| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CBR | Software and Programming | LONG | 5.25 | 0.00 | HOLD |
| CVI | Oil and Gas Operations | LONG | 27.48 | 0.48 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.34 | 0.91 | HOLD |
| DIOD | Semiconductors | LONG | 25.18 | -2.44 | HOLD |
| FSII | Semiconductors | LONG | 2.99 | -0.66 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 30.49 | 0.73 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 32.57 | -3.98 | SELL |
| IIIN | Constr. - Supplies and Fixtures | LONG | 11.61 | -0.51 | SELL |
| JJSF | Food Processing | LONG | 50.74 | -0.78 | HOLD |
| LABL | Printing Services | LONG | 21.77 | -2.94 | BUY |
| LYTS | Furniture and Fixtures | LONG | 8.23 | 0.73 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.38 | 0.36 | HOLD |
| MMS | Business Services | LONG | 40.32 | -0.91 | HOLD |
| RCKY | Footwear | LONG | 12.42 | -1.04 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.75 | -0.83 | HOLD |
| RSYS | Computer Hardware | LONG | 7.92 | -1.61 | HOLD |
| SOL | Semiconductors | LONG | 4.71 | -3.48 | HOLD |
| SPR | LONG | 21.61 | -2.04 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 133.83 | -0.56 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.75 | 3.54 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.01 | -0.48 | HOLD |
| TESS | Communications Equipment | LONG | 15.22 | 1.81 | BUY |
| TICC | Misc. Financial Services | LONG | 9.60 | -2.04 | HOLD |
| TSEM | Semiconductors | LONG | 1.10 | -1.79 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 28.55 | -0.87 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.76 | ||||
| SHORTS | -0.56 | ||||
| TOTAL | -0.20 | ||||
| S&P 500 | -0.56 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 1.54 | 1.13 | -4.62 | 3.65 | 0.89 |
| S&P 500 | 2.03 | 1.98 | -6.90 | 2.74 | 0.79 |
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