| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 19.94 | 4.62 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.29 | 1.18 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.05 | 5.54 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.59 | 2.00 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.02 | -0.99 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.23 | 5.65 | HOLD |
| KELYA | Business Services | LONG | 11.93 | 1.71 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.74 | 0.62 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.41 | 0.47 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.04 | 0.67 | HOLD |
| MOV | Jewelry and Silverware | LONG | 14.82 | 4.81 | HOLD |
| PERY | Apparel/Accessories | LONG | 19.66 | 0.36 | HOLD |
| RCKY | Footwear | LONG | 10.70 | 2.29 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 14.07 | 2.70 | HOLD |
| RSYS | Computer Hardware | LONG | 6.26 | 0.00 | HOLD |
| SFE | Business Services | LONG | 14.65 | 6.08 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.79 | -2.45 | HOLD |
| SPY | Misc. Financial Services | SHORT | 117.54 | 1.12 | HOLD |
| STRT | Auto and Truck Parts | LONG | 21.30 | -12.70 | HOLD |
| TSEM | Semiconductors | LONG | 0.69 | 2.99 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.82 | -0.90 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.23 | ||||
| SHORTS | 1.12 | ||||
| TOTAL | 0.11 | ||||
| S&P 500 | 1.12 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -11.36 | 3.49 | -16.18 | -5.56 | -1.20 |
| S&P 500 | -9.92 | 3.62 | -17.31 | -4.70 | -0.98 |
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