| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 6.80 | -0.73 | BUY |
| BGFV | Retail (Specialty) | LONG | 8.97 | 0.00 | HOLD |
| COHU | Semiconductors | LONG | 11.05 | -1.34 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.62 | -0.88 | BUY |
| CSS | Printing and Publishing | LONG | 19.27 | -1.93 | BUY |
| DLA | Apparel/Accessories | LONG | 17.14 | 1.18 | HOLD |
| DTLK | Computer Services | LONG | 9.28 | -5.98 | HOLD |
| HA | Airline | LONG | 5.60 | 0.00 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.18 | -0.20 | HOLD |
| LCRY | Electronic Instr. and Controls | LONG | 10.26 | 0.49 | HOLD |
| LCUT | Personal and Household Prods. | LONG | 12.08 | -0.08 | SELL |
| MOV | Jewelry and Silverware | LONG | 16.54 | -1.72 | SELL |
| NBIX | Biotechnology and Drugs | LONG | 7.31 | 2.24 | HOLD |
| PACR | Misc. Transportation | LONG | 4.83 | -1.43 | HOLD |
| RSYS | Computer Hardware | LONG | 5.60 | -1.75 | HOLD |
| RTEC | Semiconductors | LONG | 8.67 | 0.00 | HOLD |
| SENEA | Food Processing | LONG | 21.22 | -1.16 | BUY |
| SFE | Business Services | LONG | 16.42 | -0.91 | SELL |
| SIGA | Biotechnology and Drugs | LONG | 3.09 | -2.52 | HOLD |
| SPA | Semiconductors | LONG | 8.58 | -0.46 | HOLD |
| SPY | SHORT | 126.26 | 0.62 | HOLD | |
| TSEM | Semiconductors | LONG | 0.80 | 2.44 | HOLD |
| VICL | Biotechnology and Drugs | LONG | 3.59 | -3.75 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.69 | -0.34 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.74 | ||||
| SHORTS | 0.62 | ||||
| TOTAL | -1.37 | ||||
| S&P 500 | 0.62 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.62 | 3.11 | -17.53 | -3.10 | -0.55 |
| S&P 500 | -3.24 | 4.50 | -18.61 | -1.06 | -0.26 |
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