| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AVAV | Aerospace and Defense | LONG | 35.22 | 0.80 | SELL |
| CASC | Auto and Truck Parts | LONG | 50.58 | 2.39 | HOLD |
| CBR | Software and Programming | LONG | 5.77 | 2.49 | HOLD |
| CVI | Oil and Gas Operations | LONG | 25.45 | 0.12 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.20 | -0.31 | HOLD |
| DIOD | Semiconductors | LONG | 26.54 | 0.04 | HOLD |
| HRB | Personal Services | LONG | 16.25 | 1.12 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 34.25 | 2.06 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 12.38 | -1.59 | HOLD |
| JJSF | Food Processing | LONG | 51.33 | 0.98 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 7.98 | -3.27 | HOLD |
| LZB | Furniture and Fixtures | LONG | 10.18 | 0.30 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.33 | -0.14 | HOLD |
| MMS | Business Services | LONG | 41.95 | 0.67 | HOLD |
| RCKY | Footwear | LONG | 12.32 | -2.61 | HOLD |
| RSYS | Computer Hardware | LONG | 7.46 | -0.53 | HOLD |
| SOL | Semiconductors | LONG | 5.05 | -3.26 | HOLD |
| SPA | LONG | 10.17 | -1.07 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 133.97 | 0.12 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.53 | -0.73 | HOLD |
| SWM | Paper and Paper Products | LONG | 57.52 | 1.14 | BUY |
| TICC | Misc. Financial Services | LONG | 9.73 | 0.78 | HOLD |
| TSEM | Semiconductors | LONG | 1.15 | -0.86 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.05 | -2.06 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.21 | ||||
| SHORTS | 0.12 | ||||
| TOTAL | -0.33 | ||||
| S&P 500 | 0.10 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 1.49 | 1.02 | -4.62 | 1.45 | |
| S&P 500 | 1.45 | 2.14 | -7.20 | 0.68 |
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