| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ACAT | Auto and Truck Manufacturers | LONG | 15.60 | 3.72 | SELL |
| BGFV | Retail (Specialty) | LONG | 7.09 | 4.88 | HOLD |
| BKR | Construction Services | LONG | 22.35 | 3.95 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.53 | 4.34 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.25 | 1.83 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.97 | 5.52 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.58 | -0.10 | HOLD |
| KELYA | Business Services | LONG | 14.42 | 6.89 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.43 | 3.57 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.92 | 3.44 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 19.30 | 1.85 | HOLD |
| MOV | Jewelry and Silverware | LONG | 14.51 | 7.32 | HOLD |
| PERY | Apparel/Accessories | LONG | 21.11 | 4.71 | BUY |
| PETS | Retail (Drugs) | LONG | 10.00 | 3.41 | HOLD |
| RCKY | Footwear | LONG | 11.46 | 0.35 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 14.04 | 3.69 | HOLD |
| RSYS | Computer Hardware | LONG | 6.96 | 4.82 | HOLD |
| SFE | Business Services | LONG | 15.22 | 4.60 | HOLD |
| SPY | Misc. Financial Services | SHORT | 120.29 | 2.82 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.93 | 3.94 | HOLD |
| SUP | Auto and Truck Parts | LONG | 16.94 | 7.01 | HOLD |
| TSEM | Semiconductors | LONG | 0.75 | 2.62 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.69 | 6.58 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 4.01 | ||||
| SHORTS | 2.82 | ||||
| TOTAL | 1.19 | ||||
| S&P 500 | 2.82 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -3.31 | 2.08 | -9.57 | -3.10 | -0.67 |
| S&P 500 | -8.29 | 3.64 | -17.31 | -4.34 | -0.91 |
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