| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AGP | Healthcare Facilities | LONG | 44.39 | -8.57 | HOLD |
| AXTI | Semiconductors | LONG | 8.02 | -7.92 | BUY |
| CBR | Software and Programming | LONG | 3.76 | -4.57 | HOLD |
| CVI | Oil and Gas Operations | LONG | 23.57 | -8.00 | HOLD |
| DIOD | Semiconductors | LONG | 20.46 | -6.19 | HOLD |
| GIL | Apparel/Accessories | LONG | 26.98 | -6.71 | BUY |
| HITK | Biotechnology and Drugs | LONG | 27.18 | -3.92 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 27.21 | -6.27 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 15.10 | -4.79 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.76 | -1.65 | HOLD |
| MMS | Business Services | LONG | 38.37 | 0.21 | HOLD |
| PACR | Misc. Transportation | LONG | 4.83 | -4.92 | HOLD |
| RCKY | Footwear | LONG | 12.04 | -5.94 | HOLD |
| RIMG | Computer Peripherals | LONG | 14.20 | -2.34 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 9.36 | -7.87 | HOLD |
| SGK | Printing Services | LONG | 14.89 | -4.73 | HOLD |
| SOL | Semiconductors | LONG | 3.59 | -13.29 | HOLD |
| SPR | LONG | 18.30 | -5.91 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 120.26 | -4.68 | SHORT |
| SWM | Paper and Paper Products | LONG | 56.47 | 2.12 | SELL |
| TESS | Communications Equipment | LONG | 14.25 | -5.19 | HOLD |
| TICC | Misc. Financial Services | LONG | 8.79 | -1.24 | HOLD |
| TSEM | Semiconductors | LONG | 1.01 | -4.72 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 12.79 | -5.47 | HOLD |
| UFS | Paper and Paper Products | LONG | 70.56 | -6.00 | HOLD |
| ZEUS | Misc. Fabricated Products | LONG | 22.84 | -9.47 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -5.16 | ||||
| SHORTS | -4.68 | ||||
| TOTAL | -0.48 | ||||
| S&P 500 | -4.68 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 3.47 | 1.23 | -4.62 | 7.04 | 1.87 |
| S&P 500 | -8.32 | 3.13 | -11.42 | -6.08 | -1.66 |
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