| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 43.38 | -1.48 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.49 | -2.64 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.76 | -0.10 | HOLD |
| BKR | Construction Services | LONG | 19.17 | -1.49 | SELL |
| CASC | Auto and Truck Parts | LONG | 47.67 | -1.71 | BUY |
| CPE | Oil and Gas Operations | LONG | 4.64 | -3.13 | SELL |
| CRRC | Printing and Publishing | LONG | 10.33 | -3.82 | HOLD |
| CSS | Printing and Publishing | LONG | 19.19 | -1.64 | HOLD |
| CVU | Aerospace and Defense | LONG | 12.95 | -3.36 | SELL |
| DUSA | Biotechnology and Drugs | LONG | 4.06 | -0.49 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 97.95 | -0.81 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.50 | -0.18 | HOLD |
| HGG | Retail (Technology) | LONG | 16.24 | 1.56 | HOLD |
| JRN | Printing and Publishing | LONG | 4.49 | -1.54 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.83 | -2.00 | HOLD |
| KIRK | Retail (Specialty) | LONG | 11.99 | -1.72 | HOLD |
| MSPD | Semiconductors | LONG | 4.91 | -2.00 | BUY |
| NBIX | Biotechnology and Drugs | LONG | 7.48 | 0.40 | SELL |
| OVTI | Semiconductors | LONG | 12.91 | -2.42 | HOLD |
| REX | Chemical Manufacturing | LONG | 21.28 | 0.19 | BUY |
| RTEC | Semiconductors | LONG | 8.27 | -2.13 | HOLD |
| SENEA | Food Processing | LONG | 22.80 | 0.66 | HOLD |
| SPY | Misc. Financial Services | SHORT | 124.21 | -1.46 | HOLD |
| SWIR | Communications Equipment | LONG | 6.56 | -2.38 | HOLD |
| TSEM | Semiconductors | LONG | 0.63 | -3.08 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.91 | -2.01 | BUY |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.51 | ||||
| SHORTS | -1.46 | ||||
| TOTAL | -0.05 | ||||
| S&P 500 | -1.46 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.69 | 3.08 | -17.53 | -3.61 | -0.63 |
| S&P 500 | -4.81 | 4.16 | -18.61 | -1.49 | -0.33 |
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