| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 12.54 | -2.18 | HOLD |
| AXTI | Semiconductors | LONG | 7.10 | -3.92 | HOLD |
| BGFV | Retail (Specialty) | LONG | 6.37 | -0.16 | HOLD |
| BKR | Construction Services | LONG | 19.96 | 3.85 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.35 | -5.31 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.97 | -2.55 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 23.23 | 4.03 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.35 | -2.09 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 14.09 | 0.36 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.98 | -2.16 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.05 | -3.00 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.96 | -1.42 | HOLD |
| PACR | Misc. Transportation | LONG | 4.00 | 3.76 | HOLD |
| RCKY | Footwear | LONG | 10.98 | -0.36 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.21 | -1.20 | HOLD |
| RSYS | Computer Hardware | LONG | 7.38 | -2.12 | HOLD |
| SFE | Business Services | LONG | 14.14 | -1.67 | HOLD |
| SGK | Printing Services | LONG | 10.67 | -1.30 | HOLD |
| SPY | Misc. Financial Services | SHORT | 112.64 | -1.63 | HOLD |
| SWIR | Communications Equipment | LONG | 7.24 | -0.55 | HOLD |
| TESS | Communications Equipment | LONG | 13.08 | -3.25 | HOLD |
| TSEM | Semiconductors | LONG | 0.76 | -2.58 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.91 | -4.53 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.29 | ||||
| SHORTS | -1.63 | ||||
| TOTAL | 0.34 | ||||
| S&P 500 | -1.63 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -2.73 | 2.05 | -8.22 | -2.88 | -0.72 |
| S&P 500 | -14.13 | 4.21 | -17.31 | -6.74 | -1.64 |
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