| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 14.00 | 9.38 | HOLD |
| AXTI | Semiconductors | LONG | 8.34 | 4.25 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.07 | 0.28 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.17 | 4.23 | HOLD |
| DIOD | Semiconductors | LONG | 19.90 | 1.74 | HOLD |
| GIL | Apparel/Accessories | LONG | 26.98 | 4.65 | SELL |
| HURC | Scientific and Technical Instr. | LONG | 24.80 | 0.65 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.51 | -5.37 | BUY |
| KTEC | Misc. Capital Goods | LONG | 15.15 | -1.62 | HOLD |
| LDL | Misc. Capital Goods | LONG | 10.80 | 16.25 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.88 | 4.08 | HOLD |
| PACR | Misc. Transportation | LONG | 4.44 | 6.47 | HOLD |
| RCKY | Footwear | LONG | 11.33 | 2.53 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.63 | 5.99 | HOLD |
| RSYS | Computer Hardware | LONG | 7.76 | 1.84 | HOLD |
| SFE | Business Services | LONG | 14.56 | 9.06 | HOLD |
| SGK | Printing Services | LONG | 11.20 | 3.42 | HOLD |
| SOL | Semiconductors | LONG | 4.00 | 23.84 | HOLD |
| SPY | Misc. Financial Services | SHORT | 117.33 | 4.49 | HOLD |
| SWIR | Communications Equipment | LONG | 7.32 | -2.01 | HOLD |
| SYX | Retail (Catalog and Mail Order) | LONG | 13.68 | 5.56 | HOLD |
| TESS | Communications Equipment | LONG | 14.83 | -0.40 | HOLD |
| TICC | Misc. Financial Services | LONG | 9.12 | 10.55 | SELL |
| TSEM | Semiconductors | LONG | 0.82 | 2.50 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.89 | 2.45 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 5.03 | ||||
| SHORTS | 4.49 | ||||
| TOTAL | 0.54 | ||||
| S&P 500 | 4.49 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 0.17 | 1.53 | -6.76 | 0.26 | 0.06 |
| S&P 500 | -10.55 | 3.73 | -17.31 | -6.10 | -1.31 |
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