| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 18.50 | -1.86 | BUY |
| BKR | Construction Services | LONG | 19.13 | -2.40 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.87 | -3.97 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.40 | -5.60 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.49 | -1.54 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.05 | 0.56 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 7.90 | -2.95 | HOLD |
| KELYA | Business Services | LONG | 11.40 | -3.80 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.64 | -0.62 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.43 | 4.05 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 17.35 | -3.66 | HOLD |
| MOV | Jewelry and Silverware | LONG | 12.18 | -8.56 | HOLD |
| PERY | Apparel/Accessories | LONG | 18.80 | -2.79 | HOLD |
| RCKY | Footwear | LONG | 9.92 | -0.70 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.61 | -3.48 | HOLD |
| RSYS | Computer Hardware | LONG | 6.12 | 2.17 | SELL |
| SFE | Business Services | LONG | 15.00 | -0.20 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.27 | 3.48 | HOLD |
| SPY | Misc. Financial Services | SHORT | 113.15 | -2.50 | COVER |
| STRT | Auto and Truck Parts | LONG | 24.09 | 13.10 | HOLD |
| TSEM | Semiconductors | LONG | 0.66 | -0.72 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.17 | -5.00 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.13 | ||||
| SHORTS | -2.50 | ||||
| TOTAL | 1.37 | ||||
| S&P 500 | -2.50 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.38 | 3.35 | -17.41 | -5.20 | -1.00 |
| S&P 500 | -13.29 | 3.59 | -17.31 | -6.14 | -1.27 |
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