02-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	51.24	-0.76	HOLD
BR	Misc. Financial Services	LONG	23.16	1.05	HOLD
BTH	Personal and Household Prods.	LONG	44.68	-0.07	SELL
CBR	Software and Programming	LONG	5.88	0.34	HOLD
CECO		LONG	24.10	5.38	HOLD
CENT	Personal and Household Prods.	LONG	10.17	0.00	HOLD
CQB	Crops	LONG	14.58	-0.21	HOLD
CROX	Footwear	LONG	21.50	-1.92	BUY
CVI	Oil and Gas Operations	LONG	20.68	-1.01	HOLD
DEST	Retail (Apparel)	LONG	18.41	-5.83	HOLD
DIOD	Semiconductors	LONG	28.46	0.07	HOLD
FDP	Crops	LONG	27.25	0.66	HOLD
IXYS	Semiconductors	LONG	13.19	1.23	HOLD
JJSF	Food Processing	LONG	49.49	-0.64	HOLD
LYTS	Furniture and Fixtures	LONG	7.28	1.25	HOLD
MDF	Healthcare Facilities	LONG	4.65	0.00	HOLD
RSYS	Computer Hardware	LONG	8.27	0.36	HOLD
SMRT	Retail (Apparel)	LONG	9.35	-0.64	HOLD
SOLR	Semiconductors	LONG	12.02	-0.74	HOLD
SPY	Misc. Financial Services	SHORT	131.73	-0.11	HOLD
TICC	Misc. Financial Services	LONG	10.10	1.00	HOLD
WSTL	Communications Equipment	LONG	3.55	1.43	HOLD
ZEUS	Misc. Fabricated Products	LONG	27.72	-2.15	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.03
SHORTS				-0.11
TOTAL				0.14
S&P 500				-0.12
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	0.50	0.86	-2.35	0.58
S&P 500	-0.54	0.74	-4.78	-0.73