| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AGP | Healthcare Facilities | LONG | 49.43 | 2.85 | HOLD |
| CBR | Software and Programming | LONG | 5.16 | -1.34 | HOLD |
| CVI | Oil and Gas Operations | LONG | 26.17 | -4.87 | HOLD |
| DDE | Casinos and Gaming | LONG | 3.07 | -0.65 | SELL |
| DIOD | Semiconductors | LONG | 22.37 | -3.62 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 27.30 | -2.95 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 28.45 | -5.01 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 15.93 | -0.44 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.46 | -4.73 | HOLD |
| MMS | Business Services | LONG | 38.50 | -0.90 | HOLD |
| PACR | Misc. Transportation | LONG | 5.02 | -5.10 | BUY |
| RCKY | Footwear | LONG | 12.82 | -1.91 | HOLD |
| RIMG | Computer Peripherals | LONG | 14.46 | -3.28 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 9.95 | -3.12 | HOLD |
| SGK | Printing Services | LONG | 15.57 | -2.14 | HOLD |
| SOL | Semiconductors | LONG | 4.29 | -5.51 | HOLD |
| SPR | LONG | 19.66 | -3.25 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 125.49 | -2.55 | HOLD |
| SWM | Paper and Paper Products | LONG | 55.06 | -1.66 | HOLD |
| TESS | Communications Equipment | LONG | 14.39 | -4.13 | HOLD |
| TICC | Misc. Financial Services | LONG | 8.92 | -1.44 | HOLD |
| TSEM | Semiconductors | LONG | 1.04 | -2.80 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 12.86 | -0.16 | HOLD |
| UFS | Paper and Paper Products | LONG | 74.87 | -4.61 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 25.64 | -1.57 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.49 | ||||
| SHORTS | -2.55 | ||||
| TOTAL | 0.07 | ||||
| S&P 500 | -2.55 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 5.56 | 1.40 | -4.62 | 10.24 | 3.10 |
| S&P 500 | -4.33 | 2.37 | -7.56 | -4.38 | -1.37 |
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