| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 21.04 | -0.28 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.55 | 2.97 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.46 | -0.27 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 5.03 | 1.00 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.61 | 0.10 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.43 | 0.64 | HOLD |
| KELYA | Business Services | LONG | 13.90 | -0.79 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.07 | -2.04 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.95 | 0.00 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 19.00 | -2.46 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.43 | 2.94 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.83 | 1.96 | HOLD |
| RCKY | Footwear | LONG | 11.45 | 3.25 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 14.50 | 1.12 | HOLD |
| RSYS | Computer Hardware | LONG | 6.68 | 3.89 | HOLD |
| SFE | Business Services | LONG | 15.22 | 0.86 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 5.12 | 4.07 | HOLD |
| SPY | Misc. Financial Services | SHORT | 121.52 | 0.60 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.60 | -8.76 | HOLD |
| TSEM | Semiconductors | LONG | 0.70 | -2.23 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 10.06 | -0.69 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.26 | ||||
| SHORTS | 0.60 | ||||
| TOTAL | -0.33 | ||||
| S&P 500 | 0.60 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.75 | 2.28 | -10.74 | -3.83 | -0.81 |
| S&P 500 | -7.36 | 3.71 | -17.31 | -3.61 | -0.77 |
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