| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AZN | Biotechnology and Drugs | LONG | 51.24 | 0.00 | HOLD |
| BR | Misc. Financial Services | LONG | 22.85 | -1.34 | SELL |
| CBR | Software and Programming | LONG | 5.75 | -2.21 | HOLD |
| CECO | LONG | 24.59 | 2.03 | SELL | |
| CENT | Personal and Household Prods. | LONG | 10.16 | -0.10 | HOLD |
| CQB | Crops | LONG | 13.98 | -4.12 | HOLD |
| CROX | Footwear | LONG | 21.65 | 0.69 | HOLD |
| CVI | Oil and Gas Operations | LONG | 21.30 | 3.00 | HOLD |
| DEST | Retail (Apparel) | LONG | 17.47 | -4.20 | HOLD |
| DIOD | Semiconductors | LONG | 27.77 | -2.42 | HOLD |
| FDP | Crops | LONG | 26.69 | -2.06 | HOLD |
| IXYS | Semiconductors | LONG | 12.71 | -3.64 | HOLD |
| JJSF | Food Processing | LONG | 48.32 | -2.36 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 7.30 | 0.27 | HOLD |
| MDF | Healthcare Facilities | LONG | 4.54 | -2.37 | HOLD |
| RSYS | Computer Hardware | LONG | 8.14 | -1.57 | HOLD |
| SMRT | Retail (Apparel) | LONG | 8.91 | -4.71 | SELL |
| SOLR | Semiconductors | LONG | 13.53 | 12.52 | HOLD |
| SPA | LONG | 9.47 | 0.21 | BUY | |
| SPY | Misc. Financial Services | SHORT | 130.42 | -0.99 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 12.17 | -3.72 | BUY |
| SWM | Paper and Paper Products | LONG | 51.18 | -0.74 | BUY |
| TICC | Misc. Financial Services | LONG | 10.13 | 0.30 | HOLD |
| WSTL | Communications Equipment | LONG | 3.59 | 1.13 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.12 | -2.16 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.63 | ||||
| SHORTS | -0.99 | ||||
| TOTAL | 0.36 | ||||
| S&P 500 | -0.97 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 1.70 | 0.86 | -2.35 | 1.96 | |
| S&P 500 | -1.50 | 0.74 | -4.78 | -2.03 |
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