| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.93 | 1.14 | HOLD |
| BKR | Construction Services | LONG | 20.03 | 3.03 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.62 | 5.00 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.09 | -4.09 | HOLD |
| EXAR | Semiconductors | LONG | 5.99 | 3.45 | HOLD |
| HA | Airline | LONG | 5.31 | 0.57 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.49 | 3.45 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 24.45 | 2.05 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.71 | 2.11 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.27 | 4.55 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.09 | 1.13 | HOLD |
| MOV | Jewelry and Silverware | LONG | 16.27 | 6.48 | HOLD |
| MSB | Misc. Financial Services | LONG | 26.55 | -2.93 | HOLD |
| PERY | Apparel/Accessories | LONG | 23.10 | 1.01 | HOLD |
| SFE | Business Services | LONG | 17.53 | 9.09 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.11 | 2.64 | HOLD |
| SPA | Semiconductors | LONG | 8.61 | 1.29 | HOLD |
| SPY | Misc. Financial Services | SHORT | 124.30 | 1.02 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.98 | 0.67 | HOLD |
| TSEM | Semiconductors | LONG | 0.78 | -1.27 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 9.03 | 0.78 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.25 | 1.53 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.98 | ||||
| SHORTS | 1.02 | ||||
| TOTAL | 0.97 | ||||
| S&P 500 | 1.02 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.85 | 3.21 | -17.53 | -2.79 | -0.51 |
| S&P 500 | -4.74 | 4.30 | -18.61 | -1.69 | -0.39 |
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