| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.15 | 1.87 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.10 | 3.88 | HOLD |
| BKR | Construction Services | LONG | 21.25 | 1.19 | HOLD |
| COHU | Semiconductors | LONG | 10.68 | 0.56 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.40 | 3.05 | HOLD |
| CSS | Printing and Publishing | LONG | 18.38 | 1.72 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.40 | -1.47 | HOLD |
| DTLK | Computer Services | LONG | 8.98 | 4.30 | HOLD |
| HA | Airline | LONG | 5.92 | 2.07 | HOLD |
| HGG | Retail (Technology) | LONG | 16.04 | 0.19 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.95 | -1.00 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.71 | -0.59 | HOLD |
| PACR | Misc. Transportation | LONG | 4.67 | 1.52 | HOLD |
| RSYS | Computer Hardware | LONG | 5.16 | 1.78 | HOLD |
| RTEC | Semiconductors | LONG | 8.31 | -0.24 | HOLD |
| SENEA | Food Processing | LONG | 22.27 | 4.85 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.66 | 0.00 | HOLD |
| SPY | Misc. Financial Services | SHORT | 126.08 | 0.50 | HOLD |
| SWIR | Communications Equipment | LONG | 7.05 | -1.12 | HOLD |
| TSEM | Semiconductors | LONG | 0.77 | -0.65 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.54 | 0.41 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.12 | ||||
| SHORTS | 0.50 | ||||
| TOTAL | 0.62 | ||||
| S&P 500 | 0.50 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.66 | 3.03 | -17.53 | -4.01 | -0.69 |
| S&P 500 | -3.38 | 4.43 | -18.61 | -1.08 | -0.26 |
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