| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 15.68 | -4.80 | HOLD |
| AXTI | Semiconductors | LONG | 7.77 | -5.36 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.43 | -2.11 | HOLD |
| BKR | Construction Services | LONG | 22.55 | -2.13 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.75 | -1.54 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.79 | -2.26 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.11 | -1.92 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.73 | 0.41 | HOLD |
| KELYA | Business Services | LONG | 15.20 | -1.81 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.60 | -1.40 | HOLD |
| LDL | Misc. Capital Goods | LONG | 10.91 | -2.94 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.01 | 1.74 | HOLD |
| PACR | Misc. Transportation | LONG | 4.52 | -0.44 | SELL |
| PETS | Retail (Drugs) | LONG | 10.13 | -1.94 | BUY |
| RCKY | Footwear | LONG | 11.54 | -0.26 | HOLD |
| RSYS | Computer Hardware | LONG | 7.54 | -3.33 | HOLD |
| SFE | Business Services | LONG | 16.04 | 2.10 | HOLD |
| SPY | Misc. Financial Services | SHORT | 122.22 | 0.44 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.11 | 0.00 | HOLD |
| SUP | Auto and Truck Parts | LONG | 17.22 | 1.59 | HOLD |
| TSEM | Semiconductors | LONG | 0.78 | 1.39 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 11.22 | -2.09 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.26 | ||||
| SHORTS | 0.44 | ||||
| TOTAL | -1.70 | ||||
| S&P 500 | 0.44 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -2.01 | 1.87 | -8.61 | -2.17 | -0.47 |
| S&P 500 | -6.82 | 3.66 | -17.31 | -3.68 | -0.78 |
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