| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AVAV | Aerospace and Defense | LONG | 35.35 | 1.58 | HOLD |
| CASC | Auto and Truck Parts | LONG | 47.57 | 6.18 | HOLD |
| CBR | Software and Programming | LONG | 5.55 | 0.00 | HOLD |
| CVI | Oil and Gas Operations | LONG | 24.62 | 2.07 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.20 | -0.93 | HOLD |
| DIOD | Semiconductors | LONG | 26.10 | 2.11 | HOLD |
| HRB | Personal Services | LONG | 16.04 | -0.80 | BUY |
| HURC | Scientific and Technical Instr. | LONG | 32.21 | -0.09 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 12.54 | 4.33 | HOLD |
| JJSF | Food Processing | LONG | 49.85 | 0.99 | HOLD |
| LTXC | Semiconductors | LONG | 8.94 | 0.90 | SELL |
| LYTS | Furniture and Fixtures | LONG | 7.94 | -1.24 | HOLD |
| LZB | Furniture and Fixtures | LONG | 9.87 | 1.54 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.25 | 0.97 | HOLD |
| RCKY | Footwear | LONG | 12.34 | 5.74 | HOLD |
| RSYS | Computer Hardware | LONG | 7.29 | 0.41 | HOLD |
| SOL | Semiconductors | LONG | 5.22 | 3.57 | BUY |
| SPA | LONG | 10.22 | 9.54 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 131.97 | 0.96 | SHORT |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.34 | 1.21 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.15 | 1.35 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.60 | 3.56 | HOLD |
| TSEM | Semiconductors | LONG | 1.17 | 0.86 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.53 | 1.70 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.04 | ||||
| SHORTS | 0.96 | ||||
| TOTAL | 1.08 | ||||
| S&P 500 | 1.01 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 1.69 | 1.04 | -4.62 | 1.63 | |
| S&P 500 | 0.05 | 2.05 | -7.20 | 0.02 |
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