| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.38 | 0.75 | HOLD |
| BKR | Construction Services | LONG | 19.16 | 0.68 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.74 | 2.47 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.98 | 5.12 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.59 | 3.15 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.30 | 0.78 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 24.96 | 0.62 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.04 | -0.62 | HOLD |
| KELYA | Business Services | LONG | 14.45 | 4.33 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.64 | 8.57 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.02 | 0.00 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.57 | 1.24 | HOLD |
| MSB | Misc. Financial Services | LONG | 23.24 | 1.71 | HOLD |
| PERY | Apparel/Accessories | LONG | 22.38 | 5.02 | HOLD |
| RCKY | Footwear | LONG | 10.84 | 0.74 | HOLD |
| SFE | Business Services | LONG | 16.01 | 1.78 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.35 | 2.45 | HOLD |
| SPY | Misc. Financial Services | SHORT | 120.75 | 0.88 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.00 | 0.42 | HOLD |
| TSEM | Semiconductors | LONG | 0.67 | 4.04 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.45 | 0.48 | HOLD |
| XRTX | Computer Storage Devices | LONG | 11.93 | 3.56 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.25 | ||||
| SHORTS | 0.88 | ||||
| TOTAL | 1.37 | ||||
| S&P 500 | 0.88 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.56 | 3.23 | -17.53 | -4.26 | -0.79 |
| S&P 500 | -7.46 | 3.97 | -18.61 | -3.03 | -0.65 |
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