27-Mar-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABH	Paper and Paper Products	LONG	14.68	-1.34	HOLD
ACAS	Investment Services	LONG	8.78	-2.06	HOLD
ACHN	Major Drugs	SHORT	10.09	-1.27	HOLD
AM	Printing and Publishing	LONG	15.66	-3.69	HOLD
ARIA	Biotechnology and Drugs	SHORT	16.09	-1.41	HOLD
BBOX	Computer Networks	LONG	25.98	-0.57	HOLD
CECO	Schools	LONG	8.42	-6.44	HOLD
CIEN	Communications Equipment	SHORT	16.49	3.32	HOLD
CVG	Computer Services	LONG	13.50	-1.68	HOLD
DNDN	Biotechnology and Drugs	SHORT	10.11	-2.69	HOLD
DSX	Water Transportation	LONG	8.58	-1.27	HOLD
ELGX	Medical Equipment and Supplies	SHORT	14.16	-1.53	HOLD
EWD	Misc. Financial Services	SHORT	28.95	-1.40	HOLD
EXAS	Biotechnology and Drugs	SHORT	10.22	-0.20	HOLD
FSLR	Semiconductors	LONG	26.11	-1.17	HOLD
HNR	Oil and Gas Operations	LONG	7.11	-1.66	HOLD
IDIX	Biotechnology and Drugs	SHORT	10.47	3.15	HOLD
IGE	Misc. Financial Services	LONG	39.77	-1.09	HOLD
IXN	Misc. Financial Services	SHORT	71.27	0.37	HOLD
KWK	Oil and Gas Operations	LONG	5.31	-0.75	HOLD
MIL	Business Services	LONG	8.01	2.82	HOLD
TPC		LONG	15.39	-2.41	HOLD
PCYC	Biotechnology and Drugs	SHORT	28.65	-0.10	HOLD
RDEA	Biotechnology and Drugs	SHORT	23.01	-0.17	HOLD
REGN	Biotechnology and Drugs	SHORT	116.19	-3.14	HOLD
RIMM	Communications Equipment	LONG	13.89	-1.07	HOLD
RSH	Retail (Technology)	LONG	6.48	-0.31	HOLD
SYT	Chemical Manufacturing	LONG	67.64	-1.08	HOLD
TC	Metal Mining	LONG	6.92	-1.14	HOLD
VRTX	Biotechnology and Drugs	SHORT	40.95	0.05	HOLD
VVUS	Biotechnology and Drugs	SHORT	20.85	-0.81	HOLD
VWO	Misc. Financial Services	SHORT	43.78	-0.45	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.47
SHORTS				-0.42
TOTAL				-1.05
S&P 500				-0.31
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-19.46	3.44	-20.08	-5.37	-0.92
S&P 500	9.35	5.70	-18.61	1.54	0.47