| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 6.81 | -1.30 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.53 | -5.12 | HOLD |
| COHU | Semiconductors | LONG | 10.43 | -6.87 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.28 | -7.37 | HOLD |
| CSS | Printing and Publishing | LONG | 18.35 | -4.03 | HOLD |
| DLA | Apparel/Accessories | LONG | 16.58 | -5.15 | HOLD |
| DTLK | Computer Services | LONG | 8.63 | -7.20 | HOLD |
| HA | Airline | LONG | 5.39 | -3.92 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.06 | -0.10 | HOLD |
| LCRY | Electronic Instr. and Controls | LONG | 9.71 | -7.08 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.98 | -4.77 | HOLD |
| PACR | Misc. Transportation | LONG | 4.63 | -4.93 | HOLD |
| RSYS | Computer Hardware | LONG | 5.25 | -5.41 | HOLD |
| RTEC | Semiconductors | LONG | 8.44 | -3.54 | HOLD |
| SENEA | Food Processing | LONG | 20.86 | -7.04 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.90 | -5.23 | HOLD |
| SPA | Semiconductors | LONG | 7.91 | -7.59 | HOLD |
| SPY | SHORT | 123.16 | -3.69 | HOLD | |
| TSEM | Semiconductors | LONG | 0.73 | -7.33 | HOLD |
| VICL | Biotechnology and Drugs | LONG | 3.61 | -5.99 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.05 | -5.89 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -5.29 | ||||
| SHORTS | -3.69 | ||||
| TOTAL | -1.60 | ||||
| S&P 500 | -3.69 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.38 | 3.04 | -17.53 | -3.95 | -0.69 |
| S&P 500 | -5.62 | 4.16 | -18.61 | -1.95 | -0.44 |
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