19-Jul-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACHN	Major Drugs	SHORT	6.65	-1.48	HOLD
ALNY	Biotechnology and Drugs	SHORT	18.76	0.21	HOLD
ANDE	Crops	LONG	38.04	0.11	HOLD
ARIA	Biotechnology and Drugs	SHORT	18.24	1.62	HOLD
BBT	Regional Banks	SHORT	32.00	1.23	HOLD
BRKS	Semiconductors	LONG	9.22	-0.54	HOLD
CORE	Retail (Grocery)	LONG	48.77	-0.41	HOLD
ASNA	Retail (Apparel)	LONG	19.24	0.84	HOLD
DNDN	Biotechnology and Drugs	SHORT	6.41	-2.73	HOLD
DXCM	Medical Equipment and Supplies	SHORT	12.77	-0.08	HOLD
ESI	Schools	LONG	57.80	2.07	HOLD
FRED	Retail (Department and Discount)	LONG	14.57	-0.48	HOLD
GDX	Misc. Financial Services	SHORT	41.59	1.14	HOLD
HBC	Regional Banks	SHORT	43.11	0.89	HOLD
HGSI	Biotechnology and Drugs	SHORT	14.21	0.00	HOLD
ISBC	SandLs/Savings Banks	SHORT	15.67	0.71	HOLD
ITMN	Biotechnology and Drugs	SHORT	11.90	-0.17	HOLD
KELYA	Business Services	LONG	12.10	-0.82	HOLD
KLIC	Semiconductors	LONG	8.76	2.22	HOLD
LAD	Retail (Specialty)	LONG	26.36	1.03	HOLD
NFP	Investment Services	LONG	14.08	-1.88	HOLD
NJR	Natural Gas Utilities	LONG	46.05	-0.09	HOLD
NR	Oil Well Services and Equipment	LONG	6.36	-1.70	HOLD
RIG	Oil Well Services and Equipment	SHORT	47.75	1.55	HOLD
RIGL	Biotechnology and Drugs	SHORT	10.01	-0.30	HOLD
RUSHA	Retail (Specialty)	LONG	14.91	-0.47	HOLD
SJT	Misc. Financial Services	LONG	16.44	2.62	HOLD
SQNM	Medical Equipment and Supplies	SHORT	4.03	3.33	HOLD
STRA	Schools	LONG	103.75	1.31	HOLD
STX	Computer Storage Devices	LONG	27.17	-1.33	HOLD
TFSL	SandLs/Savings Banks	SHORT	9.50	1.06	HOLD
TPX	Furniture and Fixtures	LONG	27.57	7.99	HOLD
USTR	Office Supplies	LONG	27.49	-0.69	HOLD
VWO	Misc. Financial Services	SHORT	39.98	1.01	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.54
SHORTS				0.50
TOTAL				0.04
S&P 500				0.26
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-38.46	5.74	-39.29	-5.18	-0.76
S&P 500	7.23	5.19	-18.60	1.00	0.28