| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 53.40 | 2.28 | HOLD |
| CBR | Software and Programming | LONG | 5.66 | 0.18 | BUY |
| CVI | Oil and Gas Operations | LONG | 26.24 | 2.78 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.17 | -0.31 | HOLD |
| DIOD | Semiconductors | LONG | 24.52 | 0.78 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 30.09 | -4.39 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 32.80 | -1.09 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.85 | -0.34 | HOLD |
| JJSF | Food Processing | LONG | 50.95 | 0.53 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.06 | -1.95 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.38 | 0.96 | HOLD |
| MMS | Business Services | LONG | 40.91 | 0.02 | HOLD |
| RCKY | Footwear | LONG | 12.16 | -0.73 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 11.07 | 5.83 | HOLD |
| RSYS | Computer Hardware | LONG | 7.96 | -0.25 | HOLD |
| SOL | Semiconductors | LONG | 4.49 | -2.18 | HOLD |
| SPA | LONG | 10.56 | 0.86 | SELL | |
| SPR | LONG | 20.27 | -0.93 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 131.69 | 0.58 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.74 | 3.31 | HOLD |
| SWM | Paper and Paper Products | LONG | 57.00 | 0.99 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.69 | -0.51 | HOLD |
| TSEM | Semiconductors | LONG | 1.08 | -1.82 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.27 | 0.55 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.20 | ||||
| SHORTS | 0.58 | ||||
| TOTAL | -0.38 | ||||
| S&P 500 | 0.56 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 2.25 | 1.10 | -4.62 | 2.05 | |
| S&P 500 | -0.29 | 1.99 | -7.20 | -0.15 |
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