| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AVAV | Aerospace and Defense | LONG | 35.52 | 0.48 | HOLD |
| CASC | Auto and Truck Parts | LONG | 49.00 | 3.01 | HOLD |
| CBR | Software and Programming | LONG | 5.60 | 0.90 | HOLD |
| CVI | Oil and Gas Operations | LONG | 25.08 | 1.87 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.25 | 1.56 | HOLD |
| DIOD | Semiconductors | LONG | 26.63 | 2.03 | HOLD |
| HRB | Personal Services | LONG | 16.31 | 1.68 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 34.44 | 6.92 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 12.52 | -0.16 | HOLD |
| JJSF | Food Processing | LONG | 50.77 | 1.85 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.19 | 3.15 | HOLD |
| LZB | Furniture and Fixtures | LONG | 10.10 | 2.33 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.23 | -0.28 | HOLD |
| MMS | Business Services | LONG | 41.68 | 0.76 | BUY |
| RCKY | Footwear | LONG | 12.49 | 1.22 | HOLD |
| RSYS | Computer Hardware | LONG | 7.45 | 2.19 | HOLD |
| SOL | Semiconductors | LONG | 5.24 | 0.38 | HOLD |
| SPA | LONG | 10.09 | -1.27 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 133.92 | 1.48 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.46 | 0.90 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.87 | 1.28 | SELL |
| TICC | Misc. Financial Services | LONG | 9.72 | 1.25 | HOLD |
| TSEM | Semiconductors | LONG | 1.19 | 1.71 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.66 | 0.47 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.52 | ||||
| SHORTS | 1.48 | ||||
| TOTAL | 0.04 | ||||
| S&P 500 | 1.44 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 1.74 | 1.04 | -4.62 | 1.67 | |
| S&P 500 | 1.49 | 2.16 | -7.20 | 0.69 |
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