| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 42.50 | -0.86 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.24 | -2.72 | HOLD |
| BGFV | Retail (Specialty) | LONG | 10.01 | -0.30 | HOLD |
| CASC | Auto and Truck Parts | LONG | 44.60 | -1.89 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.76 | 2.28 | HOLD |
| CSS | Printing and Publishing | LONG | 19.63 | -0.15 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.05 | -3.11 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 97.99 | -1.73 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.73 | HOLD |
| HGG | Retail (Technology) | LONG | 13.56 | -2.93 | HOLD |
| JRN | Printing and Publishing | LONG | 4.23 | -8.44 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.43 | -4.64 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.39 | -0.48 | HOLD |
| MSPD | Semiconductors | LONG | 4.37 | -1.80 | HOLD |
| OVTI | Semiconductors | LONG | 11.00 | -5.34 | HOLD |
| REX | Chemical Manufacturing | LONG | 20.94 | -2.10 | HOLD |
| RTEC | Semiconductors | LONG | 8.60 | -0.35 | HOLD |
| SENEA | Food Processing | LONG | 24.79 | -0.56 | HOLD |
| SPY | Misc. Financial Services | SHORT | 120.29 | -1.07 | HOLD |
| SWIR | Communications Equipment | LONG | 6.07 | -4.71 | HOLD |
| TSEM | Semiconductors | LONG | 0.61 | -3.17 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.91 | -2.49 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -2.13 | ||||
| SHORTS | -1.07 | ||||
| TOTAL | -1.06 | ||||
| S&P 500 | -1.07 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.03 | 3.13 | -17.53 | -3.20 | -0.57 |
| S&P 500 | -7.82 | 3.88 | -18.61 | -2.52 | -0.52 |
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