| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 16.47 | 5.78 | HOLD |
| AXTI | Semiconductors | LONG | 8.21 | 4.06 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.59 | 3.76 | HOLD |
| BKR | Construction Services | LONG | 23.04 | 9.92 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.84 | -0.68 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.97 | -0.99 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.21 | -1.70 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.69 | -0.10 | HOLD |
| KELYA | Business Services | LONG | 15.48 | 0.39 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.75 | 0.66 | HOLD |
| LDL | Misc. Capital Goods | LONG | 11.24 | 3.79 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.89 | -1.85 | HOLD |
| PACR | Misc. Transportation | LONG | 4.54 | 0.67 | HOLD |
| RCKY | Footwear | LONG | 11.57 | -2.36 | HOLD |
| RSYS | Computer Hardware | LONG | 7.80 | -0.38 | HOLD |
| SFE | Business Services | LONG | 15.71 | 0.32 | HOLD |
| SPY | Misc. Financial Services | SHORT | 121.68 | 0.26 | COVER |
| STRT | Auto and Truck Parts | LONG | 23.11 | -0.77 | HOLD |
| SUP | Auto and Truck Parts | LONG | 16.95 | -0.53 | HOLD |
| TSEM | Semiconductors | LONG | 0.77 | -1.27 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.46 | -2.30 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.82 | ||||
| SHORTS | 0.26 | ||||
| TOTAL | 0.56 | ||||
| S&P 500 | 0.26 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -0.31 | 1.69 | -8.61 | -0.38 | -0.07 |
| S&P 500 | -7.23 | 3.66 | -17.31 | -3.92 | -0.83 |
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