| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AZN | Biotechnology and Drugs | LONG | 49.27 | 0.69 | SELL |
| CBR | Software and Programming | LONG | 4.93 | -1.20 | HOLD |
| COOL | Software and Programming | LONG | 3.18 | 1.92 | BUY |
| CROX | Footwear | LONG | 23.21 | -1.90 | HOLD |
| CVI | Oil and Gas Operations | LONG | 22.37 | -0.93 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.27 | 0.00 | HOLD |
| DEST | Retail (Apparel) | LONG | 17.43 | 1.57 | HOLD |
| DIOD | Semiconductors | LONG | 23.70 | 0.08 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.84 | -2.79 | BUY |
| JJSF | Food Processing | LONG | 47.98 | 0.06 | HOLD |
| LTXC | Semiconductors | LONG | 8.49 | -0.93 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 7.78 | 0.39 | HOLD |
| MDF | Healthcare Facilities | LONG | 4.84 | -0.82 | SELL |
| RCKY | Footwear | LONG | 11.31 | 2.54 | HOLD |
| RSYS | Computer Hardware | LONG | 7.28 | 0.28 | HOLD |
| SOL | Semiconductors | LONG | 4.93 | -2.57 | HOLD |
| SPA | LONG | 9.30 | -0.85 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 127.05 | 0.30 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 12.00 | -1.96 | HOLD |
| SWM | Paper and Paper Products | LONG | 50.93 | -0.14 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.61 | -1.23 | HOLD |
| TSEM | Semiconductors | LONG | 1.20 | -1.64 | HOLD |
| WSTL | Communications Equipment | LONG | 3.57 | -0.83 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 25.13 | 0.24 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.44 | ||||
| SHORTS | 0.30 | ||||
| TOTAL | -0.74 | ||||
| S&P 500 | 0.30 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 0.72 | 1.07 | -2.78 | 0.68 | |
| S&P 500 | -3.68 | 2.24 | -4.78 | -1.64 |
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