| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 43.44 | -0.07 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.18 | 0.74 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.24 | 1.76 | HOLD |
| BKR | Construction Services | LONG | 19.88 | 2.05 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.08 | 0.99 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.60 | -0.19 | HOLD |
| CSS | Printing and Publishing | LONG | 19.75 | 0.87 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.89 | -0.22 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 3.77 | 1.89 | BUY |
| ESGR | Insurance (Prop. and Casualty) | LONG | 99.44 | 2.08 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.51 | 0.36 | HOLD |
| HGG | Retail (Technology) | LONG | 15.88 | -0.56 | HOLD |
| JRN | Printing and Publishing | LONG | 4.31 | 3.36 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.33 | 0.36 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.54 | 1.13 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 6.85 | 3.79 | HOLD |
| OVTI | Semiconductors | LONG | 11.63 | 1.48 | HOLD |
| RTEC | Semiconductors | LONG | 8.10 | 3.58 | HOLD |
| SENEA | Food Processing | LONG | 21.83 | 0.09 | HOLD |
| SPY | Misc. Financial Services | SHORT | 124.86 | -0.09 | HOLD |
| SWIR | Communications Equipment | LONG | 6.90 | 0.15 | HOLD |
| TSEM | Semiconductors | LONG | 0.67 | 2.12 | HOLD |
| XRTX | Computer Storage Devices | LONG | 13.54 | -0.07 | SELL |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.13 | ||||
| SHORTS | -0.09 | ||||
| TOTAL | 1.22 | ||||
| S&P 500 | -0.09 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.79 | 3.03 | -17.53 | -4.24 | -0.73 |
| S&P 500 | -4.31 | 4.25 | -18.61 | -1.35 | -0.31 |
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