31-May-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AM	Printing and Publishing	LONG	24.00	1.61	SELL
AZN	Biotechnology and Drugs	LONG	52.40	0.92	HOLD
BR	Misc. Financial Services	LONG	22.88	0.26	HOLD
BTH	Personal and Household Prods.	LONG	45.58	1.99	HOLD
CBR	Software and Programming	LONG	6.10	3.57	HOLD
CECO		LONG	21.50	-1.60	HOLD
CENT	Personal and Household Prods.	LONG	10.22	1.89	HOLD
CQB	Crops	LONG	14.90	5.90	HOLD
CVI	Oil and Gas Operations	LONG	21.86	1.30	BUY
DEST	Retail (Apparel)	LONG	20.62	-1.20	HOLD
DIOD	Semiconductors	LONG	29.20	0.17	BUY
ELY	Recreational Products	LONG	6.77	-0.44	SELL
EPAX	Personal Services	LONG	9.52	2.48	SELL
ESI	Schools	LONG	68.78	-2.95	HOLD
FDP	Crops	LONG	27.49	2.00	HOLD
HRB	Personal Services	LONG	16.20	1.44	SELL
JJSF	Food Processing	LONG	51.52	2.08	BUY
LYTS	Furniture and Fixtures	LONG	7.52	-0.13	BUY
MDF	Healthcare Facilities	LONG	4.87	1.67	HOLD
TPC	Construction Services	LONG	20.30	2.06	SELL
RSYS	Computer Hardware	LONG	8.63	1.77	BUY
SMG	Chemical Manufacturing	LONG	57.70	-2.30	HOLD
SMRT	Retail (Apparel)	LONG	9.80	2.83	HOLD
SPY	Misc. Financial Services	SHORT	134.90	1.04	HOLD
TICC	Misc. Financial Services	LONG	10.25	0.00	BUY
VLO	Oil and Gas Operations	LONG	27.50	2.15	SELL
WMAR	Retail (Specialty)	LONG	10.39	-1.05	SELL
ZEUS	Misc. Fabricated Products	LONG	29.32	-0.15	BUY
TODAY SUMMARY				GAINS(%)
LONGS				1.06
SHORTS				1.04
TOTAL				0.02
S&P 500				1.06
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	-0.28	0.86	-2.35	-0.33
S&P 500	1.91	3976.23	-100.33	0.00