| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 42.82 | 0.40 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.66 | 0.93 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.87 | 3.35 | HOLD |
| BKR | Construction Services | LONG | 19.72 | -1.40 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.00 | -2.15 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.83 | -0.09 | HOLD |
| CSS | Printing and Publishing | LONG | 19.87 | -0.25 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.04 | -4.26 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 3.96 | 1.02 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 98.70 | -0.78 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.50 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 15.81 | -1.13 | HOLD |
| JRN | Printing and Publishing | LONG | 4.53 | 2.49 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.06 | 4.26 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.42 | -0.40 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 7.18 | 2.43 | HOLD |
| OVTI | Semiconductors | LONG | 12.72 | 4.69 | HOLD |
| RTEC | Semiconductors | LONG | 8.42 | 0.36 | HOLD |
| SENEA | Food Processing | LONG | 22.90 | 1.87 | HOLD |
| SPY | Misc. Financial Services | SHORT | 126.73 | 0.37 | HOLD |
| SWIR | Communications Equipment | LONG | 6.92 | -0.29 | HOLD |
| TSEM | Semiconductors | LONG | 0.64 | -2.73 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.40 | ||||
| SHORTS | 0.37 | ||||
| TOTAL | 0.02 | ||||
| S&P 500 | 0.37 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.40 | 3.04 | -17.53 | -4.00 | -0.69 |
| S&P 500 | -2.88 | 4.43 | -18.61 | -0.85 | -0.20 |
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