| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 14.15 | 1.14 | HOLD |
| AXTI | Semiconductors | LONG | 8.17 | -0.12 | HOLD |
| BGFV | Retail (Specialty) | LONG | 6.91 | 0.44 | HOLD |
| BKR | Construction Services | LONG | 19.97 | 0.60 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.52 | 2.79 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 24.53 | -2.39 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 10.01 | 0.81 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 14.34 | -3.43 | HOLD |
| LDL | Misc. Capital Goods | LONG | 10.08 | -0.59 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.32 | -1.08 | HOLD |
| PACR | Misc. Transportation | LONG | 4.29 | 0.94 | HOLD |
| RCKY | Footwear | LONG | 11.73 | -1.43 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.79 | 3.22 | HOLD |
| RSYS | Computer Hardware | LONG | 7.67 | 0.26 | HOLD |
| SFE | Business Services | LONG | 15.66 | 0.77 | HOLD |
| SGK | Printing Services | LONG | 12.02 | 1.69 | HOLD |
| SPY | Misc. Financial Services | SHORT | 119.67 | 0.07 | HOLD |
| SWIR | Communications Equipment | LONG | 7.57 | 0.93 | HOLD |
| TESS | Communications Equipment | LONG | 14.06 | -3.10 | HOLD |
| TSEM | Semiconductors | LONG | 0.82 | 2.18 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.04 | 0.18 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.19 | ||||
| SHORTS | 0.07 | ||||
| TOTAL | 0.12 | ||||
| S&P 500 | 0.07 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -1.29 | 1.77 | -6.76 | -1.61 | -0.42 |
| S&P 500 | -8.77 | 3.45 | -17.31 | -5.37 | -1.07 |
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