| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 21.10 | 1.01 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.39 | 3.26 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.48 | -2.86 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.98 | -0.60 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.60 | 1.69 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.37 | 3.54 | HOLD |
| KELYA | Business Services | LONG | 14.01 | 1.74 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.30 | 2.91 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.95 | 2.36 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 19.48 | 2.20 | HOLD |
| MOV | Jewelry and Silverware | LONG | 14.99 | -0.53 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.43 | 1.09 | HOLD |
| RCKY | Footwear | LONG | 11.09 | -0.18 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 14.34 | 2.65 | HOLD |
| RSYS | Computer Hardware | LONG | 6.43 | -0.46 | HOLD |
| SFE | Business Services | LONG | 15.09 | 1.48 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 4.92 | -0.81 | HOLD |
| SPY | Misc. Financial Services | SHORT | 121.43 | 1.73 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.77 | -1.00 | HOLD |
| SUP | Auto and Truck Parts | LONG | 16.58 | 0.79 | SELL |
| TSEM | Semiconductors | LONG | 0.72 | 7.30 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.13 | 1.81 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.30 | ||||
| SHORTS | 1.73 | ||||
| TOTAL | -0.42 | ||||
| S&P 500 | 1.73 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.93 | 2.31 | -10.74 | -3.95 | -0.85 |
| S&P 500 | -7.43 | 3.71 | -17.31 | -3.66 | -0.79 |
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