| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 15.53 | -3.00 | HOLD |
| COHU | Semiconductors | LONG | 10.80 | -2.61 | HOLD |
| DLA | Apparel/Accessories | LONG | 16.65 | -7.55 | HOLD |
| DTLK | Computer Services | LONG | 8.85 | -6.65 | BUY |
| EXAR | Semiconductors | LONG | 5.82 | -4.75 | HOLD |
| HA | Airline | LONG | 5.38 | 0.56 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.21 | -5.05 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 24.49 | -6.24 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.16 | -8.75 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.03 | -0.25 | HOLD |
| MOV | Jewelry and Silverware | LONG | 16.03 | -4.18 | HOLD |
| MSB | Misc. Financial Services | LONG | 26.50 | -3.57 | SELL |
| PACR | Misc. Transportation | LONG | 4.59 | -2.55 | HOLD |
| PERY | Apparel/Accessories | LONG | 23.80 | -5.18 | HOLD |
| RSYS | Computer Hardware | LONG | 5.43 | -7.34 | HOLD |
| SFE | Business Services | LONG | 15.83 | -6.39 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.18 | -1.85 | HOLD |
| SPA | Semiconductors | LONG | 8.50 | -0.47 | HOLD |
| SPY | Misc. Financial Services | SHORT | 122.00 | -2.79 | HOLD |
| STRT | Auto and Truck Parts | LONG | 22.76 | -0.61 | HOLD |
| TSEM | Semiconductors | LONG | 0.73 | -8.25 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.62 | -0.15 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -3.91 | ||||
| SHORTS | -2.79 | ||||
| TOTAL | -1.12 | ||||
| S&P 500 | -2.79 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.28 | 3.12 | -17.53 | -3.47 | -0.62 |
| S&P 500 | -6.50 | 4.06 | -18.61 | -2.39 | -0.52 |
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