| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 13.24 | 8.44 | HOLD |
| AXTI | Semiconductors | LONG | 8.12 | 13.73 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.58 | 8.13 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.44 | 7.30 | HOLD |
| DIOD | Semiconductors | LONG | 19.78 | 9.16 | HOLD |
| GIL | Apparel/Accessories | LONG | 26.40 | 5.85 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.50 | 7.24 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 15.92 | 4.87 | HOLD |
| LDL | Misc. Capital Goods | LONG | 10.59 | 11.24 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.73 | 1.66 | HOLD |
| PACR | Misc. Transportation | LONG | 4.64 | 5.45 | HOLD |
| RCKY | Footwear | LONG | 11.00 | 7.32 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.81 | 7.22 | HOLD |
| RSYS | Computer Hardware | LONG | 7.95 | 8.31 | HOLD |
| SFE | Business Services | LONG | 14.73 | 9.52 | HOLD |
| SGK | Printing Services | LONG | 12.16 | -3.80 | HOLD |
| SOL | Semiconductors | LONG | 3.15 | 14.13 | HOLD |
| SPY | Misc. Financial Services | SHORT | 117.48 | 4.65 | HOLD |
| SWIR | Communications Equipment | LONG | 7.67 | 0.13 | HOLD |
| SYX | Retail (Catalog and Mail Order) | LONG | 14.23 | 5.80 | HOLD |
| TESS | Communications Equipment | LONG | 14.75 | 4.68 | HOLD |
| TICC | Misc. Financial Services | LONG | 8.85 | 14.34 | HOLD |
| TSEM | Semiconductors | LONG | 0.87 | 0.00 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.99 | 6.58 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 6.84 | ||||
| SHORTS | 4.65 | ||||
| TOTAL | 2.19 | ||||
| S&P 500 | 4.65 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 0.58 | 1.48 | -6.76 | 0.93 | 0.20 |
| S&P 500 | -10.44 | 3.64 | -17.31 | -6.28 | -1.32 |
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