| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 20.43 | -3.77 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.01 | -1.38 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.64 | 0.61 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.94 | 2.28 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.28 | 0.98 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.51 | -1.96 | HOLD |
| KELYA | Business Services | LONG | 12.98 | -1.37 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.67 | 1.15 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.78 | 2.11 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.07 | -0.71 | HOLD |
| MOV | Jewelry and Silverware | LONG | 14.14 | 1.36 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.38 | 0.15 | HOLD |
| RCKY | Footwear | LONG | 10.80 | -2.00 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.83 | 0.36 | HOLD |
| RSYS | Computer Hardware | LONG | 6.27 | 0.48 | HOLD |
| SFE | Business Services | LONG | 14.32 | -2.12 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 4.97 | 2.05 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.67 | 0.65 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.68 | 7.63 | HOLD |
| SUP | Auto and Truck Parts | LONG | 15.69 | -0.76 | HOLD |
| TSEM | Semiconductors | LONG | 0.65 | -8.45 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.56 | -1.54 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.23 | ||||
| SHORTS | 0.65 | ||||
| TOTAL | -0.88 | ||||
| S&P 500 | 0.65 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.68 | 2.46 | -10.72 | -4.36 | -1.00 |
| S&P 500 | -11.05 | 3.66 | -17.31 | -5.55 | -1.17 |
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