| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 52.33 | -2.00 | HOLD |
| CBR | Software and Programming | LONG | 5.34 | -5.65 | HOLD |
| CVI | Oil and Gas Operations | LONG | 25.64 | -2.29 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.23 | 1.74 | HOLD |
| DIOD | Semiconductors | LONG | 24.14 | -1.55 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 30.14 | 0.17 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 32.46 | -1.04 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.70 | -1.27 | HOLD |
| JJSF | Food Processing | LONG | 50.12 | -1.63 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 7.88 | -2.23 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.53 | 1.79 | HOLD |
| MMS | Business Services | LONG | 40.40 | -1.25 | HOLD |
| RCKY | Footwear | LONG | 12.08 | -0.66 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.84 | -2.08 | HOLD |
| RSYS | Computer Hardware | LONG | 8.03 | 0.88 | HOLD |
| SOL | Semiconductors | LONG | 4.39 | -2.23 | HOLD |
| SPR | LONG | 20.00 | -1.33 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 130.61 | -0.82 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.32 | -3.06 | HOLD |
| SWM | Paper and Paper Products | LONG | 55.85 | -2.02 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.41 | -2.89 | HOLD |
| TSEM | Semiconductors | LONG | 1.08 | 0.00 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.26 | -0.04 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.30 | ||||
| SHORTS | -0.82 | ||||
| TOTAL | -0.48 | ||||
| S&P 500 | -0.81 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 1.73 | 1.11 | -4.62 | 1.57 | |
| S&P 500 | -1.10 | 1.99 | -7.20 | -0.56 |
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