| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 19.31 | -3.64 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.03 | -5.98 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.75 | -0.88 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.58 | -3.17 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.37 | -1.37 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.95 | -1.10 | HOLD |
| KELYA | Business Services | LONG | 11.78 | -7.82 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.80 | -3.64 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.84 | 1.18 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 17.67 | -4.38 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.35 | -4.44 | HOLD |
| PERY | Apparel/Accessories | LONG | 19.92 | -0.40 | HOLD |
| RCKY | Footwear | LONG | 10.97 | -1.17 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.40 | -3.25 | HOLD |
| RSYS | Computer Hardware | LONG | 6.22 | -4.16 | HOLD |
| SFE | Business Services | LONG | 13.79 | -6.70 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 4.72 | -2.88 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.63 | -2.95 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.01 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.66 | -3.04 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.96 | -4.38 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -3.06 | ||||
| SHORTS | -2.95 | ||||
| TOTAL | -0.12 | ||||
| S&P 500 | -2.95 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.56 | 2.93 | -13.44 | -5.18 | -1.13 |
| S&P 500 | -10.62 | 3.57 | -17.31 | -5.23 | -1.08 |
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