| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.73 | -2.56 | HOLD |
| BKR | Construction Services | LONG | 19.01 | -0.21 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.47 | -2.61 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.60 | -2.37 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.53 | -4.03 | HOLD |
| EXAR | Semiconductors | LONG | 6.01 | -3.99 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.46 | 0.48 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 22.81 | -4.44 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.38 | 0.60 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.64 | -1.75 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.92 | 1.54 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.32 | -4.25 | HOLD |
| MSB | Misc. Financial Services | LONG | 27.31 | 7.86 | HOLD |
| PERY | Apparel/Accessories | LONG | 21.61 | 0.28 | HOLD |
| RCKY | Footwear | LONG | 11.67 | 1.39 | HOLD |
| SFE | Business Services | LONG | 16.20 | -1.82 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.14 | -2.48 | HOLD |
| SPY | Misc. Financial Services | SHORT | 121.13 | -1.18 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.75 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | -1.05 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.81 | -1.01 | HOLD |
| XRTX | Computer Storage Devices | LONG | 12.76 | 0.79 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.94 | ||||
| SHORTS | -1.18 | ||||
| TOTAL | 0.25 | ||||
| S&P 500 | -1.18 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.01 | 3.18 | -17.53 | -3.46 | -0.63 |
| S&P 500 | -7.17 | 3.98 | -18.61 | -2.83 | -0.60 |
No comments:
Post a Comment