| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 14.01 | 7.36 | HOLD |
| AXTI | Semiconductors | LONG | 7.69 | 10.01 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.45 | 6.13 | HOLD |
| BKR | Construction Services | LONG | 20.57 | 2.54 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.56 | 6.31 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.11 | 5.80 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 25.43 | 12.97 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.76 | 9.71 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 13.96 | 1.43 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.74 | 8.48 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.47 | 3.95 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.15 | 0.28 | HOLD |
| PACR | Misc. Transportation | LONG | 4.10 | 4.06 | HOLD |
| RCKY | Footwear | LONG | 10.94 | 2.24 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.68 | 3.71 | HOLD |
| RSYS | Computer Hardware | LONG | 7.68 | 4.77 | HOLD |
| SFE | Business Services | LONG | 14.74 | 6.81 | HOLD |
| SGK | Printing Services | LONG | 11.90 | 9.68 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.44 | 3.29 | HOLD |
| SWIR | Communications Equipment | LONG | 7.31 | 1.53 | HOLD |
| TSEM | Semiconductors | LONG | 0.80 | 1.71 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.02 | 11.43 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 5.76 | ||||
| SHORTS | 3.29 | ||||
| TOTAL | 2.47 | ||||
| S&P 500 | 3.29 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -1.06 | 1.76 | -8.58 | -1.29 | -0.27 |
| S&P 500 | -11.23 | 3.83 | -17.31 | -5.91 | -1.31 |
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