORT	10.00	0.00	HOLD
AM	Printing and Publishing	LONG	14.91	-1.97	HOLD
ARIA	Biotechnology and Drugs	SHORT	14.38	-2.44	HOLD
BBOX	Computer Networks	LONG	25.88	-1.82	HOLD
CECO	Schools	LONG	8.00	-0.62	HOLD
CET	Misc. Financial Services	LONG	21.53	-1.23	HOLD
CIEN	Communications Equipment	SHORT	13.44	-2.61	HOLD
DNDN	Biotechnology and Drugs	SHORT	10.36	-2.72	HOLD
DSX	Water Transportation	LONG	8.41	-4.00	HOLD
EWD	Misc. Financial Services	SHORT	27.30	-5.67	HOLD
EXAS	Biotechnology and Drugs	SHORT	9.00	-3.43	HOLD
FSLR	Semiconductors	LONG	27.63	-1.60	HOLD
HNR	Oil and Gas Operations	LONG	7.70	23.00	HOLD
IGE	Misc. Financial Services	LONG	40.33	-2.04	HOLD
ITT	Misc. Capital Goods	LONG	22.70	-2.99	HOLD
IXN	Misc. Financial Services	SHORT	66.09	-1.28	HOLD
KWK	Oil and Gas Operations	LONG	5.07	1.40	HOLD
PCYC	Biotechnology and Drugs	SHORT	24.90	-3.86	HOLD
REGN	Biotechnology and Drugs	SHORT	104.21	-4.14	HOLD
RIMM	Communications Equipment	LONG	13.13	-1.46	HOLD
RSH	Retail (Technology)	LONG	6.83	-1.01	HOLD
SPY	Misc. Financial Services	SHORT	134.75	-1.46	HOLD
SYT	Chemical Manufacturing	LONG	62.03	-4.04	HOLD
TC	Metal Mining	LONG	6.89	-3.23	HOLD
VRTX	Biotechnology and Drugs	SHORT	39.69	-1.76	HOLD
VWO	Misc. Financial Services	SHORT	42.74	-3.51	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.10
SHORTS				-2.74
TOTAL				2.64
S&P 500				-1.46
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-10.90	2.96	-17.73	-3.69	-0.61
S&P 500	3.92	5.21	-18.61	0.75	0.21