| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BKR | Construction Services | LONG | 19.60 | 1.55 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.03 | 0.75 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.78 | 2.88 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.56 | 3.40 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.00 | 0.00 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.14 | 0.87 | HOLD |
| KELYA | Business Services | LONG | 11.85 | 5.52 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.70 | 5.09 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.18 | 1.81 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.01 | 3.51 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.32 | -3.90 | HOLD |
| PERY | Apparel/Accessories | LONG | 19.34 | 3.53 | HOLD |
| RCKY | Footwear | LONG | 9.99 | -3.29 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 14.10 | 3.75 | HOLD |
| RSYS | Computer Hardware | LONG | 5.99 | -0.50 | HOLD |
| SFE | Business Services | LONG | 15.03 | 3.30 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.16 | 7.85 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.05 | 0.79 | HOLD |
| STRT | Auto and Truck Parts | LONG | 21.30 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.66 | 0.73 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.60 | 5.52 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.12 | ||||
| SHORTS | 0.79 | ||||
| TOTAL | 1.33 | ||||
| S&P 500 | 0.79 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -11.59 | 3.55 | -17.41 | -5.50 | -1.12 |
| S&P 500 | -11.07 | 3.59 | -17.31 | -5.20 | -1.08 |
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