| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| COHU | Semiconductors | LONG | 11.37 | 3.27 | HOLD |
| DLA | Apparel/Accessories | LONG | 17.49 | 3.37 | HOLD |
| DTLK | Computer Services | LONG | 9.25 | -1.07 | HOLD |
| EXAR | Semiconductors | LONG | 5.99 | 1.35 | HOLD |
| HA | Airline | LONG | 5.70 | 1.06 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.64 | 2.34 | HOLD |
| HURC | Scientific and Technical Instr. | LONG | 27.85 | 6.10 | SELL |
| LCRY | Electronic Instr. and Controls | LONG | 10.75 | 1.90 | BUY |
| LCUT | Personal and Household Prods. | LONG | 12.10 | 3.77 | HOLD |
| MASC | Misc. Fabricated Products | LONG | 8.39 | -1.53 | HOLD |
| MOV | Jewelry and Silverware | LONG | 17.64 | 4.07 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 7.22 | -0.28 | BUY |
| PACR | Misc. Transportation | LONG | 4.83 | 5.69 | HOLD |
| PERY | Apparel/Accessories | LONG | 24.64 | 1.78 | SELL |
| RSYS | Computer Hardware | LONG | 5.59 | 5.87 | HOLD |
| RTEC | Semiconductors | LONG | 8.51 | 3.78 | HOLD |
| SFE | Business Services | LONG | 17.08 | 2.03 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.24 | 2.86 | HOLD |
| SPA | Semiconductors | LONG | 8.63 | 2.49 | HOLD |
| SPY | SHORT | 126.25 | 1.82 | HOLD | |
| TSEM | Semiconductors | LONG | 0.79 | 3.45 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.47 | 2.84 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.82 | ||||
| SHORTS | 1.82 | ||||
| TOTAL | 0.99 | ||||
| S&P 500 | 1.82 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.64 | 3.19 | -17.53 | -2.61 | -0.48 |
| S&P 500 | -3.25 | 4.52 | -18.61 | -1.07 | -0.26 |
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