| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 12.98 | 3.51 | HOLD |
| AXTI | Semiconductors | LONG | 6.99 | -1.55 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.01 | 10.05 | HOLD |
| BKR | Construction Services | LONG | 20.06 | 0.50 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.23 | -2.24 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.83 | -2.82 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 22.68 | -2.37 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.00 | -14.44 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 13.77 | -2.31 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.85 | -1.30 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.11 | 0.66 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.14 | 2.59 | HOLD |
| PACR | Misc. Transportation | LONG | 3.94 | -1.50 | HOLD |
| RCKY | Footwear | LONG | 10.65 | -3.01 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.16 | -0.38 | HOLD |
| RSYS | Computer Hardware | LONG | 7.28 | -1.36 | HOLD |
| SFE | Business Services | LONG | 13.80 | -2.40 | HOLD |
| SGK | Printing Services | LONG | 10.85 | 1.69 | HOLD |
| SPY | Misc. Financial Services | SHORT | 112.73 | 0.08 | COVER |
| SWIR | Communications Equipment | LONG | 7.21 | -0.41 | HOLD |
| TESS | Communications Equipment | LONG | 12.82 | -1.99 | SELL |
| TSEM | Semiconductors | LONG | 0.79 | 3.30 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.89 | -0.20 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.73 | ||||
| SHORTS | 0.08 | ||||
| TOTAL | -0.81 | ||||
| S&P 500 | 0.08 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -3.52 | 2.20 | -8.64 | -3.40 | -0.87 |
| S&P 500 | -14.06 | 4.20 | -17.31 | -6.67 | -1.62 |
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