| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 13.99 | -4.31 | HOLD |
| AXTI | Semiconductors | LONG | 8.18 | -3.20 | HOLD |
| BGFV | Retail (Specialty) | LONG | 6.88 | -2.96 | HOLD |
| BKR | Construction Services | LONG | 19.85 | -4.01 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.37 | 0.75 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 25.13 | 0.92 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.93 | -3.12 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 14.85 | -0.20 | HOLD |
| LDL | Misc. Capital Goods | LONG | 10.14 | -6.28 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.40 | 0.27 | HOLD |
| PACR | Misc. Transportation | LONG | 4.25 | -2.30 | HOLD |
| RCKY | Footwear | LONG | 11.90 | 1.36 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.36 | -2.20 | HOLD |
| RSYS | Computer Hardware | LONG | 7.65 | -2.67 | HOLD |
| SFE | Business Services | LONG | 15.54 | -0.70 | HOLD |
| SGK | Printing Services | LONG | 11.82 | 2.16 | HOLD |
| SPY | Misc. Financial Services | SHORT | 119.59 | -0.85 | HOLD |
| SWIR | Communications Equipment | LONG | 7.50 | -3.47 | HOLD |
| TESS | Communications Equipment | LONG | 14.51 | -2.03 | HOLD |
| TSEM | Semiconductors | LONG | 0.80 | -5.58 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.02 | -1.69 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.96 | ||||
| SHORTS | -0.85 | ||||
| TOTAL | -1.11 | ||||
| S&P 500 | -0.85 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -1.41 | 1.80 | -6.76 | -1.75 | -0.47 |
| S&P 500 | -8.83 | 3.46 | -17.31 | -5.43 | -1.09 |
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