| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.13 | -0.12 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.98 | 0.00 | HOLD |
| BKR | Construction Services | LONG | 20.32 | -1.12 | HOLD |
| COHU | Semiconductors | LONG | 10.43 | 0.38 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.05 | -3.44 | HOLD |
| CSS | Printing and Publishing | LONG | 19.23 | 7.49 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.77 | -1.59 | HOLD |
| DTLK | Computer Services | LONG | 8.01 | -9.39 | HOLD |
| HA | Airline | LONG | 5.75 | -1.20 | HOLD |
| HGG | Retail (Technology) | LONG | 15.47 | -3.97 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.65 | -1.37 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.36 | -2.30 | HOLD |
| PACR | Misc. Transportation | LONG | 4.62 | -0.86 | HOLD |
| RSYS | Computer Hardware | LONG | 4.51 | -6.82 | HOLD |
| RTEC | Semiconductors | LONG | 8.27 | 0.61 | HOLD |
| SENEA | Food Processing | LONG | 21.19 | -0.19 | HOLD |
| SIGA | Biotechnology and Drugs | LONG | 2.41 | -2.82 | HOLD |
| SPY | Misc. Financial Services | SHORT | 122.11 | -1.59 | HOLD |
| SWIR | Communications Equipment | LONG | 6.85 | 0.44 | HOLD |
| TSEM | Semiconductors | LONG | 0.71 | -1.89 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.29 | -0.90 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.45 | ||||
| SHORTS | -1.59 | ||||
| TOTAL | 0.14 | ||||
| S&P 500 | -1.59 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.16 | 3.02 | -17.53 | -4.20 | -0.72 |
| S&P 500 | -6.43 | 4.05 | -18.61 | -2.21 | -0.48 |
No comments:
Post a Comment