| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AVAV | Aerospace and Defense | LONG | 35.45 | 3.02 | BUY |
| CASC | Auto and Truck Parts | LONG | 45.95 | 1.46 | HOLD |
| CBR | Software and Programming | LONG | 5.35 | 0.38 | HOLD |
| CROX | Footwear | LONG | 25.85 | 2.05 | HOLD |
| CVI | Oil and Gas Operations | LONG | 23.83 | 4.02 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.27 | 0.62 | HOLD |
| DIOD | Semiconductors | LONG | 25.87 | 3.52 | SELL |
| HURC | Scientific and Technical Instr. | LONG | 31.55 | 1.81 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 12.17 | 1.25 | HOLD |
| JJSF | Food Processing | LONG | 49.23 | 0.72 | HOLD |
| LTXC | Semiconductors | LONG | 8.79 | 0.46 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.04 | -2.78 | HOLD |
| LZB | Furniture and Fixtures | LONG | 9.78 | 0.72 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.24 | -0.41 | HOLD |
| RCKY | Footwear | LONG | 11.72 | 1.03 | HOLD |
| RSYS | Computer Hardware | LONG | 7.40 | 0.68 | SELL |
| SPA | LONG | 8.90 | -1.00 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 129.61 | 1.31 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.25 | 1.07 | HOLD |
| SWM | Paper and Paper Products | LONG | 54.93 | 2.35 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.43 | -0.74 | HOLD |
| TSEM | Semiconductors | LONG | 1.14 | 0.00 | HOLD |
| WSTL | Communications Equipment | LONG | 3.59 | 0.28 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 26.52 | 1.75 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.87 | ||||
| SHORTS | 1.31 | ||||
| TOTAL | -0.43 | ||||
| S&P 500 | 1.29 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 2.33 | 1.15 | -4.61 | 2.03 | |
| S&P 500 | -1.77 | 2.03 | -7.20 | -0.87 |
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