05-Apr-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ABH	Paper and Paper Products	LONG	13.87	0.14	HOLD
ACAS	Investment Services	LONG	8.61	-0.23	HOLD
ACHN	Major Drugs	SHORT	10.95	4.58	HOLD
AM	Printing and Publishing	LONG	15.27	-1.04	HOLD
ARIA	Biotechnology and Drugs	SHORT	16.25	1.37	HOLD
BBOX	Computer Networks	LONG	24.14	-1.39	SELL
CECO	Schools	LONG	7.32	-0.68	HOLD
CIEN	Communications Equipment	SHORT	15.91	-2.63	HOLD
CVG	Computer Services	LONG	13.24	-0.45	HOLD
DNDN	Biotechnology and Drugs	SHORT	10.43	1.66	HOLD
DSX	Water Transportation	LONG	8.39	-2.44	HOLD
ELGX	Medical Equipment and Supplies	SHORT	13.83	2.22	HOLD
EWD	Misc. Financial Services	SHORT	27.62	-1.22	HOLD
EXAS	Biotechnology and Drugs	SHORT	10.44	1.95	HOLD
HNR	Oil and Gas Operations	LONG	6.26	-6.29	HOLD
IDIX	Biotechnology and Drugs	SHORT	9.12	1.33	HOLD
IGE	Misc. Financial Services	LONG	38.45	-0.77	HOLD
IXN	Misc. Financial Services	SHORT	70.55	0.50	HOLD
KWK	Oil and Gas Operations	LONG	4.81	-3.99	HOLD
MIL	Business Services	LONG	7.60	-0.52	HOLD
TPC		LONG	15.00	-1.19	HOLD
PCYC	Biotechnology and Drugs	SHORT	28.73	1.45	HOLD
RDEA	Biotechnology and Drugs	SHORT	21.92	1.76	HOLD
REGN	Biotechnology and Drugs	SHORT	123.44	1.14	HOLD
RIMM	Communications Equipment	LONG	12.67	-0.71	HOLD
RSH	Retail (Technology)	LONG	6.05	-3.51	HOLD
SYT	Chemical Manufacturing	LONG	67.91	-0.63	HOLD
TC	Metal Mining	LONG	6.31	-2.62	HOLD
VRTX	Biotechnology and Drugs	SHORT	40.05	-1.28	HOLD
VVUS	Biotechnology and Drugs	SHORT	22.53	0.72	HOLD
VWO	Misc. Financial Services	SHORT	43.17	0.58	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.64
SHORTS				0.94
TOTAL				-2.59
S&P 500				-0.05
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-24.15	4.19	-24.74	-5.35	-0.91
S&P 500	8.28	5.63	-18.61	1.35	0.41