| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 15.72 | 0.26 | HOLD |
| AXTI | Semiconductors | LONG | 7.63 | -1.80 | HOLD |
| BGFV | Retail (Specialty) | LONG | 7.11 | -4.31 | HOLD |
| BKR | Construction Services | LONG | 22.22 | -1.46 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.59 | -2.78 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.65 | -1.80 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.02 | -1.76 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 10.05 | 3.29 | HOLD |
| KELYA | Business Services | LONG | 14.46 | -4.87 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.60 | -0.02 | HOLD |
| LDL | Misc. Capital Goods | LONG | 10.14 | -7.06 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.83 | -2.57 | HOLD |
| PETS | Retail (Drugs) | LONG | 9.94 | -1.88 | HOLD |
| RCKY | Footwear | LONG | 11.54 | 0.00 | HOLD |
| RSYS | Computer Hardware | LONG | 7.50 | -0.53 | HOLD |
| SFE | Business Services | LONG | 15.29 | -4.68 | HOLD |
| SPY | Misc. Financial Services | SHORT | 120.94 | -1.05 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.65 | -1.99 | HOLD |
| SUP | Auto and Truck Parts | LONG | 16.73 | -2.85 | HOLD |
| TSEM | Semiconductors | LONG | 0.75 | -3.30 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.66 | -4.99 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.25 | ||||
| SHORTS | -1.05 | ||||
| TOTAL | -1.21 | ||||
| S&P 500 | -1.05 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -3.19 | 2.05 | -8.61 | -3.11 | -0.74 |
| S&P 500 | -7.80 | 3.63 | -17.31 | -4.19 | -0.88 |
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