| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.30 | 5.04 | HOLD |
| BKR | Construction Services | LONG | 19.43 | 3.19 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.69 | 6.96 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.58 | 3.62 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.49 | 5.40 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.29 | 2.59 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 23.98 | 10.15 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 7.99 | 1.27 | HOLD |
| KELYA | Business Services | LONG | 13.78 | 7.24 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.45 | 1.07 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.03 | 3.38 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.13 | 6.77 | HOLD |
| MSB | Misc. Financial Services | LONG | 22.55 | 7.36 | HOLD |
| PERY | Apparel/Accessories | LONG | 21.42 | 2.68 | HOLD |
| RCKY | Footwear | LONG | 10.29 | 2.39 | HOLD |
| SFE | Business Services | LONG | 15.53 | 6.52 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.21 | 3.55 | HOLD |
| SPY | Misc. Financial Services | SHORT | 119.58 | 3.34 | COVER |
| STRT | Auto and Truck Parts | LONG | 23.30 | -0.60 | HOLD |
| TSEM | Semiconductors | LONG | 0.67 | 5.87 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.40 | 2.31 | HOLD |
| XRTX | Computer Storage Devices | LONG | 11.54 | 3.87 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 4.32 | ||||
| SHORTS | 3.34 | ||||
| TOTAL | 0.97 | ||||
| S&P 500 | 3.34 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.30 | 3.35 | -17.53 | -4.97 | -0.95 |
| S&P 500 | -8.36 | 3.88 | -18.61 | -3.51 | -0.73 |
No comments:
Post a Comment