| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 14.44 | -8.14 | HOLD |
| AXTI | Semiconductors | LONG | 7.32 | -4.06 | SELL |
| BGFV | Retail (Specialty) | LONG | 6.63 | -6.75 | HOLD |
| BKR | Construction Services | LONG | 22.22 | 0.00 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.32 | -4.83 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.50 | -1.96 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.85 | -3.39 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.62 | -4.28 | HOLD |
| KELYA | Business Services | LONG | 13.96 | -3.46 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.06 | -5.07 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.40 | -7.30 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.90 | 1.02 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.74 | -1.21 | BUY |
| PETS | Retail (Drugs) | LONG | 9.70 | -2.41 | HOLD |
| RCKY | Footwear | LONG | 11.57 | 0.26 | HOLD |
| RSYS | Computer Hardware | LONG | 7.13 | -4.93 | HOLD |
| SFE | Business Services | LONG | 14.07 | -7.98 | HOLD |
| SPY | Misc. Financial Services | SHORT | 117.85 | -2.55 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.75 | 0.44 | HOLD |
| SUP | Auto and Truck Parts | LONG | 16.15 | -3.47 | HOLD |
| TSEM | Semiconductors | LONG | 0.74 | -1.99 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.08 | -5.44 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -3.69 | ||||
| SHORTS | -2.55 | ||||
| TOTAL | -1.13 | ||||
| S&P 500 | -2.55 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.24 | 2.24 | -9.38 | -3.73 | -0.89 |
| S&P 500 | -10.15 | 3.66 | -17.31 | -5.31 | -1.12 |
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