| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.64 | -2.26 | HOLD |
| BKR | Construction Services | LONG | 21.40 | -0.47 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.99 | -0.80 | HOLD |
| CRTX | Biotechnology and Drugs | LONG | 6.19 | -5.21 | HOLD |
| EXAR | Semiconductors | LONG | 6.21 | 0.81 | HOLD |
| HA | Airline | LONG | 5.38 | -0.74 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.00 | -3.66 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.52 | -1.01 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.71 | -1.50 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 12.81 | -1.69 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.05 | -3.36 | HOLD |
| MOV | Jewelry and Silverware | LONG | 17.13 | -1.04 | HOLD |
| MSB | Misc. Financial Services | LONG | 28.81 | 3.75 | HOLD |
| PERY | Apparel/Accessories | LONG | 25.22 | -0.63 | HOLD |
| SFE | Business Services | LONG | 17.40 | -3.28 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.22 | 0.63 | HOLD |
| SPA | Semiconductors | LONG | 8.60 | -3.26 | HOLD |
| SPY | Misc. Financial Services | SHORT | 128.60 | 0.92 | HOLD |
| STRT | Auto and Truck Parts | LONG | 23.06 | -4.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.86 | 3.00 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.96 | 1.01 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.19 | ||||
| SHORTS | 0.92 | ||||
| TOTAL | -2.10 | ||||
| S&P 500 | 0.92 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.28 | 3.17 | -17.53 | -2.99 | -0.54 |
| S&P 500 | -1.45 | 4.88 | -18.61 | -0.45 | -0.12 |
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