| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.00 | 8.25 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.76 | -2.34 | HOLD |
| BKR | Construction Services | LONG | 21.00 | -0.85 | HOLD |
| COHU | Semiconductors | LONG | 10.62 | -3.19 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.24 | -4.55 | HOLD |
| CSS | Printing and Publishing | LONG | 18.07 | -0.06 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.60 | 1.12 | HOLD |
| DLA | Apparel/Accessories | LONG | 17.13 | -0.58 | SELL |
| DTLK | Computer Services | LONG | 8.61 | -3.48 | HOLD |
| HA | Airline | LONG | 5.80 | 6.62 | HOLD |
| HGG | Retail (Technology) | LONG | 16.01 | -1.48 | BUY |
| JST | Electronic Instr. and Controls | LONG | 9.04 | -0.44 | BUY |
| LCRY | Electronic Instr. and Controls | LONG | 9.34 | -3.51 | SELL |
| NBIX | Biotechnology and Drugs | LONG | 6.75 | -2.17 | HOLD |
| PACR | Misc. Transportation | LONG | 4.60 | -5.74 | HOLD |
| RSYS | Computer Hardware | LONG | 5.07 | -4.34 | HOLD |
| RTEC | Semiconductors | LONG | 8.33 | -5.02 | HOLD |
| SENEA | Food Processing | LONG | 21.24 | -2.52 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.66 | -10.14 | HOLD |
| SPY | Misc. Financial Services | SHORT | 125.46 | -0.95 | HOLD |
| SWIR | Communications Equipment | LONG | 7.13 | -0.83 | HOLD |
| TSEM | Semiconductors | LONG | 0.77 | 1.97 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.48 | -0.21 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.58 | ||||
| SHORTS | -0.95 | ||||
| TOTAL | -0.63 | ||||
| S&P 500 | -0.95 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.26 | 3.03 | -17.53 | -4.30 | -0.74 |
| S&P 500 | -3.85 | 4.37 | -18.61 | -1.26 | -0.30 |
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