| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 51.67 | -2.01 | HOLD |
| CBR | Software and Programming | LONG | 5.53 | -1.25 | SELL |
| CVI | Oil and Gas Operations | LONG | 25.69 | -3.64 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.18 | -2.15 | HOLD |
| DIOD | Semiconductors | LONG | 26.23 | -1.50 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 30.45 | 0.33 | BUY |
| HURC | Scientific and Technical Instr. | LONG | 33.91 | -0.88 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.87 | -2.70 | HOLD |
| JJSF | Food Processing | LONG | 50.93 | -1.37 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 7.77 | -1.77 | HOLD |
| LZB | Furniture and Fixtures | LONG | 9.61 | -4.00 | SELL |
| MASC | Misc. Fabricated Products | LONG | 7.33 | -0.27 | HOLD |
| MMS | Business Services | LONG | 41.58 | -1.52 | HOLD |
| RCKY | Footwear | LONG | 12.72 | -0.62 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.97 | -4.28 | HOLD |
| RSYS | Computer Hardware | LONG | 8.08 | -3.69 | HOLD |
| SOL | Semiconductors | LONG | 4.68 | -1.89 | HOLD |
| SPA | LONG | 10.42 | 3.33 | HOLD | |
| SPR | LONG | 20.91 | -2.88 | BUY | |
| SPY | Misc. Financial Services | SHORT | 131.97 | -1.81 | SHORT |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.74 | -1.29 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.39 | -1.86 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.85 | -0.91 | HOLD |
| TSEM | Semiconductors | LONG | 1.10 | -3.51 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 26.81 | -3.39 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.87 | ||||
| SHORTS | -1.81 | ||||
| TOTAL | -0.06 | ||||
| S&P 500 | -1.81 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 2.06 | 1.06 | -4.62 | 1.94 | |
| S&P 500 | -0.04 | 2.04 | -7.20 | -0.02 |
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