| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 19.60 | 2.73 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.26 | -2.96 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.56 | 0.31 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.53 | 1.34 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.12 | 1.22 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.02 | -3.37 | HOLD |
| KELYA | Business Services | LONG | 11.36 | 0.62 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.42 | 1.73 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.53 | 0.46 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 17.40 | 0.69 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.72 | 5.21 | HOLD |
| PERY | Apparel/Accessories | LONG | 18.82 | -0.42 | HOLD |
| RCKY | Footwear | LONG | 10.77 | 1.13 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.69 | 3.71 | HOLD |
| RSYS | Computer Hardware | LONG | 6.25 | 2.80 | HOLD |
| SFE | Business Services | LONG | 13.48 | 0.45 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.94 | 9.29 | HOLD |
| SPY | Misc. Financial Services | SHORT | 113.54 | 0.60 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.77 | 3.66 | HOLD |
| TSEM | Semiconductors | LONG | 0.65 | 0.00 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.51 | -3.51 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.25 | ||||
| SHORTS | 0.60 | ||||
| TOTAL | 0.65 | ||||
| S&P 500 | 0.60 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.06 | 3.23 | -15.41 | -5.41 | -1.13 |
| S&P 500 | -12.99 | 3.63 | -17.31 | -6.13 | -1.29 |
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