| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.02 | 0.29 | HOLD |
| BKR | Construction Services | LONG | 19.40 | 1.84 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.55 | 3.88 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.72 | 0.30 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.65 | 0.00 | HOLD |
| EXAR | Semiconductors | LONG | 5.96 | 2.76 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.38 | 2.67 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 23.50 | 3.75 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.40 | 1.08 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.04 | 3.47 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 7.97 | -0.75 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.20 | 1.33 | HOLD |
| MSB | Misc. Financial Services | LONG | 27.55 | 0.55 | HOLD |
| PERY | Apparel/Accessories | LONG | 22.10 | 2.79 | HOLD |
| RCKY | Footwear | LONG | 11.70 | 2.63 | SELL |
| SFE | Business Services | LONG | 16.39 | 1.86 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.05 | -1.93 | HOLD |
| SPA | Semiconductors | LONG | 8.18 | 1.91 | BUY |
| SPY | Misc. Financial Services | SHORT | 123.97 | 1.90 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.18 | 2.02 | HOLD |
| TSEM | Semiconductors | LONG | 0.71 | 4.80 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.89 | 1.25 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.16 | -0.23 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.64 | ||||
| SHORTS | 1.90 | ||||
| TOTAL | -0.26 | ||||
| S&P 500 | 1.90 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.95 | 3.16 | -17.53 | -3.88 | -0.70 |
| S&P 500 | -5.00 | 4.28 | -18.61 | -1.82 | -0.42 |
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