| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| AM | Printing and Publishing | LONG | 15.42 | -0.71 | SELL |
| COHU | Semiconductors | LONG | 11.01 | 1.94 | HOLD |
| DLA | Apparel/Accessories | LONG | 16.92 | 1.62 | HOLD |
| DTLK | Computer Services | LONG | 9.35 | 5.65 | HOLD |
| EXAR | Semiconductors | LONG | 5.91 | 1.55 | HOLD |
| HA | Airline | LONG | 5.64 | 4.83 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.42 | 2.28 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 26.25 | 7.19 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 11.66 | 4.48 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.52 | 6.10 | HOLD |
| MOV | Jewelry and Silverware | LONG | 16.95 | 5.74 | HOLD |
| PACR | Misc. Transportation | LONG | 4.57 | -0.44 | HOLD |
| PERY | Apparel/Accessories | LONG | 24.21 | 1.72 | HOLD |
| RSYS | Computer Hardware | LONG | 5.28 | -2.76 | HOLD |
| RTEC | Semiconductors | LONG | 8.20 | -2.15 | BUY |
| SFE | Business Services | LONG | 16.74 | 5.75 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.15 | -0.94 | HOLD |
| SPA | Semiconductors | LONG | 8.42 | -0.94 | HOLD |
| SPY | SHORT | 123.99 | 1.63 | HOLD | |
| STRT | Auto and Truck Parts | LONG | 22.22 | -2.37 | SELL |
| TSEM | Semiconductors | LONG | 0.76 | 4.81 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.07 | 3.30 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.44 | ||||
| SHORTS | 1.63 | ||||
| TOTAL | 0.81 | ||||
| S&P 500 | 1.63 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.53 | 3.14 | -17.53 | -3.08 | -0.55 |
| S&P 500 | -4.98 | 4.26 | -18.61 | -1.74 | -0.40 |
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