| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 16.01 | -3.79 | HOLD |
| BKR | Construction Services | LONG | 20.58 | -3.83 | SELL |
| COHU | Semiconductors | LONG | 11.09 | -3.14 | BUY |
| CPE | Oil and Gas Operations | LONG | 4.71 | -5.61 | SELL |
| CRTX | Biotechnology and Drugs | LONG | 6.13 | -0.97 | SELL |
| DLA | Apparel/Accessories | LONG | 18.01 | -5.51 | BUY |
| EXAR | Semiconductors | LONG | 6.11 | -1.61 | HOLD |
| HA | Airline | LONG | 5.35 | -0.56 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.70 | -3.00 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.12 | -1.51 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.63 | -0.88 | SELL |
| LCUT | Personal and Household Prods. | LONG | 12.23 | -4.53 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.05 | 0.00 | HOLD |
| MOV | Jewelry and Silverware | LONG | 16.73 | -2.34 | HOLD |
| MSB | Misc. Financial Services | LONG | 27.48 | -4.62 | HOLD |
| PACR | Misc. Transportation | LONG | 4.71 | -1.05 | BUY |
| PERY | Apparel/Accessories | LONG | 25.10 | -0.48 | HOLD |
| RSYS | Computer Hardware | LONG | 5.86 | -6.69 | BUY |
| SFE | Business Services | LONG | 16.91 | -2.82 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.24 | 0.62 | HOLD |
| SPA | Semiconductors | LONG | 8.54 | -0.70 | HOLD |
| SPY | Misc. Financial Services | SHORT | 125.50 | -2.41 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.90 | -0.69 | HOLD |
| TSEM | Semiconductors | LONG | 0.79 | -7.58 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.64 | -2.29 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.36 | ||||
| SHORTS | -2.41 | ||||
| TOTAL | 0.05 | ||||
| S&P 500 | -2.41 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.23 | 3.16 | -17.53 | -2.95 | -0.53 |
| S&P 500 | -3.82 | 4.44 | -18.61 | -1.30 | -0.31 |
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