| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 14.39 | 3.67 | HOLD |
| AXTI | Semiconductors | LONG | 7.43 | 1.36 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.03 | 1.30 | HOLD |
| BKR | Construction Services | LONG | 20.93 | 1.60 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.64 | 4.06 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.85 | 2.61 | BUY |
| CRY | Medical Equipment and Supplies | LONG | 5.05 | 3.27 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 25.10 | 1.13 | SELL |
| JST | Electronic Instr. and Controls | LONG | 8.75 | 2.70 | HOLD |
| KELYA | Business Services | LONG | 14.49 | 2.77 | HOLD |
| KTEC | Misc. Capital Goods | LONG | 13.76 | 0.51 | SELL |
| LCUT | Personal and Household Prods. | LONG | 9.99 | 1.01 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.87 | 5.22 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.97 | -1.83 | HOLD |
| PACR | Misc. Transportation | LONG | 4.22 | 2.43 | HOLD |
| RCKY | Footwear | LONG | 11.71 | -0.43 | HOLD |
| RIMG | Computer Peripherals | LONG | 14.08 | 2.10 | HOLD |
| RSYS | Computer Hardware | LONG | 7.58 | 2.85 | HOLD |
| SFE | Business Services | LONG | 14.67 | 0.55 | HOLD |
| SPY | Misc. Financial Services | SHORT | 117.97 | 1.45 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.29 | 1.39 | HOLD |
| TSEM | Semiconductors | LONG | 0.75 | 3.74 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.86 | 3.82 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.06 | ||||
| SHORTS | 1.45 | ||||
| TOTAL | 0.61 | ||||
| S&P 500 | 1.45 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -2.89 | 2.04 | -8.61 | -2.93 | -0.69 |
| S&P 500 | -10.06 | 3.73 | -17.31 | -5.35 | -1.15 |
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