| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 17.37 | 2.06 | HOLD |
| BKR | Construction Services | LONG | 19.80 | 2.06 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.70 | 3.30 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.69 | -0.45 | HOLD |
| CRY | Medical Equipment and Supplies | LONG | 4.92 | 5.81 | SELL |
| EXAR | Semiconductors | LONG | 6.08 | 2.01 | HOLD |
| HA | Airline | LONG | 5.28 | 1.34 | BUY |
| HOFT | Furniture and Fixtures | LONG | 10.45 | 0.67 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 24.41 | 3.87 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.74 | 4.05 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.40 | 3.26 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.01 | 0.50 | HOLD |
| MOV | Jewelry and Silverware | LONG | 16.32 | 7.37 | HOLD |
| MSB | Misc. Financial Services | LONG | 28.53 | 3.56 | HOLD |
| PERY | Apparel/Accessories | LONG | 22.64 | 2.44 | HOLD |
| SFE | Business Services | LONG | 17.05 | 4.03 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.24 | 6.23 | HOLD |
| SPA | Semiconductors | LONG | 8.43 | 3.06 | HOLD |
| SPY | Misc. Financial Services | SHORT | 125.49 | 1.23 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.82 | 2.76 | HOLD |
| TSEM | Semiconductors | LONG | 0.77 | 9.01 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.28 | 4.39 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.23 | 0.53 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 3.36 | ||||
| SHORTS | 1.23 | ||||
| TOTAL | 2.13 | ||||
| S&P 500 | 1.23 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.98 | 3.21 | -17.53 | -2.88 | -0.53 |
| S&P 500 | -3.83 | 4.47 | -18.61 | -1.33 | -0.32 |
No comments:
Post a Comment