| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.74 | -3.63 | HOLD |
| BKR | Construction Services | LONG | 19.44 | -1.82 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.40 | -6.38 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.35 | -5.08 | HOLD |
| EXAR | Semiconductors | LONG | 5.79 | -4.77 | HOLD |
| HA | Airline | LONG | 5.28 | 0.00 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.14 | -2.97 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 23.96 | -1.84 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.53 | -2.40 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 10.78 | -5.44 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.00 | -0.12 | HOLD |
| MOV | Jewelry and Silverware | LONG | 15.28 | -6.37 | HOLD |
| MSB | Misc. Financial Services | LONG | 28.47 | -0.21 | HOLD |
| PERY | Apparel/Accessories | LONG | 22.87 | 1.02 | HOLD |
| SFE | Business Services | LONG | 16.07 | -5.75 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.03 | -6.48 | HOLD |
| SPA | Semiconductors | LONG | 8.50 | 0.83 | HOLD |
| SPY | Misc. Financial Services | SHORT | 123.05 | -1.95 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.82 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.79 | 2.07 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.96 | -3.45 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.05 | -1.36 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.58 | ||||
| SHORTS | -1.95 | ||||
| TOTAL | -0.63 | ||||
| S&P 500 | -1.95 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.58 | 3.17 | -17.53 | -3.18 | -0.58 |
| S&P 500 | -5.70 | 4.16 | -18.61 | -2.11 | -0.47 |
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