| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.68 | -6.45 | HOLD |
| BKR | Construction Services | LONG | 20.39 | 15.52 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.56 | 8.87 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.05 | 21.76 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.46 | 4.69 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 8.95 | 1.13 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 6.93 | -6.98 | HOLD |
| KELYA | Business Services | LONG | 12.53 | 14.95 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.06 | 27.57 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.50 | 0.46 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 18.10 | 9.23 | HOLD |
| MOV | Jewelry and Silverware | LONG | 13.22 | 12.61 | HOLD |
| MSB | Misc. Financial Services | LONG | 20.25 | 2.84 | BUY |
| PERY | Apparel/Accessories | LONG | 19.33 | 11.54 | HOLD |
| RCKY | Footwear | LONG | 9.33 | -1.37 | HOLD |
| RELL | Electronic Instr. and Controls | LONG | 13.76 | 2.61 | SELL |
| SFE | Business Services | LONG | 15.30 | 7.67 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.46 | 18.49 | HOLD |
| SPY | Misc. Financial Services | SHORT | 112.34 | 2.19 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.20 | 0.46 | HOLD |
| TSEM | Semiconductors | LONG | 0.61 | -1.19 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.37 | 8.28 | HOLD |
| XRTX | Computer Storage Devices | LONG | 10.58 | 12.31 | BUY |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 7.49 | ||||
| SHORTS | 2.19 | ||||
| TOTAL | 5.30 | ||||
| S&P 500 | 2.19 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.27 | 3.15 | -17.53 | -4.38 | -0.79 |
| S&P 500 | -13.91 | 3.63 | -18.61 | -6.27 | -1.22 |
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