24-Jul-2012 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACHN	Major Drugs	SHORT	6.11	0.00	HOLD
ALNY	Biotechnology and Drugs	SHORT	18.47	-1.02	HOLD
ANDE	Crops	LONG	36.36	-0.98	HOLD
ARIA	Biotechnology and Drugs	SHORT	17.28	-2.07	HOLD
BAS	Oil Well Services and Equipment	LONG	9.37	-5.64	BUY
BBT	Regional Banks	SHORT	31.63	0.44	HOLD
BRKS	Semiconductors	LONG	8.64	-1.59	HOLD
CORE	Retail (Grocery)	LONG	47.22	-0.88	HOLD
ASNA	Retail (Apparel)	LONG	18.43	1.26	HOLD
DXCM	Medical Equipment and Supplies	SHORT	11.50	-2.21	HOLD
ESI	Schools	LONG	53.39	-6.90	HOLD
FCNCA	Regional Banks	SHORT	161.89	-0.83	HOLD
FRED	Retail (Department and Discount)	LONG	13.97	-1.72	HOLD
GDX	Misc. Financial Services	SHORT	40.72	0.05	HOLD
HBC	Regional Banks	SHORT	39.69	-1.54	HOLD
HGSI	Biotechnology and Drugs	SHORT	14.22	0.04	HOLD
ISBC	SandLs/Savings Banks	SHORT	15.22	0.13	HOLD
ITMN	Biotechnology and Drugs	SHORT	9.02	-8.88	HOLD
KELYA	Business Services	LONG	11.62	0.09	HOLD
KLIC	Semiconductors	LONG	8.57	0.00	HOLD
LAD	Retail (Specialty)	LONG	24.79	-4.40	HOLD
NFP	Investment Services	LONG	13.36	-2.20	HOLD
NJR	Natural Gas Utilities	LONG	44.98	-1.03	HOLD
NR	Oil Well Services and Equipment	LONG	5.97	-3.55	HOLD
RIG	Oil Well Services and Equipment	SHORT	45.22	-2.27	HOLD
RIGL	Biotechnology and Drugs	SHORT	10.01	1.27	HOLD
RUSHA	Retail (Specialty)	LONG	14.13	-1.40	HOLD
SJT	Misc. Financial Services	LONG	16.29	-2.75	HOLD
SQNM	Medical Equipment and Supplies	SHORT	3.70	-1.07	HOLD
STI	Regional Banks	SHORT	22.75	-0.83	HOLD
STRA	Schools	LONG	91.51	-9.95	HOLD
STX	Computer Storage Devices	LONG	26.45	-0.36	HOLD
TFSL	SandLs/Savings Banks	SHORT	9.37	0.00	HOLD
TPX	Furniture and Fixtures	LONG	27.11	0.37	HOLD
USTR	Office Supplies	LONG	25.70	-5.69	HOLD
WFC	Regional Banks	SHORT	33.23	-0.63	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.32
SHORTS				-1.14
TOTAL				-1.17
S&P 500				-0.86
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-37.98	5.66	-39.29	-5.14	-0.74
S&P 500	4.27	5.35	-18.60	0.57	0.16