| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.51 | -0.12 | HOLD |
| BKR | Construction Services | LONG | 19.70 | -3.38 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.50 | -1.69 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.26 | -11.21 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.37 | -2.02 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.32 | 4.13 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 23.28 | 12.90 | BUY |
| JST | Electronic Instr. and Controls | LONG | 7.49 | 8.08 | HOLD |
| KELYA | Business Services | LONG | 12.57 | 0.32 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.44 | -5.61 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.57 | 1.08 | HOLD |
| MLR | Auto and Truck Manufacturers | LONG | 17.81 | -1.60 | SELL |
| MOV | Jewelry and Silverware | LONG | 13.44 | 1.66 | HOLD |
| MSB | Misc. Financial Services | LONG | 21.29 | 5.14 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.07 | 3.83 | HOLD |
| RCKY | Footwear | LONG | 9.49 | 1.71 | HOLD |
| SFE | Business Services | LONG | 15.01 | -1.90 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.33 | -3.76 | HOLD |
| SPY | Misc. Financial Services | SHORT | 114.42 | 1.85 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.20 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.62 | 1.21 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.41 | 0.48 | HOLD |
| XRTX | Computer Storage Devices | LONG | 10.93 | 3.31 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.02 | ||||
| SHORTS | 1.85 | ||||
| TOTAL | -1.87 | ||||
| S&P 500 | 1.85 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.01 | 3.32 | -17.53 | -4.98 | -0.94 |
| S&P 500 | -12.32 | 3.62 | -18.61 | -5.56 | -1.08 |
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