| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| CBR | Software and Programming | LONG | 5.02 | 0.60 | HOLD |
| CVI | Oil and Gas Operations | LONG | 26.85 | 3.43 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.10 | -4.11 | HOLD |
| DIOD | Semiconductors | LONG | 23.55 | -0.42 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 28.29 | -0.60 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 29.42 | -1.54 | BUY |
| JJSF | Food Processing | LONG | 51.69 | 0.33 | HOLD |
| LABL | Printing Services | LONG | 26.93 | 3.22 | HOLD |
| LYTS | Furniture and Fixtures | LONG | 8.32 | -0.24 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.50 | 0.00 | HOLD |
| MMS | Business Services | LONG | 38.63 | -0.21 | HOLD |
| RCKY | Footwear | LONG | 12.70 | 0.47 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.28 | 0.78 | HOLD |
| RSYS | Computer Hardware | LONG | 7.95 | 11.03 | HOLD |
| SGK | Printing Services | LONG | 15.79 | 0.89 | HOLD |
| SOL | Semiconductors | LONG | 4.53 | -0.22 | HOLD |
| SPR | LONG | 20.49 | -0.15 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 129.33 | -0.68 | SHORT |
| STMP | Retail (Catalog and Mail Order) | LONG | 16.75 | 22.44 | SELL |
| SWM | Paper and Paper Products | LONG | 56.11 | -1.02 | HOLD |
| TESS | Communications Equipment | LONG | 14.85 | -7.65 | HOLD |
| TICC | Misc. Financial Services | LONG | 8.98 | -2.29 | HOLD |
| TSEM | Semiconductors | LONG | 1.05 | 1.44 | HOLD |
| UFS | Paper and Paper Products | LONG | 79.95 | -2.96 | BUY |
| ZEUS | Misc. Fabricated Products | LONG | 26.15 | 1.36 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.32 | ||||
| SHORTS | -0.68 | ||||
| TOTAL | 2.01 | ||||
| S&P 500 | -0.68 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 4.09 | 1.18 | -4.62 | 9.02 | 2.30 |
| S&P 500 | -1.40 | 2.01 | -6.90 | -1.74 | -0.51 |
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