| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.97 | 1.43 | HOLD |
| BKR | Construction Services | LONG | 19.05 | 0.21 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.38 | -2.01 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.70 | 1.52 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.65 | 2.65 | HOLD |
| EXAR | Semiconductors | LONG | 5.80 | -3.49 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.11 | -3.35 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 22.65 | -0.70 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.31 | -0.84 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.67 | 0.28 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.03 | 1.39 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.00 | -2.09 | HOLD |
| MSB | Misc. Financial Services | LONG | 27.40 | 0.33 | HOLD |
| PERY | Apparel/Accessories | LONG | 21.50 | -0.51 | HOLD |
| RCKY | Footwear | LONG | 11.40 | -2.31 | HOLD |
| SFE | Business Services | LONG | 16.09 | -0.68 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.11 | -0.96 | HOLD |
| SPY | Misc. Financial Services | SHORT | 121.66 | 0.44 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.72 | -0.13 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | -0.37 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.78 | -0.34 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.19 | 3.37 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.31 | ||||
| SHORTS | 0.44 | ||||
| TOTAL | -0.75 | ||||
| S&P 500 | 0.44 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.71 | 3.17 | -17.53 | -3.79 | -0.68 |
| S&P 500 | -6.77 | 4.02 | -18.61 | -2.62 | -0.57 |
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