| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 19.08 | -1.19 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.39 | -12.72 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.54 | -3.11 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.47 | -2.40 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.01 | -3.84 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.30 | -7.26 | HOLD |
| KELYA | Business Services | LONG | 11.29 | -4.16 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.26 | -5.51 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.50 | -4.97 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 17.28 | -2.21 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.04 | -2.32 | HOLD |
| PERY | Apparel/Accessories | LONG | 18.90 | -5.12 | HOLD |
| RCKY | Footwear | LONG | 10.65 | -2.92 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.20 | -1.49 | HOLD |
| RSYS | Computer Hardware | LONG | 6.08 | -2.25 | HOLD |
| SFE | Business Services | LONG | 13.42 | -2.68 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.69 | -43.01 | HOLD |
| SPY | Misc. Financial Services | SHORT | 112.86 | -3.23 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.93 | -0.35 | HOLD |
| TSEM | Semiconductors | LONG | 0.65 | -1.52 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.82 | -1.56 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -5.53 | ||||
| SHORTS | -3.23 | ||||
| TOTAL | -2.30 | ||||
| S&P 500 | -3.23 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.66 | 3.35 | -15.43 | -5.55 | -1.20 |
| S&P 500 | -13.51 | 3.66 | -17.31 | -6.36 | -1.34 |
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