| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 42.87 | 1.83 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.47 | 0.24 | HOLD |
| BGFV | Retail (Specialty) | LONG | 10.04 | 5.02 | HOLD |
| CASC | Auto and Truck Parts | LONG | 45.46 | 1.72 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.52 | -2.50 | HOLD |
| CSS | Printing and Publishing | LONG | 19.66 | 3.91 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.18 | 1.95 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 99.72 | 0.41 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.51 | 0.27 | HOLD |
| HGG | Retail (Technology) | LONG | 13.97 | -0.78 | HOLD |
| JRN | Printing and Publishing | LONG | 4.62 | 0.22 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.84 | 4.37 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.45 | 4.62 | HOLD |
| MSPD | Semiconductors | LONG | 4.45 | 0.45 | HOLD |
| OVTI | Semiconductors | LONG | 11.62 | -0.60 | HOLD |
| REX | Chemical Manufacturing | LONG | 21.39 | 1.37 | HOLD |
| RTEC | Semiconductors | LONG | 8.63 | 2.98 | HOLD |
| SENEA | Food Processing | LONG | 24.93 | 0.04 | HOLD |
| SPY | Misc. Financial Services | SHORT | 121.59 | 0.15 | HOLD |
| SWIR | Communications Equipment | LONG | 6.37 | 0.00 | HOLD |
| TSEM | Semiconductors | LONG | 0.63 | 0.00 | HOLD |
| ZLC | Retail (Specialty) | LONG | 4.01 | 6.08 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.51 | ||||
| SHORTS | 0.15 | ||||
| TOTAL | 1.35 | ||||
| S&P 500 | 0.15 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.05 | 3.24 | -17.53 | -2.73 | -0.51 |
| S&P 500 | -6.82 | 3.95 | -18.61 | -2.17 | -0.46 |
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