| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.51 | 1.92 | HOLD |
| BKR | Construction Services | LONG | 19.30 | 1.42 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.18 | 5.29 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 7.00 | 0.00 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.74 | 4.87 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.54 | 2.93 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.18 | 9.95 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.37 | 2.20 | HOLD |
| KELYA | Business Services | LONG | 15.27 | 6.56 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.94 | 3.89 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.75 | 0.39 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.89 | 2.12 | HOLD |
| MSB | Misc. Financial Services | LONG | 23.79 | 0.89 | HOLD |
| PERY | Apparel/Accessories | LONG | 22.24 | 2.07 | HOLD |
| RCKY | Footwear | LONG | 11.71 | 4.09 | HOLD |
| SFE | Business Services | LONG | 16.10 | 0.94 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.49 | 4.80 | HOLD |
| SPY | Misc. Financial Services | SHORT | 122.57 | 1.71 | SHORT |
| STRT | Auto and Truck Parts | LONG | 23.94 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | 1.90 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.99 | 7.41 | HOLD |
| XRTX | Computer Storage Devices | LONG | 12.49 | 3.22 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 3.18 | ||||
| SHORTS | 1.71 | ||||
| TOTAL | 1.47 | ||||
| S&P 500 | 1.71 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.58 | 3.20 | -17.53 | -3.29 | -0.60 |
| S&P 500 | -6.07 | 4.15 | -18.61 | -2.34 | -0.52 |
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