| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 44.03 | 4.14 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.72 | 2.47 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.77 | 8.31 | HOLD |
| BKR | Construction Services | LONG | 19.46 | 1.67 | HOLD |
| CPE | Oil and Gas Operations | LONG | 4.79 | 0.42 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.74 | 1.03 | HOLD |
| CSS | Printing and Publishing | LONG | 19.51 | 2.79 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.40 | 1.36 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.08 | 3.29 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 98.75 | 1.23 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.51 | 0.18 | HOLD |
| HGG | Retail (Technology) | LONG | 15.99 | 1.72 | HOLD |
| JRN | Printing and Publishing | LONG | 4.56 | 8.57 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.01 | -0.66 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.20 | 0.99 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 7.45 | 3.19 | HOLD |
| OVTI | Semiconductors | LONG | 13.23 | 5.25 | HOLD |
| RTEC | Semiconductors | LONG | 8.45 | 4.45 | HOLD |
| SENEA | Food Processing | LONG | 22.65 | 4.72 | HOLD |
| SPY | Misc. Financial Services | SHORT | 126.05 | 1.69 | HOLD |
| SWIR | Communications Equipment | LONG | 6.72 | -0.44 | HOLD |
| TSEM | Semiconductors | LONG | 0.65 | 1.20 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.66 | ||||
| SHORTS | 1.69 | ||||
| TOTAL | 0.97 | ||||
| S&P 500 | 1.69 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.63 | 3.09 | -17.53 | -3.59 | -0.63 |
| S&P 500 | -3.40 | 4.34 | -18.61 | -1.01 | -0.24 |
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