| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 19.06 | -2.76 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.24 | -0.47 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.68 | 1.83 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.50 | -0.66 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.11 | -0.11 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 7.79 | -2.87 | HOLD |
| KELYA | Business Services | LONG | 11.73 | 3.26 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.68 | 2.76 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.38 | -2.30 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 17.92 | 2.99 | HOLD |
| MOV | Jewelry and Silverware | LONG | 14.14 | 3.06 | HOLD |
| PERY | Apparel/Accessories | LONG | 19.59 | 4.09 | HOLD |
| RCKY | Footwear | LONG | 10.46 | -2.88 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.70 | 0.07 | HOLD |
| RSYS | Computer Hardware | LONG | 6.26 | 0.16 | HOLD |
| SFE | Business Services | LONG | 13.81 | 2.45 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.86 | -2.72 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.24 | 2.38 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.40 | 2.65 | HOLD |
| TSEM | Semiconductors | LONG | 0.67 | 3.08 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.90 | 4.58 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.81 | ||||
| SHORTS | 2.38 | ||||
| TOTAL | -1.57 | ||||
| S&P 500 | 2.38 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -11.47 | 3.51 | -16.19 | -5.61 | -1.21 |
| S&P 500 | -10.92 | 3.60 | -17.31 | -5.22 | -1.08 |
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