| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 41.66 | -2.30 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.27 | -0.96 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.37 | -2.29 | HOLD |
| CASC | Auto and Truck Parts | LONG | 44.82 | -1.73 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.52 | 0.91 | HOLD |
| CSS | Printing and Publishing | LONG | 18.80 | 0.48 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.06 | 0.25 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 98.43 | -0.41 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.51 | 0.18 | HOLD |
| HGG | Retail (Technology) | LONG | 14.05 | -7.57 | HOLD |
| JRN | Printing and Publishing | LONG | 4.45 | 1.14 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.18 | -4.88 | HOLD |
| KIRK | Retail (Specialty) | LONG | 11.63 | -0.09 | HOLD |
| MSPD | Semiconductors | LONG | 4.60 | -5.15 | HOLD |
| OVTI | Semiconductors | LONG | 11.79 | -4.77 | HOLD |
| REX | Chemical Manufacturing | LONG | 20.54 | -0.24 | HOLD |
| RTEC | Semiconductors | LONG | 8.30 | 2.47 | HOLD |
| SENEA | Food Processing | LONG | 24.45 | 4.71 | HOLD |
| SPY | Misc. Financial Services | SHORT | 121.74 | -1.06 | HOLD |
| SWIR | Communications Equipment | LONG | 6.50 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.63 | 1.61 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.77 | 2.72 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.76 | ||||
| SHORTS | -1.06 | ||||
| TOTAL | 0.31 | ||||
| S&P 500 | -1.06 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.35 | 3.03 | -17.53 | -3.90 | -0.67 |
| S&P 500 | -6.71 | 3.97 | -18.61 | -2.14 | -0.46 |
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