| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 42.65 | -1.39 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.58 | 0.94 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.55 | 2.80 | HOLD |
| BKR | Construction Services | LONG | 20.00 | 1.16 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.11 | -0.20 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.84 | 2.07 | HOLD |
| CSS | Printing and Publishing | LONG | 19.92 | -0.65 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.62 | 0.89 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 3.92 | 1.82 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 99.48 | -0.36 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.50 | -0.36 | HOLD |
| HGG | Retail (Technology) | LONG | 15.99 | -2.80 | HOLD |
| JRN | Printing and Publishing | LONG | 4.42 | -1.12 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.69 | 1.64 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.47 | -1.81 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 7.01 | 0.14 | HOLD |
| OVTI | Semiconductors | LONG | 12.15 | 0.16 | HOLD |
| RTEC | Semiconductors | LONG | 8.39 | 2.44 | HOLD |
| SENEA | Food Processing | LONG | 22.48 | -1.06 | HOLD |
| SPY | Misc. Financial Services | SHORT | 126.26 | 0.03 | HOLD |
| SWIR | Communications Equipment | LONG | 6.94 | 1.46 | HOLD |
| TSEM | Semiconductors | LONG | 0.66 | -2.94 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.14 | ||||
| SHORTS | 0.03 | ||||
| TOTAL | 0.10 | ||||
| S&P 500 | 0.03 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.42 | 3.04 | -17.53 | -4.03 | -0.70 |
| S&P 500 | -3.24 | 4.39 | -18.61 | -0.97 | -0.23 |
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