26-May-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AM	Printing and Publishing	LONG	23.46	1.87	HOLD
AZN	Biotechnology and Drugs	LONG	51.67	0.54	HOLD
BR	Misc. Financial Services	LONG	22.79	0.71	HOLD
BTH	Personal and Household Prods.	LONG	44.88	3.46	HOLD
CBR	Software and Programming	LONG	5.88	0.51	HOLD
CECO		LONG	21.72	0.14	HOLD
CENT	Personal and Household Prods.	LONG	9.99	0.81	HOLD
CQB	Crops	LONG	13.93	-0.14	HOLD
DEST	Retail (Apparel)	LONG	20.85	1.96	HOLD
ELY	Recreational Products	LONG	6.84	2.09	HOLD
EPAX	Personal Services	LONG	9.28	1.31	HOLD
ESI	Schools	LONG	70.94	2.83	HOLD
FDP	Crops	LONG	26.75	1.13	HOLD
HRB	Personal Services	LONG	15.90	-0.19	HOLD
MDF	Healthcare Facilities	LONG	4.67	1.52	HOLD
TPC	Construction Services	LONG	19.41	1.30	HOLD
SMG	Chemical Manufacturing	LONG	58.07	1.38	HOLD
SMRT	Retail (Apparel)	LONG	9.58	1.91	HOLD
SPY	Misc. Financial Services	SHORT	133.00	0.46	HOLD
VLO	Oil and Gas Operations	LONG	26.42	0.61	HOLD
WMAR	Retail (Specialty)	LONG	10.32	0.58	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.22
SHORTS				0.46
TOTAL				0.76
S&P 500				0.40
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	-0.94	0.88	-2.59	-1.07
S&P 500	0.43	0.75	-4.78	0.58