| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.18 | 5.43 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.56 | 0.35 | HOLD |
| COHU | Semiconductors | LONG | 10.67 | 2.30 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.43 | 2.84 | HOLD |
| CSS | Printing and Publishing | LONG | 18.09 | -1.42 | HOLD |
| DLA | Apparel/Accessories | LONG | 17.04 | 2.77 | HOLD |
| DTLK | Computer Services | LONG | 8.36 | -3.13 | HOLD |
| HA | Airline | LONG | 5.23 | -2.97 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 9.95 | -1.09 | HOLD |
| LCRY | Electronic Instr. and Controls | LONG | 9.34 | -3.81 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.81 | -2.44 | HOLD |
| PACR | Misc. Transportation | LONG | 4.68 | 1.08 | HOLD |
| RSYS | Computer Hardware | LONG | 5.27 | 0.38 | HOLD |
| RTEC | Semiconductors | LONG | 8.48 | 0.47 | HOLD |
| SENEA | Food Processing | LONG | 21.68 | 3.93 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.98 | 2.76 | HOLD |
| SPA | Semiconductors | LONG | 7.80 | -1.39 | HOLD |
| SPY | SHORT | 124.32 | 0.94 | HOLD | |
| TSEM | Semiconductors | LONG | 0.74 | 1.09 | HOLD |
| VICL | Biotechnology and Drugs | LONG | 3.55 | -1.66 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.20 | 1.07 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.33 | ||||
| SHORTS | 0.94 | ||||
| TOTAL | -0.61 | ||||
| S&P 500 | 0.94 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.94 | 3.04 | -17.53 | -4.19 | -0.73 |
| S&P 500 | -4.73 | 4.26 | -18.61 | -1.60 | -0.37 |
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