| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 54.33 | 3.82 | HOLD |
| CBR | Software and Programming | LONG | 5.50 | 3.00 | HOLD |
| CVI | Oil and Gas Operations | LONG | 26.45 | 3.16 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.17 | -1.71 | HOLD |
| DIOD | Semiconductors | LONG | 25.69 | 6.42 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 30.78 | 2.12 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 34.43 | 6.17 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.81 | 1.11 | HOLD |
| JJSF | Food Processing | LONG | 50.75 | 1.26 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.26 | 4.82 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.57 | 0.47 | HOLD |
| MMS | Business Services | LONG | 41.53 | 2.80 | HOLD |
| RCKY | Footwear | LONG | 12.30 | 1.82 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.95 | 1.01 | HOLD |
| RSYS | Computer Hardware | LONG | 8.04 | 0.12 | HOLD |
| SOL | Semiconductors | LONG | 4.60 | 4.78 | HOLD |
| SPR | LONG | 20.57 | 2.85 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 132.73 | 1.62 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.64 | 2.40 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.26 | 0.73 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.66 | 2.66 | HOLD |
| TSEM | Semiconductors | LONG | 1.09 | 0.46 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 28.05 | 2.90 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.42 | ||||
| SHORTS | 1.62 | ||||
| TOTAL | 0.79 | ||||
| S&P 500 | 1.63 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 2.53 | 1.11 | -4.62 | 2.27 | |
| S&P 500 | 0.51 | 1.99 | -7.20 | 0.26 |
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