01-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	51.63	-1.47	HOLD
BR	Misc. Financial Services	LONG	22.92	0.17	HOLD
BTH	Personal and Household Prods.	LONG	44.71	-1.91	HOLD
CBR	Software and Programming	LONG	5.86	-3.93	HOLD
CECO		LONG	22.87	6.37	HOLD
CENT	Personal and Household Prods.	LONG	10.17	-0.49	HOLD
CQB	Crops	LONG	14.61	-1.95	HOLD
CVI	Oil and Gas Operations	LONG	20.89	-4.44	HOLD
DEST	Retail (Apparel)	LONG	19.55	-5.19	HOLD
DIOD	Semiconductors	LONG	28.44	-2.60	HOLD
ESI	Schools	LONG	70.73	2.84	SELL
FDP	Crops	LONG	27.07	-1.53	HOLD
IXYS	Semiconductors	LONG	13.03	-6.19	BUY
JJSF	Food Processing	LONG	49.81	-3.32	HOLD
LYTS	Furniture and Fixtures	LONG	7.19	-4.39	HOLD
MDF	Healthcare Facilities	LONG	4.65	-4.52	HOLD
RSYS	Computer Hardware	LONG	8.24	-4.52	HOLD
SMG	Chemical Manufacturing	LONG	56.80	-1.56	SELL
SMRT	Retail (Apparel)	LONG	9.41	-3.98	HOLD
SOLR	Semiconductors	LONG	12.11	-5.05	BUY
SPY	Misc. Financial Services	SHORT	131.87	-2.25	HOLD
TICC	Misc. Financial Services	LONG	10.00	-2.44	HOLD
WSTL	Communications Equipment	LONG	3.50	2.04	BUY
ZEUS	Misc. Fabricated Products	LONG	28.33	-3.38	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-2.11
SHORTS				-2.25
TOTAL				0.14
S&P 500				-2.28
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	-0.15	0.85	-2.35	-0.17
S&P 500	-0.41	0.80	-4.78	-0.52