15-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	49.97	-2.73	HOLD
CBR	Software and Programming	LONG	5.00	-3.10	HOLD
CROX	Footwear	LONG	22.62	-0.13	HOLD
CVI	Oil and Gas Operations	LONG	22.32	-1.85	HOLD
DDE	Casinos and Gaming	LONG	3.29	0.00	HOLD
DEST	Retail (Apparel)	LONG	17.35	-0.40	HOLD
DIOD	Semiconductors	LONG	24.03	3.00	HOLD
JJSF	Food Processing	LONG	47.02	-1.16	HOLD
LTXC	Semiconductors	LONG	8.60	-2.60	HOLD
LYTS	Furniture and Fixtures	LONG	7.70	-1.53	HOLD
MDF	Healthcare Facilities	LONG	4.65	-3.33	HOLD
MPR	Misc. Capital Goods	LONG	10.12	-1.36	HOLD
RCKY	Footwear	LONG	10.97	-0.30	HOLD
RSYS	Computer Hardware	LONG	7.18	-4.39	HOLD
SOL	Semiconductors	LONG	5.34	-4.98	HOLD
SPA		LONG	9.44	1.29	HOLD
SPY	Misc. Financial Services	SHORT	127.02	-1.78	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	12.33	-1.52	HOLD
SWM	Paper and Paper Products	LONG	50.67	-1.44	HOLD
TICC	Misc. Financial Services	LONG	9.75	-2.21	HOLD
WSTL	Communications Equipment	LONG	3.59	-0.28	HOLD
ZEUS	Misc. Fabricated Products	LONG	25.33	-2.58	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.50
SHORTS				-1.78
TOTAL				0.27
S&P 500				-1.74
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	1.13	1.07	-2.78	1.06
S&P 500	-4.14	2.33	-4.78	-1.78