| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CBR | Software and Programming | LONG | 5.00 | -1.96 | HOLD |
| CVI | Oil and Gas Operations | LONG | 26.30 | -4.29 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.25 | -0.61 | HOLD |
| DIOD | Semiconductors | LONG | 23.70 | -5.65 | HOLD |
| FSII | Semiconductors | LONG | 2.75 | -5.50 | SELL |
| HITK | Biotechnology and Drugs | LONG | 28.60 | -4.03 | HOLD |
| JJSF | Food Processing | LONG | 52.28 | -1.54 | HOLD |
| LABL | Printing Services | LONG | 21.04 | -1.27 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.07 | -2.30 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.48 | 0.95 | HOLD |
| MMS | Business Services | LONG | 38.88 | -2.46 | HOLD |
| RCKY | Footwear | LONG | 13.07 | 2.35 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.07 | -3.82 | HOLD |
| RSYS | Computer Hardware | LONG | 7.48 | -3.11 | HOLD |
| SGK | Printing Services | LONG | 15.63 | -4.35 | BUY |
| SOL | Semiconductors | LONG | 4.49 | -5.27 | HOLD |
| SPR | LONG | 20.62 | -2.37 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 130.60 | -2.05 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.78 | -0.43 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.66 | -2.88 | HOLD |
| TESS | Communications Equipment | LONG | 16.02 | 0.44 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.18 | -2.75 | HOLD |
| TSEM | Semiconductors | LONG | 1.06 | -3.64 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 25.88 | -5.65 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.54 | ||||
| SHORTS | -2.05 | ||||
| TOTAL | -0.49 | ||||
| S&P 500 | -2.05 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 1.05 | 1.16 | -4.62 | 2.36 | 0.59 |
| S&P 500 | -0.43 | 1.96 | -6.90 | -0.57 | -0.16 |
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