| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.14 | -0.12 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.98 | -1.32 | HOLD |
| BKR | Construction Services | LONG | 20.55 | -3.29 | HOLD |
| COHU | Semiconductors | LONG | 10.39 | -2.72 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.23 | -3.15 | HOLD |
| CSS | Printing and Publishing | LONG | 17.89 | -2.67 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.99 | 4.40 | HOLD |
| DTLK | Computer Services | LONG | 8.84 | -1.56 | HOLD |
| HA | Airline | LONG | 5.82 | -1.69 | HOLD |
| HGG | Retail (Technology) | LONG | 16.11 | 0.44 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.77 | -2.01 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.51 | -2.98 | HOLD |
| PACR | Misc. Transportation | LONG | 4.66 | -0.21 | HOLD |
| RSYS | Computer Hardware | LONG | 4.84 | -6.20 | HOLD |
| RTEC | Semiconductors | LONG | 8.22 | -1.08 | HOLD |
| SENEA | Food Processing | LONG | 21.23 | -4.67 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.48 | -6.77 | HOLD |
| SPY | Misc. Financial Services | SHORT | 124.08 | -1.59 | HOLD |
| SWIR | Communications Equipment | LONG | 6.82 | -3.26 | HOLD |
| TSEM | Semiconductors | LONG | 0.72 | -5.87 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.42 | -0.83 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.28 | ||||
| SHORTS | -1.59 | ||||
| TOTAL | -0.69 | ||||
| S&P 500 | -1.59 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.29 | 3.02 | -17.53 | -4.28 | -0.74 |
| S&P 500 | -4.91 | 4.22 | -18.61 | -1.64 | -0.37 |
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