| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BGFV | Retail (Specialty) | LONG | 6.91 | -2.54 | HOLD |
| BKR | Construction Services | LONG | 21.76 | -2.64 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.45 | -1.45 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.88 | -5.10 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.88 | -1.81 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.68 | 1.04 | HOLD |
| KELYA | Business Services | LONG | 13.87 | -3.81 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.98 | -4.31 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.63 | -4.19 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.75 | -2.85 | HOLD |
| MOV | Jewelry and Silverware | LONG | 14.29 | -1.31 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.85 | -1.23 | HOLD |
| PETS | Retail (Drugs) | LONG | 9.88 | -1.20 | SELL |
| RCKY | Footwear | LONG | 11.46 | -0.00 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 14.00 | -0.28 | HOLD |
| RSYS | Computer Hardware | LONG | 6.63 | -4.74 | HOLD |
| SFE | Business Services | LONG | 15.06 | -1.05 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 5.13 | -4.82 | BUY |
| SPY | Misc. Financial Services | SHORT | 119.04 | -1.04 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.93 | 0.00 | HOLD |
| SUP | Auto and Truck Parts | LONG | 16.58 | -2.13 | HOLD |
| TSEM | Semiconductors | LONG | 0.72 | -3.26 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.81 | -8.23 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.43 | ||||
| SHORTS | -1.04 | ||||
| TOTAL | -1.39 | ||||
| S&P 500 | -1.04 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.66 | 2.30 | -9.78 | -3.90 | -0.92 |
| S&P 500 | -9.25 | 3.63 | -17.31 | -4.80 | -1.00 |
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