| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 20.62 | -0.53 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.22 | 2.55 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.70 | 2.94 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.01 | 2.45 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.44 | 0.75 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.05 | -3.72 | HOLD |
| KELYA | Business Services | LONG | 13.77 | 3.53 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.98 | 8.28 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.79 | 0.59 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 19.06 | 1.71 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.07 | 2.10 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.21 | -0.54 | HOLD |
| RCKY | Footwear | LONG | 11.11 | 1.55 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.97 | 0.43 | HOLD |
| RSYS | Computer Hardware | LONG | 6.46 | 4.87 | HOLD |
| SFE | Business Services | LONG | 14.87 | 2.34 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 4.96 | 0.00 | HOLD |
| SPY | Misc. Financial Services | SHORT | 119.37 | 1.38 | COVER |
| STRT | Auto and Truck Parts | LONG | 25.02 | 0.20 | HOLD |
| SUP | Auto and Truck Parts | LONG | 16.45 | 3.46 | HOLD |
| TSEM | Semiconductors | LONG | 0.67 | 2.14 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.95 | 2.05 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.77 | ||||
| SHORTS | 1.38 | ||||
| TOTAL | 0.39 | ||||
| S&P 500 | 1.38 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.59 | 2.27 | -10.74 | -3.78 | -0.80 |
| S&P 500 | -9.00 | 3.65 | -17.31 | -4.52 | -0.95 |
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