| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 13.88 | -7.22 | HOLD |
| AXTI | Semiconductors | LONG | 7.33 | -4.31 | HOLD |
| BGFV | Retail (Specialty) | LONG | 6.94 | -6.09 | HOLD |
| BKR | Construction Services | LONG | 20.60 | -1.06 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.42 | -3.73 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.89 | -4.86 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 24.82 | -7.56 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.52 | 0.00 | HOLD |
| KELYA | Business Services | LONG | 14.10 | -6.06 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 13.69 | -1.38 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.89 | -9.02 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.38 | -4.09 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.10 | -1.11 | HOLD |
| PACR | Misc. Transportation | LONG | 4.12 | -3.06 | HOLD |
| RCKY | Footwear | LONG | 11.76 | 1.73 | HOLD |
| RIMG | Computer Peripherals | LONG | 13.79 | -1.50 | HOLD |
| RSYS | Computer Hardware | LONG | 7.37 | -4.41 | HOLD |
| SFE | Business Services | LONG | 14.59 | -3.06 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.28 | -1.52 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.97 | -1.63 | HOLD |
| TSEM | Semiconductors | LONG | 0.72 | -5.64 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.46 | -7.43 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -3.88 | ||||
| SHORTS | -1.52 | ||||
| TOTAL | -2.36 | ||||
| S&P 500 | -1.52 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -3.47 | 2.15 | -8.61 | -3.35 | -0.84 |
| S&P 500 | -11.35 | 3.83 | -17.31 | -5.89 | -1.30 |
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