| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.25 | -0.29 | HOLD |
| BKR | Construction Services | LONG | 19.03 | -2.06 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.65 | -1.08 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.64 | 0.91 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.45 | -0.89 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.22 | -0.68 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 24.81 | 3.44 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.09 | 1.25 | HOLD |
| KELYA | Business Services | LONG | 13.85 | 0.51 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 9.80 | 3.70 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.02 | -0.14 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.38 | 1.65 | HOLD |
| MSB | Misc. Financial Services | LONG | 22.85 | 1.33 | HOLD |
| PERY | Apparel/Accessories | LONG | 21.31 | -0.51 | HOLD |
| RCKY | Footwear | LONG | 10.76 | 4.57 | HOLD |
| SFE | Business Services | LONG | 15.73 | 1.29 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.27 | 1.87 | HOLD |
| SPY | Misc. Financial Services | SHORT | 119.70 | 0.10 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.90 | 2.58 | HOLD |
| TSEM | Semiconductors | LONG | 0.64 | -3.45 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.41 | 0.12 | HOLD |
| XRTX | Computer Storage Devices | LONG | 11.52 | -0.17 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.66 | ||||
| SHORTS | 0.10 | ||||
| TOTAL | 0.56 | ||||
| S&P 500 | 0.10 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.80 | 3.31 | -17.53 | -4.78 | -0.90 |
| S&P 500 | -8.27 | 3.88 | -18.61 | -3.45 | -0.72 |
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