| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 19.30 | -3.21 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.00 | -6.76 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.59 | -6.52 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.41 | -3.92 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.00 | -0.22 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.07 | -1.94 | HOLD |
| KELYA | Business Services | LONG | 11.23 | -5.87 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.23 | -5.24 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.07 | -5.30 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 17.40 | -3.55 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.86 | -6.48 | HOLD |
| PERY | Apparel/Accessories | LONG | 18.68 | -4.98 | HOLD |
| RCKY | Footwear | LONG | 10.33 | -3.46 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.59 | -3.41 | HOLD |
| RSYS | Computer Hardware | LONG | 6.02 | -3.83 | HOLD |
| SFE | Business Services | LONG | 14.55 | -0.68 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.93 | 5.02 | HOLD |
| SPY | Misc. Financial Services | SHORT | 115.14 | -2.04 | HOLD |
| STRT | Auto and Truck Parts | LONG | 21.30 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.66 | -4.35 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.15 | -7.60 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -3.62 | ||||
| SHORTS | -2.04 | ||||
| TOTAL | -1.58 | ||||
| S&P 500 | -2.04 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -12.75 | 3.76 | -17.41 | -5.71 | -1.23 |
| S&P 500 | -11.76 | 3.58 | -17.31 | -5.55 | -1.15 |
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