| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 52.21 | -1.93 | HOLD |
| CVI | Oil and Gas Operations | LONG | 25.53 | -1.69 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.18 | -0.93 | HOLD |
| DIOD | Semiconductors | LONG | 24.33 | 1.63 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 31.47 | -2.63 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 33.16 | -3.27 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.89 | -1.49 | HOLD |
| JJSF | Food Processing | LONG | 50.68 | -1.17 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.22 | 0.86 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.30 | -1.89 | HOLD |
| MMS | Business Services | LONG | 40.90 | -1.28 | HOLD |
| RCKY | Footwear | LONG | 12.25 | -2.31 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.46 | 0.19 | HOLD |
| RSYS | Computer Hardware | LONG | 7.98 | -1.12 | HOLD |
| SOL | Semiconductors | LONG | 4.59 | -4.57 | HOLD |
| SPA | LONG | 10.47 | -1.23 | HOLD | |
| SPR | LONG | 20.46 | -1.02 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 130.93 | -0.69 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.30 | -4.18 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.44 | -0.72 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.74 | -2.11 | HOLD |
| TSEM | Semiconductors | LONG | 1.10 | 0.92 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.12 | -1.27 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.42 | ||||
| SHORTS | -0.69 | ||||
| TOTAL | -0.73 | ||||
| S&P 500 | -0.67 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 2.64 | 1.12 | -4.62 | 2.36 | |
| S&P 500 | -0.84 | 2.00 | -7.20 | -0.42 |
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