| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.39 | 2.92 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.97 | 4.79 | HOLD |
| BKR | Construction Services | LONG | 21.18 | 3.42 | BUY |
| COHU | Semiconductors | LONG | 10.97 | 2.81 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.49 | 1.10 | HOLD |
| CSS | Printing and Publishing | LONG | 18.08 | -0.06 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.45 | 0.98 | BUY |
| DLA | Apparel/Accessories | LONG | 17.23 | 1.12 | HOLD |
| DTLK | Computer Services | LONG | 8.92 | 6.70 | HOLD |
| HA | Airline | LONG | 5.44 | 4.02 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.06 | 1.11 | SELL |
| LCRY | Electronic Instr. and Controls | LONG | 9.68 | 3.64 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.90 | 1.32 | HOLD |
| PACR | Misc. Transportation | LONG | 4.88 | 4.27 | HOLD |
| RSYS | Computer Hardware | LONG | 5.30 | 0.57 | HOLD |
| RTEC | Semiconductors | LONG | 8.77 | 3.42 | HOLD |
| SENEA | Food Processing | LONG | 21.79 | 0.51 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.96 | -0.67 | HOLD |
| SPA | Semiconductors | LONG | 7.61 | -2.44 | SELL |
| SPY | SHORT | 126.66 | 1.88 | HOLD | |
| SWIR | Communications Equipment | LONG | 7.19 | 0.70 | BUY |
| TSEM | Semiconductors | LONG | 0.76 | 2.70 | HOLD |
| VICL | Biotechnology and Drugs | LONG | 3.67 | 3.38 | SELL |
| XRTX | Computer Storage Devices | LONG | 14.51 | 2.18 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.17 | ||||
| SHORTS | 1.88 | ||||
| TOTAL | 0.29 | ||||
| S&P 500 | 1.88 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.68 | 3.04 | -17.53 | -4.05 | -0.70 |
| S&P 500 | -2.94 | 4.51 | -18.61 | -0.93 | -0.23 |
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