22-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
CBR	Software and Programming	LONG	5.16	2.58	HOLD
COOL	Software and Programming	LONG	3.07	-3.01	HOLD
CROX	Footwear	LONG	24.61	-0.24	HOLD
CVI	Oil and Gas Operations	LONG	24.14	3.61	HOLD
DDE	Casinos and Gaming	LONG	3.30	2.80	HOLD
DIOD	Semiconductors	LONG	24.46	-0.08	HOLD
HURC	Scientific and Technical Instr.	LONG	30.33	-0.88	BUY
IIIN	Constr. - Supplies and Fixtures	LONG	11.94	-4.25	HOLD
JJSF	Food Processing	LONG	48.64	-1.02	HOLD
LTXC	Semiconductors	LONG	8.80	-1.01	HOLD
LYTS	Furniture and Fixtures	LONG	7.90	-2.47	HOLD
MASC	Misc. Fabricated Products	LONG	7.25	0.42	HOLD
RCKY	Footwear	LONG	11.72	1.91	HOLD
RSYS	Computer Hardware	LONG	7.31	-2.01	HOLD
SOL	Semiconductors	LONG	4.96	13.76	HOLD
SPA		LONG	8.83	-0.34	HOLD
SPY	Misc. Financial Services	SHORT	128.67	-0.60	SHORT
STMP	Retail (Catalog and Mail Order)	LONG	12.41	-1.59	HOLD
SWM	Paper and Paper Products	LONG	52.60	0.10	HOLD
TICC	Misc. Financial Services	LONG	9.77	0.93	HOLD
TSEM	Semiconductors	LONG	1.16	0.00	HOLD
WSTL	Communications Equipment	LONG	3.58	-0.56	HOLD
ZEUS	Misc. Fabricated Products	LONG	26.01	-1.85	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.37
SHORTS				-0.60
TOTAL				0.97
S&P 500				-0.65
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	1.85	1.08	-2.78	1.71
S&P 500	-2.49	2.07	-4.78	-1.20