| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.18 | -1.15 | HOLD |
| BKR | Construction Services | LONG | 19.03 | -0.68 | HOLD |
| CPE | Oil and Gas Operations | LONG | 3.97 | 6.15 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.00 | 0.29 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.52 | -1.53 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.24 | -0.58 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 23.81 | -4.61 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.19 | 1.87 | HOLD |
| KELYA | Business Services | LONG | 14.33 | -0.83 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.53 | -1.03 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.72 | 9.97 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.56 | -0.06 | HOLD |
| MSB | Misc. Financial Services | LONG | 23.58 | 1.46 | HOLD |
| PERY | Apparel/Accessories | LONG | 21.79 | -2.64 | HOLD |
| RCKY | Footwear | LONG | 11.25 | 3.78 | HOLD |
| SFE | Business Services | LONG | 15.95 | -0.37 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.33 | -0.60 | HOLD |
| SPY | Misc. Financial Services | SHORT | 120.51 | -0.20 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.94 | -0.25 | HOLD |
| TSEM | Semiconductors | LONG | 0.67 | 0.31 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.37 | -0.95 | HOLD |
| XRTX | Computer Storage Devices | LONG | 12.10 | 1.42 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.48 | ||||
| SHORTS | -0.20 | ||||
| TOTAL | 0.67 | ||||
| S&P 500 | -0.20 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.94 | 3.21 | -17.53 | -3.97 | -0.73 |
| S&P 500 | -7.65 | 3.94 | -18.61 | -3.11 | -0.66 |
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