| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AGP | Healthcare Facilities | LONG | 48.55 | -1.78 | HOLD |
| CBR | Software and Programming | LONG | 3.94 | -23.64 | HOLD |
| CVI | Oil and Gas Operations | LONG | 25.62 | -2.10 | HOLD |
| DIOD | Semiconductors | LONG | 21.81 | -2.50 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 28.29 | 3.63 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 29.03 | 2.04 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 15.86 | -0.44 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.89 | -6.74 | HOLD |
| MMS | Business Services | LONG | 38.29 | -0.55 | HOLD |
| PACR | Misc. Transportation | LONG | 5.08 | 1.20 | HOLD |
| RCKY | Footwear | LONG | 12.80 | -0.16 | HOLD |
| RIMG | Computer Peripherals | LONG | 14.54 | 0.55 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 10.16 | 2.11 | HOLD |
| SGK | Printing Services | LONG | 15.63 | 0.39 | HOLD |
| SOL | Semiconductors | LONG | 4.14 | -3.50 | HOLD |
| SPR | LONG | 19.45 | -1.07 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 126.17 | 0.54 | HOLD |
| SWM | Paper and Paper Products | LONG | 55.30 | 0.44 | HOLD |
| TESS | Communications Equipment | LONG | 15.03 | 4.45 | HOLD |
| TICC | Misc. Financial Services | LONG | 8.90 | -0.22 | HOLD |
| TSEM | Semiconductors | LONG | 1.06 | 1.92 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 13.53 | 5.21 | HOLD |
| UFS | Paper and Paper Products | LONG | 75.06 | 0.25 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 25.23 | -1.60 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.96 | ||||
| SHORTS | 0.54 | ||||
| TOTAL | -1.50 | ||||
| S&P 500 | 0.54 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 3.97 | 1.24 | -4.62 | 8.08 | 2.17 |
| S&P 500 | -3.81 | 2.28 | -7.56 | -3.98 | -1.20 |
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