| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 39.02 | -3.54 | BUY |
| ASYS | Semiconductors | LONG | 8.33 | -4.58 | HOLD |
| BBW | Retail (Specialty) | LONG | 7.92 | -1.12 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.73 | -3.96 | HOLD |
| BKR | Construction Services | LONG | 20.09 | -2.90 | HOLD |
| COHU | Semiconductors | LONG | 9.96 | -4.14 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.67 | -5.66 | HOLD |
| CRRC | Printing and Publishing | LONG | 9.98 | 1.32 | BUY |
| CSS | Printing and Publishing | LONG | 19.59 | -3.78 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.78 | -0.81 | HOLD |
| DTLK | Computer Services | LONG | 7.30 | -6.77 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 94.50 | -1.93 | BUY |
| FRPT | Aerospace and Defense | LONG | 5.48 | -0.36 | HOLD |
| HA | Airline | LONG | 5.46 | -3.02 | SELL |
| HGG | Retail (Technology) | LONG | 14.57 | -3.76 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.20 | -3.53 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.15 | -1.44 | HOLD |
| PACR | Misc. Transportation | LONG | 4.50 | -2.81 | SELL |
| RTEC | Semiconductors | LONG | 7.70 | -3.63 | HOLD |
| SENEA | Food Processing | LONG | 20.89 | -2.79 | HOLD |
| SPY | Misc. Financial Services | SHORT | 119.66 | -1.90 | HOLD |
| SWIR | Communications Equipment | LONG | 6.62 | -2.65 | HOLD |
| TSEM | Semiconductors | LONG | 0.67 | -5.62 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.72 | -3.04 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -3.32 | ||||
| SHORTS | -1.90 | ||||
| TOTAL | -1.42 | ||||
| S&P 500 | -1.90 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.44 | 3.02 | -17.53 | -4.73 | -0.81 |
| S&P 500 | -8.30 | 3.89 | -18.61 | -2.93 | -0.61 |
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