06-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	51.43	0.37	HOLD
CBR	Software and Programming	LONG	5.40	-6.09	HOLD
CENT	Personal and Household Prods.	LONG	10.13	-0.10	SELL
CQB	Crops	LONG	13.60	-2.72	HOLD
CROX	Footwear	LONG	21.52	-0.83	HOLD
CVI	Oil and Gas Operations	LONG	20.07	-5.77	HOLD
DEST	Retail (Apparel)	LONG	16.93	-2.98	HOLD
DIOD	Semiconductors	LONG	27.48	-1.19	HOLD
FDP	Crops	LONG	26.77	0.30	SELL
FRED	Retail (Department and Discount)	LONG	14.02	-0.20	BUY
IXYS	Semiconductors	LONG	12.92	1.49	HOLD
JJSF	Food Processing	LONG	48.10	-0.89	HOLD
LTXC	Semiconductors	LONG	8.84	0.68	BUY
LYTS	Furniture and Fixtures	LONG	7.26	-0.68	HOLD
MDF	Healthcare Facilities	LONG	4.47	-1.54	HOLD
RSYS	Computer Hardware	LONG	8.03	-2.31	HOLD
SOLR	Semiconductors	LONG	12.64	-6.23	HOLD
SPA		LONG	9.56	0.95	HOLD
SPY	Misc. Financial Services	SHORT	129.04	-1.05	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	11.86	-3.58	HOLD
SWM	Paper and Paper Products	LONG	50.89	-0.57	HOLD
TICC	Misc. Financial Services	LONG	9.91	-2.36	HOLD
WSTL	Communications Equipment	LONG	3.60	0.56	HOLD
ZEUS	Misc. Fabricated Products	LONG	27.27	1.19	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.57
SHORTS				-1.05
TOTAL				-0.52
S&P 500				-1.08
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	1.28	0.86	-2.35	1.48
S&P 500	-2.56	0.75	-4.78	-3.43