| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BGFV | Retail (Specialty) | LONG | 6.80 | -1.59 | SELL |
| BKR | Construction Services | LONG | 21.23 | -2.35 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.08 | -6.79 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.60 | -4.07 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.83 | -1.02 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.19 | -2.03 | BUY |
| JST | Electronic Instr. and Controls | LONG | 9.70 | 0.21 | HOLD |
| KELYA | Business Services | LONG | 13.16 | -5.12 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.56 | -4.21 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.64 | 0.15 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.20 | -2.93 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.95 | -2.38 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.35 | -2.40 | HOLD |
| RCKY | Footwear | LONG | 11.02 | -3.84 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.78 | -1.57 | HOLD |
| RSYS | Computer Hardware | LONG | 6.24 | -5.88 | HOLD |
| SFE | Business Services | LONG | 14.63 | -2.86 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 4.87 | -5.07 | HOLD |
| SPY | Misc. Financial Services | SHORT | 115.92 | -2.62 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.93 | 0.00 | HOLD |
| SUP | Auto and Truck Parts | LONG | 15.81 | -4.64 | HOLD |
| TSEM | Semiconductors | LONG | 0.71 | -2.01 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.71 | -1.02 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.83 | ||||
| SHORTS | -2.62 | ||||
| TOTAL | -0.21 | ||||
| S&P 500 | -2.62 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.87 | 2.33 | -9.97 | -3.99 | -0.93 |
| S&P 500 | -11.63 | 3.68 | -17.31 | -5.82 | -1.24 |
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