| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 42.10 | 1.06 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.45 | 2.18 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.56 | 2.03 | HOLD |
| CASC | Auto and Truck Parts | LONG | 44.69 | -0.29 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.79 | 2.57 | HOLD |
| CSS | Printing and Publishing | LONG | 18.92 | 0.64 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.10 | 0.99 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 99.31 | 0.89 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.49 | -0.27 | HOLD |
| HGG | Retail (Technology) | LONG | 14.08 | 0.21 | HOLD |
| JRN | Printing and Publishing | LONG | 4.61 | 3.60 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.47 | 3.55 | HOLD |
| KIRK | Retail (Specialty) | LONG | 11.90 | 2.32 | HOLD |
| MSPD | Semiconductors | LONG | 4.43 | -3.70 | HOLD |
| OVTI | Semiconductors | LONG | 11.69 | -0.85 | HOLD |
| REX | Chemical Manufacturing | LONG | 21.10 | 2.73 | HOLD |
| RTEC | Semiconductors | LONG | 8.38 | 0.96 | HOLD |
| SENEA | Food Processing | LONG | 24.92 | 1.92 | HOLD |
| SPY | Misc. Financial Services | SHORT | 122.18 | 0.37 | HOLD |
| SWIR | Communications Equipment | LONG | 6.37 | -2.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.63 | 0.00 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.78 | 0.27 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.89 | ||||
| SHORTS | 0.37 | ||||
| TOTAL | 0.53 | ||||
| S&P 500 | 0.37 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.87 | 3.06 | -17.53 | -3.65 | -0.64 |
| S&P 500 | -6.36 | 3.99 | -18.61 | -2.02 | -0.43 |
No comments:
Post a Comment