| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 20.04 | -2.72 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.35 | -4.63 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.81 | -3.13 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.73 | -2.27 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.50 | -0.21 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.05 | -2.90 | HOLD |
| KELYA | Business Services | LONG | 12.78 | -2.81 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.17 | -4.42 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.76 | -2.73 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.48 | -2.17 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.97 | -5.42 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.00 | -2.91 | HOLD |
| RCKY | Footwear | LONG | 11.10 | -1.94 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.85 | -2.12 | HOLD |
| RSYS | Computer Hardware | LONG | 6.49 | -2.26 | HOLD |
| SFE | Business Services | LONG | 14.78 | -1.34 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 4.86 | -4.71 | HOLD |
| SPY | Misc. Financial Services | SHORT | 120.17 | -0.12 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.01 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | 2.82 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.37 | -2.60 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.42 | ||||
| SHORTS | -0.12 | ||||
| TOTAL | -2.31 | ||||
| S&P 500 | -0.12 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.45 | 2.91 | -13.34 | -5.18 | -1.13 |
| S&P 500 | -7.91 | 3.66 | -17.31 | -3.87 | -0.82 |
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