| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 6.90 | 1.47 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.99 | 0.22 | HOLD |
| COHU | Semiconductors | LONG | 11.20 | 1.36 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.70 | 1.42 | HOLD |
| CSS | Printing and Publishing | LONG | 19.12 | -0.78 | HOLD |
| DLA | Apparel/Accessories | LONG | 17.48 | 1.98 | HOLD |
| DTLK | Computer Services | LONG | 9.30 | 0.22 | HOLD |
| HA | Airline | LONG | 5.61 | 0.18 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.07 | -0.10 | HOLD |
| LCRY | Electronic Instr. and Controls | LONG | 10.45 | 1.85 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 7.33 | 0.27 | HOLD |
| PACR | Misc. Transportation | LONG | 4.87 | 0.83 | HOLD |
| RSYS | Computer Hardware | LONG | 5.55 | -0.89 | HOLD |
| RTEC | Semiconductors | LONG | 8.75 | 0.92 | HOLD |
| SENEA | Food Processing | LONG | 22.44 | 5.75 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 3.06 | -0.97 | HOLD |
| SPA | Semiconductors | LONG | 8.56 | -0.23 | HOLD |
| SPY | SHORT | 127.88 | 1.28 | HOLD | |
| TSEM | Semiconductors | LONG | 0.79 | -1.14 | HOLD |
| VICL | Biotechnology and Drugs | LONG | 3.84 | 6.96 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.93 | 1.63 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.05 | ||||
| SHORTS | 1.28 | ||||
| TOTAL | -0.23 | ||||
| S&P 500 | 1.28 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.89 | 3.09 | -17.53 | -3.22 | -0.57 |
| S&P 500 | -2.00 | 4.70 | -18.61 | -0.62 | -0.16 |
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