| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AGP | Healthcare Facilities | LONG | 44.32 | -0.16 | HOLD |
| AXTI | Semiconductors | LONG | 7.89 | -1.62 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.56 | -0.92 | BUY |
| CBR | Software and Programming | LONG | 3.38 | -10.11 | HOLD |
| CVI | Oil and Gas Operations | LONG | 22.95 | -2.63 | HOLD |
| DIOD | Semiconductors | LONG | 19.69 | -3.76 | HOLD |
| GIL | Apparel/Accessories | LONG | 26.82 | -0.59 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 26.56 | -2.28 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.08 | -4.15 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 15.82 | 4.76 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.25 | -6.57 | HOLD |
| MMS | Business Services | LONG | 38.96 | 1.54 | HOLD |
| PACR | Misc. Transportation | LONG | 4.79 | -0.83 | HOLD |
| RCKY | Footwear | LONG | 11.63 | -3.40 | HOLD |
| RIMG | Computer Peripherals | LONG | 14.21 | 0.07 | HOLD |
| ROCK | Constr. - Supplies and Fixtures | LONG | 8.80 | -5.98 | SELL |
| SGK | Printing Services | LONG | 14.02 | -5.84 | HOLD |
| SOL | Semiconductors | LONG | 3.38 | -5.85 | HOLD |
| SPR | LONG | 16.90 | -7.65 | HOLD | |
| SPY | Misc. Financial Services | SHORT | 120.08 | -0.15 | HOLD |
| TESS | Communications Equipment | LONG | 14.43 | 1.26 | HOLD |
| TICC | Misc. Financial Services | LONG | 8.56 | -2.62 | HOLD |
| TSEM | Semiconductors | LONG | 0.98 | -2.74 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 12.79 | 0.00 | HOLD |
| UFS | Paper and Paper Products | LONG | 69.83 | -1.03 | SELL |
| ZEUS | Misc. Fabricated Products | LONG | 22.58 | -1.14 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.56 | ||||
| SHORTS | -0.15 | ||||
| TOTAL | -2.41 | ||||
| S&P 500 | -0.15 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 0.98 | 1.41 | -4.62 | 1.68 | 0.51 |
| S&P 500 | -8.45 | 3.15 | -11.55 | -6.07 | -1.66 |
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