| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 45.29 | 2.91 | HOLD |
| CBR | Software and Programming | LONG | 5.33 | 2.30 | HOLD |
| CROX | Footwear | LONG | 25.33 | 2.10 | HOLD |
| CVI | Oil and Gas Operations | LONG | 22.91 | 0.53 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.25 | 0.00 | HOLD |
| DIOD | Semiconductors | LONG | 24.99 | 1.13 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 30.99 | 0.81 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 12.02 | 0.33 | HOLD |
| JJSF | Food Processing | LONG | 48.88 | 0.74 | HOLD |
| LTXC | Semiconductors | LONG | 8.75 | -0.91 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.27 | 1.60 | HOLD |
| LZB | Furniture and Fixtures | LONG | 9.71 | 3.63 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.27 | -0.55 | HOLD |
| RCKY | Footwear | LONG | 11.60 | -1.19 | HOLD |
| RSYS | Computer Hardware | LONG | 7.35 | 1.38 | HOLD |
| SPA | LONG | 8.99 | -0.11 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 127.94 | 0.89 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.11 | 2.02 | HOLD |
| SWM | Paper and Paper Products | LONG | 53.67 | -0.06 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.50 | -0.63 | HOLD |
| TSEM | Semiconductors | LONG | 1.14 | 0.00 | HOLD |
| WSTL | Communications Equipment | LONG | 3.58 | 4.37 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 26.07 | 1.07 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.98 | ||||
| SHORTS | 0.89 | ||||
| TOTAL | 0.09 | ||||
| S&P 500 | 0.92 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 3.10 | 1.21 | -4.61 | 2.55 | |
| S&P 500 | -3.02 | 2.09 | -7.20 | -1.45 |
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