| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CASC | Auto and Truck Parts | LONG | 54.27 | -1.51 | SELL |
| CBR | Software and Programming | LONG | 5.25 | -0.94 | HOLD |
| CVI | Oil and Gas Operations | LONG | 27.35 | 0.55 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.31 | 0.88 | HOLD |
| DIOD | Semiconductors | LONG | 25.81 | 0.04 | HOLD |
| FSII | Semiconductors | LONG | 3.01 | -1.95 | BUY |
| HITK | Biotechnology and Drugs | LONG | 30.27 | -1.46 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 33.92 | -3.06 | HOLD |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.67 | -2.02 | HOLD |
| JJSF | Food Processing | LONG | 51.14 | -1.31 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.17 | 0.49 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.35 | -0.60 | HOLD |
| MMS | Business Services | LONG | 40.69 | 0.17 | HOLD |
| RCKY | Footwear | LONG | 12.55 | -0.79 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.84 | -3.04 | HOLD |
| RSYS | Computer Hardware | LONG | 8.05 | 0.37 | HOLD |
| SOL | Semiconductors | LONG | 4.88 | 5.17 | HOLD |
| SPR | LONG | 22.06 | -1.43 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 134.58 | 0.07 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.28 | -2.06 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.28 | 0.23 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.80 | -0.20 | HOLD |
| TSEM | Semiconductors | LONG | 1.12 | 1.82 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 28.80 | 1.12 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.34 | ||||
| SHORTS | 0.07 | ||||
| TOTAL | -0.41 | ||||
| S&P 500 | 0.09 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | |
| Portfolio | 1.75 | 1.12 | -4.62 | 1.56 | |
| S&P 500 | 1.89 | 10.57 | -99.86 | 0.18 |
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