16-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	48.93	-2.08	HOLD
CBR	Software and Programming	LONG	4.99	-0.20	HOLD
CROX	Footwear	LONG	23.66	4.60	HOLD
CVI	Oil and Gas Operations	LONG	22.58	1.16	HOLD
DDE	Casinos and Gaming	LONG	3.27	-0.61	HOLD
DEST	Retail (Apparel)	LONG	17.16	-1.10	HOLD
DIOD	Semiconductors	LONG	23.68	-1.46	HOLD
JJSF	Food Processing	LONG	47.95	1.98	HOLD
LTXC	Semiconductors	LONG	8.57	-0.35	HOLD
LYTS	Furniture and Fixtures	LONG	7.75	0.65	HOLD
MDF	Healthcare Facilities	LONG	4.88	4.95	HOLD
MPR	Misc. Capital Goods	LONG	10.05	-0.69	SELL
RCKY	Footwear	LONG	11.03	0.55	HOLD
RSYS	Computer Hardware	LONG	7.26	1.11	HOLD
SOL	Semiconductors	LONG	5.06	-5.24	HOLD
SPA		LONG	9.38	-0.64	HOLD
SPY	Misc. Financial Services	SHORT	127.30	0.22	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	12.24	-0.73	HOLD
SWM	Paper and Paper Products	LONG	51.00	0.65	HOLD
TICC	Misc. Financial Services	LONG	9.73	-0.21	HOLD
TSEM	Semiconductors	LONG	1.22	7.02	BUY
WSTL	Communications Equipment	LONG	3.60	0.28	HOLD
ZEUS	Misc. Fabricated Products	LONG	25.07	-1.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.08
SHORTS				0.22
TOTAL				-0.14
S&P 500				0.18
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	0.85	1.06	-2.78	0.80
S&P 500	-3.97	2.30	-4.78	-1.73