| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 42.64 | -1.71 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.35 | -1.65 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.59 | -1.74 | HOLD |
| CASC | Auto and Truck Parts | LONG | 45.61 | -4.32 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.43 | 0.92 | HOLD |
| CSS | Printing and Publishing | LONG | 18.71 | -2.50 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.05 | -0.25 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 98.84 | 0.91 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.50 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 15.20 | -6.40 | HOLD |
| JRN | Printing and Publishing | LONG | 4.40 | -2.00 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.60 | -2.60 | HOLD |
| KIRK | Retail (Specialty) | LONG | 11.64 | -2.92 | HOLD |
| MSPD | Semiconductors | LONG | 4.85 | -1.22 | HOLD |
| OVTI | Semiconductors | LONG | 12.38 | -4.11 | HOLD |
| REX | Chemical Manufacturing | LONG | 20.59 | -3.24 | HOLD |
| RTEC | Semiconductors | LONG | 8.10 | -2.06 | HOLD |
| SENEA | Food Processing | LONG | 23.35 | 2.41 | HOLD |
| SPY | Misc. Financial Services | SHORT | 123.05 | -0.93 | HOLD |
| SWIR | Communications Equipment | LONG | 6.50 | -0.91 | HOLD |
| TSEM | Semiconductors | LONG | 0.62 | -1.59 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.67 | -6.14 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.96 | ||||
| SHORTS | -0.93 | ||||
| TOTAL | -1.02 | ||||
| S&P 500 | -0.93 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.63 | 3.02 | -17.53 | -4.05 | -0.70 |
| S&P 500 | -5.70 | 4.06 | -18.61 | -1.79 | -0.39 |
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