| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.79 | -0.83 | HOLD |
| BKR | Construction Services | LONG | 21.50 | 7.34 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.06 | 9.52 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.53 | 7.22 | HOLD |
| EXAR | Semiconductors | LONG | 6.16 | 2.84 | HOLD |
| HA | Airline | LONG | 5.42 | 2.07 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.38 | -1.05 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.79 | 9.57 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.84 | 1.49 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 13.03 | 15.62 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.33 | 2.97 | HOLD |
| MOV | Jewelry and Silverware | LONG | 17.31 | 6.39 | HOLD |
| MSB | Misc. Financial Services | LONG | 27.77 | 4.60 | HOLD |
| PERY | Apparel/Accessories | LONG | 25.38 | 9.87 | HOLD |
| SFE | Business Services | LONG | 18.00 | 2.68 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.20 | 2.89 | HOLD |
| SPA | Semiconductors | LONG | 8.89 | 3.25 | HOLD |
| SPY | Misc. Financial Services | SHORT | 128.63 | 3.48 | HOLD |
| STRT | Auto and Truck Parts | LONG | 24.02 | 0.17 | HOLD |
| TSEM | Semiconductors | LONG | 0.83 | 6.44 | HOLD |
| UFI | Textiles - Non Apparel | LONG | 8.15 | -9.75 | SELL |
| XRTX | Computer Storage Devices | LONG | 13.82 | 4.30 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 4.17 | ||||
| SHORTS | 3.48 | ||||
| TOTAL | 0.69 | ||||
| S&P 500 | 3.48 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.20 | 3.24 | -17.53 | -2.44 | -0.45 |
| S&P 500 | -1.43 | 4.89 | -18.61 | -0.45 | -0.12 |
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