| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AVAV | Aerospace and Defense | LONG | 34.80 | -1.83 | HOLD |
| CASC | Auto and Truck Parts | LONG | 44.80 | -2.08 | HOLD |
| CBR | Software and Programming | LONG | 5.55 | 3.74 | HOLD |
| CROX | Footwear | LONG | 25.65 | -0.77 | SELL |
| CVI | Oil and Gas Operations | LONG | 24.12 | 1.22 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.23 | -1.22 | HOLD |
| DIOD | Semiconductors | LONG | 25.56 | -1.20 | BUY |
| HURC | Scientific and Technical Instr. | LONG | 32.24 | 2.19 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 12.02 | -1.23 | HOLD |
| JJSF | Food Processing | LONG | 49.36 | 0.26 | HOLD |
| LTXC | Semiconductors | LONG | 8.86 | 0.80 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.04 | 0.00 | HOLD |
| LZB | Furniture and Fixtures | LONG | 9.72 | -0.61 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.18 | -0.83 | HOLD |
| RCKY | Footwear | LONG | 11.67 | -0.43 | HOLD |
| RSYS | Computer Hardware | LONG | 7.26 | -1.89 | BUY |
| SPA | LONG | 9.33 | 4.83 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 130.72 | 0.86 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.18 | -0.53 | HOLD |
| SWM | Paper and Paper Products | LONG | 55.40 | 0.86 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.27 | -1.70 | HOLD |
| TSEM | Semiconductors | LONG | 1.16 | 1.75 | HOLD |
| WSTL | Communications Equipment | LONG | 3.57 | -0.56 | SELL |
| ZEUS | Misc. Fabricated Products | LONG | 27.07 | 2.07 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.28 | ||||
| SHORTS | 0.86 | ||||
| TOTAL | -0.57 | ||||
| S&P 500 | 0.83 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 0.60 | 0.98 | -4.62 | 0.61 | |
| S&P 500 | -0.96 | 2.02 | -7.20 | -0.47 |
No comments:
Post a Comment