| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 14.62 | 3.91 | HOLD |
| AXTI | Semiconductors | LONG | 8.45 | 2.92 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.09 | 3.65 | HOLD |
| BKR | Construction Services | LONG | 20.68 | 6.05 | BUY |
| CRY | Medical Equipment and Supplies | LONG | 5.33 | 3.29 | HOLD |
| DIOD | Semiconductors | LONG | 20.32 | 3.25 | SELL |
| HURC | Scientific and Technical Instr. | LONG | 24.90 | 1.97 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 10.25 | 2.50 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 14.88 | -0.07 | HOLD |
| LDL | Misc. Capital Goods | LONG | 10.82 | 4.95 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.38 | 1.23 | HOLD |
| PACR | Misc. Transportation | LONG | 4.35 | -1.14 | HOLD |
| RCKY | Footwear | LONG | 11.74 | -0.51 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.66 | 0.96 | HOLD |
| RSYS | Computer Hardware | LONG | 7.86 | -1.26 | HOLD |
| SFE | Business Services | LONG | 15.65 | 6.90 | HOLD |
| SGK | Printing Services | LONG | 11.57 | 2.84 | HOLD |
| SOL | Semiconductors | LONG | 3.78 | 7.39 | SELL |
| SPY | Misc. Financial Services | SHORT | 120.62 | 2.12 | HOLD |
| SWIR | Communications Equipment | LONG | 7.77 | 2.64 | HOLD |
| SYX | Retail (Catalog and Mail Order) | LONG | 14.05 | 2.63 | SELL |
| TESS | Communications Equipment | LONG | 14.81 | -0.80 | HOLD |
| TSEM | Semiconductors | LONG | 0.85 | 6.24 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.21 | 2.19 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.53 | ||||
| SHORTS | 2.12 | ||||
| TOTAL | 0.42 | ||||
| S&P 500 | 2.12 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -0.30 | 1.60 | -6.76 | -0.43 | -0.10 |
| S&P 500 | -8.04 | 3.38 | -17.31 | -5.13 | -1.00 |
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