| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 53.24 | 3.56 | HOLD |
| CVI | Oil and Gas Operations | LONG | 25.97 | 1.45 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.21 | 0.31 | HOLD |
| DIOD | Semiconductors | LONG | 23.94 | -2.37 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 32.32 | 1.35 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 34.28 | 0.12 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 12.07 | 1.94 | HOLD |
| JJSF | Food Processing | LONG | 51.28 | 0.29 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.15 | 5.71 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.46 | 4.44 | HOLD |
| MMS | Business Services | LONG | 41.43 | 0.22 | HOLD |
| RCKY | Footwear | LONG | 12.54 | -1.03 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.44 | -4.74 | HOLD |
| RSYS | Computer Hardware | LONG | 8.07 | 0.00 | HOLD |
| SOL | Semiconductors | LONG | 4.81 | 2.12 | HOLD |
| SPA | LONG | 10.60 | 1.34 | HOLD | |
| SPR | LONG | 20.67 | 0.39 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 131.84 | 0.33 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.88 | 0.65 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.85 | 0.55 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.95 | 1.12 | HOLD |
| TSEM | Semiconductors | LONG | 1.09 | -0.91 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.47 | 2.16 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.85 | ||||
| SHORTS | 0.33 | ||||
| TOTAL | 0.51 | ||||
| S&P 500 | 0.31 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 3.40 | 1.19 | -4.62 | 2.86 | |
| S&P 500 | -0.17 | 2.01 | -7.20 | -0.09 |
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