| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.59 | 0.48 | HOLD |
| BKR | Construction Services | LONG | 19.72 | 0.10 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.65 | 4.29 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.48 | 3.51 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.50 | 2.97 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.60 | 3.00 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 23.75 | 2.02 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 7.50 | 0.13 | HOLD |
| KELYA | Business Services | LONG | 12.80 | 1.83 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.70 | -7.09 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 6.78 | 3.20 | HOLD |
| MOV | Jewelry and Silverware | LONG | 14.58 | 8.48 | HOLD |
| MSB | Misc. Financial Services | LONG | 21.22 | -0.33 | HOLD |
| PERY | Apparel/Accessories | LONG | 20.71 | 3.19 | HOLD |
| RCKY | Footwear | LONG | 9.74 | 2.63 | HOLD |
| SFE | Business Services | LONG | 15.25 | 1.60 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.35 | 0.60 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.49 | 1.81 | COVER |
| STRT | Auto and Truck Parts | LONG | 24.20 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.64 | 3.23 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.47 | 0.71 | HOLD |
| XRTX | Computer Storage Devices | LONG | 11.14 | 1.92 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.74 | ||||
| SHORTS | 1.81 | ||||
| TOTAL | -0.07 | ||||
| S&P 500 | 1.81 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.08 | 3.32 | -17.53 | -4.97 | -0.94 |
| S&P 500 | -10.73 | 3.68 | -18.61 | -4.77 | -0.94 |
No comments:
Post a Comment