| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 44.01 | -1.76 | HOLD |
| CBR | Software and Programming | LONG | 5.21 | -0.19 | HOLD |
| CROX | Footwear | LONG | 24.81 | -1.59 | HOLD |
| CVI | Oil and Gas Operations | LONG | 22.79 | -6.33 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.25 | 0.93 | HOLD |
| DIOD | Semiconductors | LONG | 24.71 | -1.59 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 30.74 | 1.12 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.98 | -0.99 | HOLD |
| JJSF | Food Processing | LONG | 48.52 | -0.74 | HOLD |
| LTXC | Semiconductors | LONG | 8.83 | -1.56 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.14 | 3.04 | HOLD |
| LZB | Furniture and Fixtures | LONG | 9.37 | -2.40 | BUY |
| MASC | Misc. Fabricated Products | LONG | 7.31 | 1.39 | HOLD |
| RCKY | Footwear | LONG | 11.74 | 0.69 | HOLD |
| RSYS | Computer Hardware | LONG | 7.25 | -2.03 | HOLD |
| SOL | Semiconductors | LONG | 5.04 | -0.40 | SELL |
| SPA | LONG | 9.00 | 3.63 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 126.81 | -1.16 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 12.85 | 2.07 | HOLD |
| SWM | Paper and Paper Products | LONG | 53.70 | 1.11 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.56 | -1.65 | HOLD |
| TSEM | Semiconductors | LONG | 1.14 | 0.88 | HOLD |
| WSTL | Communications Equipment | LONG | 3.43 | -4.46 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 25.79 | -0.85 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.42 | ||||
| SHORTS | -1.16 | ||||
| TOTAL | 0.74 | ||||
| S&P 500 | -1.17 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 2.75 | 1.16 | -4.61 | 2.37 | |
| S&P 500 | -3.91 | 2.17 | -7.20 | -1.80 |
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