| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 15.04 | 4.16 | HOLD |
| BGFV | Retail (Specialty) | LONG | 6.76 | 1.96 | HOLD |
| BKR | Construction Services | LONG | 21.50 | 0.89 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.30 | -0.38 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.12 | -5.07 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.71 | -2.89 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.59 | -0.31 | HOLD |
| KELYA | Business Services | LONG | 13.49 | -3.37 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.07 | 0.10 | HOLD |
| LDL | Misc. Capital Goods | LONG | 9.78 | 4.04 | SELL |
| MASC | Misc. Fabricated Products | LONG | 6.69 | -3.04 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.95 | 1.12 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.52 | -4.45 | BUY |
| PETS | Retail (Drugs) | LONG | 9.67 | -0.31 | HOLD |
| RCKY | Footwear | LONG | 11.42 | -1.30 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.54 | 0.30 | BUY |
| RSYS | Computer Hardware | LONG | 6.64 | -6.87 | HOLD |
| SFE | Business Services | LONG | 14.55 | 3.41 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.99 | -0.73 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.06 | -3.03 | HOLD |
| SUP | Auto and Truck Parts | LONG | 15.83 | -1.98 | HOLD |
| TSEM | Semiconductors | LONG | 0.73 | -1.36 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.03 | -0.50 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.74 | ||||
| SHORTS | -0.73 | ||||
| TOTAL | -0.01 | ||||
| S&P 500 | -0.73 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.44 | 2.28 | -9.57 | -3.82 | -0.91 |
| S&P 500 | -10.81 | 3.68 | -17.31 | -5.56 | -1.18 |
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