| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.83 | -3.62 | HOLD |
| BKR | Construction Services | LONG | 17.65 | -7.74 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.27 | -15.50 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 5.79 | -9.53 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.26 | -5.12 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 8.85 | -2.21 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 7.45 | -5.70 | HOLD |
| KELYA | Business Services | LONG | 10.90 | -4.39 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 8.67 | -10.06 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.47 | 0.62 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 16.57 | -4.50 | HOLD |
| MOV | Jewelry and Silverware | LONG | 11.74 | -3.61 | HOLD |
| PERY | Apparel/Accessories | LONG | 17.33 | -7.82 | HOLD |
| RCKY | Footwear | LONG | 9.46 | -4.64 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.41 | -1.47 | HOLD |
| SFE | Business Services | LONG | 14.21 | -5.27 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.92 | -10.70 | HOLD |
| SPY | Misc. Financial Services | SHORT | 109.93 | -2.85 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.09 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.62 | -6.06 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 7.73 | -5.39 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -5.63 | ||||
| SHORTS | -2.85 | ||||
| TOTAL | -2.79 | ||||
| S&P 500 | -2.85 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -12.88 | 3.76 | -17.53 | -5.67 | -1.21 |
| S&P 500 | -15.76 | 3.72 | -18.61 | -6.91 | -1.38 |
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