| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CBR | Software and Programming | LONG | 4.99 | -0.20 | HOLD |
| CVI | Oil and Gas Operations | LONG | 25.96 | -1.29 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.23 | -0.53 | HOLD |
| DIOD | Semiconductors | LONG | 23.65 | -0.21 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 28.46 | -0.49 | HOLD |
| JJSF | Food Processing | LONG | 51.52 | -1.45 | HOLD |
| LABL | Printing Services | LONG | 26.09 | 24.00 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.34 | 3.35 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.50 | 0.24 | HOLD |
| MMS | Business Services | LONG | 38.71 | -0.44 | HOLD |
| RCKY | Footwear | LONG | 12.64 | -3.29 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.20 | 1.29 | HOLD |
| RSYS | Computer Hardware | LONG | 7.16 | -4.28 | HOLD |
| SGK | Printing Services | LONG | 15.65 | 0.13 | HOLD |
| SOL | Semiconductors | LONG | 4.54 | 1.11 | HOLD |
| SPR | LONG | 20.52 | -0.48 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 130.22 | -0.29 | HOLD |
| STMP | Retail (Catalog and Mail Order) | LONG | 13.68 | -0.73 | HOLD |
| SWM | Paper and Paper Products | LONG | 56.69 | 0.05 | HOLD |
| TESS | Communications Equipment | LONG | 16.08 | 0.37 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.19 | 0.11 | HOLD |
| TSEM | Semiconductors | LONG | 1.04 | -1.89 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 25.80 | -0.31 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.68 | ||||
| SHORTS | -0.29 | ||||
| TOTAL | 0.98 | ||||
| S&P 500 | -0.29 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 2.04 | 1.09 | -4.62 | 4.84 | 1.14 |
| S&P 500 | -0.72 | 1.97 | -6.90 | -0.93 | -0.27 |
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