| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AZN | Biotechnology and Drugs | LONG | 50.28 | -3.20 | HOLD |
| CBR | Software and Programming | LONG | 5.12 | -3.58 | HOLD |
| CQB | Crops | LONG | 12.44 | -5.83 | HOLD |
| CROX | Footwear | LONG | 21.64 | 0.65 | HOLD |
| CVI | Oil and Gas Operations | LONG | 20.93 | -0.48 | HOLD |
| DEST | Retail (Apparel) | LONG | 16.16 | 1.57 | HOLD |
| DIOD | Semiconductors | LONG | 23.61 | -13.71 | HOLD |
| FRED | Retail (Department and Discount) | LONG | 13.86 | -0.57 | HOLD |
| JJSF | Food Processing | LONG | 46.95 | -1.63 | HOLD |
| LTXC | Semiconductors | LONG | 8.45 | -2.76 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 7.46 | 0.67 | HOLD |
| MDF | Healthcare Facilities | LONG | 4.60 | -1.08 | HOLD |
| MPR | Misc. Capital Goods | LONG | 9.94 | -0.80 | HOLD |
| RCKY | Footwear | LONG | 11.03 | -1.16 | HOLD |
| RSYS | Computer Hardware | LONG | 7.95 | -1.85 | HOLD |
| SPA | LONG | 9.54 | 1.71 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 127.60 | -1.39 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 12.06 | 0.58 | HOLD |
| SWM | Paper and Paper Products | LONG | 51.58 | -0.73 | HOLD |
| TICC | Misc. Financial Services | LONG | 10.08 | 0.40 | HOLD |
| WSTL | Communications Equipment | LONG | 3.59 | -0.28 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 26.12 | -3.69 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.70 | ||||
| SHORTS | -1.39 | ||||
| TOTAL | -0.31 | ||||
| S&P 500 | -1.40 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 0.31 | 1.08 | -2.78 | 0.28 | |
| S&P 500 | -3.72 | 2.30 | -4.78 | -1.61 |
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