| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 14.96 | 6.78 | HOLD |
| AXTI | Semiconductors | LONG | 7.66 | -0.39 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.39 | -0.81 | HOLD |
| BKR | Construction Services | LONG | 20.82 | 1.22 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.63 | 1.26 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.14 | 0.59 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.85 | 5.58 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.52 | -2.74 | HOLD |
| KELYA | Business Services | LONG | 15.01 | 0.27 | BUY |
| KTEC | Misc. Capital Goods | LONG | 13.88 | -0.58 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.87 | 1.21 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.78 | 3.27 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.18 | 0.42 | HOLD |
| PACR | Misc. Transportation | LONG | 4.25 | 3.66 | HOLD |
| RCKY | Footwear | LONG | 11.56 | 5.67 | HOLD |
| RIMG | Computer Peripherals | LONG | 14.00 | 2.34 | HOLD |
| RSYS | Computer Hardware | LONG | 7.71 | 0.39 | HOLD |
| SFE | Business Services | LONG | 15.05 | 2.10 | HOLD |
| SGK | Printing Services | LONG | 12.04 | 1.18 | SELL |
| SPY | Misc. Financial Services | SHORT | 118.08 | 1.41 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.35 | 2.41 | BUY |
| SWIR | Communications Equipment | LONG | 7.21 | -1.37 | SELL |
| TSEM | Semiconductors | LONG | 0.76 | -4.43 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.30 | 2.54 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.33 | ||||
| SHORTS | 1.41 | ||||
| TOTAL | -0.08 | ||||
| S&P 500 | 1.41 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -1.14 | 1.76 | -8.58 | -1.38 | -0.28 |
| S&P 500 | -9.98 | 3.72 | -17.31 | -5.40 | -1.16 |
No comments:
Post a Comment