| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 39.36 | -3.13 | HOLD |
| ASYS | Semiconductors | LONG | 7.86 | -6.98 | HOLD |
| BBW | Retail (Specialty) | LONG | 7.82 | -2.25 | HOLD |
| BGFV | Retail (Specialty) | LONG | 8.21 | -2.38 | HOLD |
| BKR | Construction Services | LONG | 19.50 | -1.66 | HOLD |
| COHU | Semiconductors | LONG | 9.10 | -4.51 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.37 | -6.42 | HOLD |
| CRRC | Printing and Publishing | LONG | 9.86 | -2.47 | HOLD |
| CSS | Printing and Publishing | LONG | 18.64 | -5.14 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.78 | -0.86 | HOLD |
| DTLK | Computer Services | LONG | 7.45 | -5.10 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 91.85 | -1.94 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.48 | -0.09 | HOLD |
| HGG | Retail (Technology) | LONG | 14.55 | 0.41 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.09 | 0.75 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.03 | -2.90 | HOLD |
| RTEC | Semiconductors | LONG | 7.15 | -2.32 | HOLD |
| SENEA | Food Processing | LONG | 20.88 | -1.74 | HOLD |
| SPY | Misc. Financial Services | SHORT | 116.56 | -2.21 | HOLD |
| SWIR | Communications Equipment | LONG | 6.59 | -1.05 | HOLD |
| TSEM | Semiconductors | LONG | 0.65 | -1.52 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.00 | -4.27 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.65 | ||||
| SHORTS | -2.21 | ||||
| TOTAL | -0.44 | ||||
| S&P 500 | -2.21 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -10.51 | 3.02 | -17.53 | -4.71 | -0.81 |
| S&P 500 | -10.68 | 3.79 | -18.61 | -3.81 | -0.78 |
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