| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CBR | Software and Programming | LONG | 5.10 | -2.86 | HOLD |
| CVI | Oil and Gas Operations | LONG | 27.48 | 0.00 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.27 | -2.10 | HOLD |
| DIOD | Semiconductors | LONG | 25.12 | -0.24 | HOLD |
| FSII | Semiconductors | LONG | 2.91 | -2.68 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 29.80 | -2.26 | HOLD |
| JJSF | Food Processing | LONG | 53.10 | 4.65 | HOLD |
| LABL | Printing Services | LONG | 21.31 | -2.11 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.26 | 0.36 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.40 | 0.24 | HOLD |
| MMS | Business Services | LONG | 39.86 | -1.14 | HOLD |
| RCKY | Footwear | LONG | 12.77 | 2.82 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.47 | -2.60 | HOLD |
| RSYS | Computer Hardware | LONG | 7.72 | -2.53 | HOLD |
| SOL | Semiconductors | LONG | 4.74 | 0.64 | HOLD |
| SPR | LONG | 21.12 | -2.27 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 133.33 | -0.37 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.84 | 0.65 | HOLD |
| SWM | Paper and Paper Products | LONG | 58.34 | 4.16 | HOLD |
| TESS | Communications Equipment | LONG | 15.95 | 4.80 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.44 | -1.67 | HOLD |
| TSEM | Semiconductors | LONG | 1.10 | 0.00 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 27.43 | -3.92 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.37 | ||||
| SHORTS | -0.37 | ||||
| TOTAL | 0.01 | ||||
| S&P 500 | -0.37 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 1.55 | 1.12 | -4.62 | 3.64 | 0.88 |
| S&P 500 | 1.65 | 1.95 | -6.90 | 2.22 | 0.63 |
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