08-Aug-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto and Truck Manufacturers	LONG	12.21	-10.09	BUY
AGP	Healthcare Facilities	LONG	40.10	-9.52	SELL
AXTI	Semiconductors	LONG	7.15	-9.38	HOLD
BGFV	Retail (Specialty)	LONG	7.02	-7.14	HOLD
CBR	Software and Programming	LONG	3.07	-9.17	SELL
CRY	Medical Equipment and Supplies	LONG	5.07	-3.61	BUY
CVI	Oil and Gas Operations	LONG	20.14	-12.24	SELL
DIOD	Semiconductors	LONG	18.12	-7.97	HOLD
GIL	Apparel/Accessories	LONG	24.94	-7.01	HOLD
HITK	Biotechnology and Drugs	LONG	24.61	-7.34	SELL
HURC	Scientific and Technical Instr.	LONG	24.75	-5.10	HOLD
KTEC	Misc. Capital Goods	LONG	15.07	-4.73	HOLD
LDL	Misc. Capital Goods	LONG	9.52	-6.11	BUY
MASC	Misc. Fabricated Products	LONG	6.60	-8.97	HOLD
MMS	Business Services	LONG	37.06	-4.88	SELL
PACR	Misc. Transportation	LONG	4.40	-8.14	HOLD
RCKY	Footwear	LONG	10.25	-11.87	HOLD
RIMG	Computer Peripherals	LONG	12.88	-9.36	HOLD
RSYS	Computer Hardware	LONG	7.34	-8.14	BUY
SFE	Business Services	LONG	13.45	-10.03	BUY
SGK	Printing Services	LONG	12.64	-9.84	HOLD
SOL	Semiconductors	LONG	2.76	-18.34	HOLD
SPR		LONG	15.23	-9.88	SELL
SPY	Misc. Financial Services	SHORT	112.26	-6.51	HOLD
SWIR	Communications Equipment	LONG	7.66	-16.01	BUY
SYX	Retail (Catalog and Mail Order)	LONG	13.45	-8.19	BUY
TESS	Communications Equipment	LONG	14.10	-2.29	HOLD
TICC	Misc. Financial Services	LONG	7.74	-9.58	HOLD
TSEM	Semiconductors	LONG	0.87	-11.57	HOLD
UFI	Textiles - Non Apparel	LONG	11.25	-12.04	HOLD
ZEUS	Misc. Fabricated Products	LONG	19.83	-12.18	SELL
TODAY SUMMARY				GAINS(%)
LONGS				-9.07
SHORTS				-6.51
TOTAL				-2.56
S&P 500				-6.51
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	-1.60	1.89	-6.78	-2.00	-0.56
S&P 500	-14.42	4.53	-17.31	-6.84	-1.79