| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 43.65 | 2.71 | SELL |
| BBW | Retail (Specialty) | LONG | 8.77 | 6.43 | HOLD |
| BGFV | Retail (Specialty) | LONG | 10.86 | 8.49 | HOLD |
| CASC | Auto and Truck Parts | LONG | 45.91 | 2.94 | HOLD |
| CRRC | Printing and Publishing | LONG | 11.45 | 6.41 | SELL |
| CSS | Printing and Publishing | LONG | 20.43 | 4.08 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.26 | 5.19 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 99.90 | 1.95 | SELL |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.74 | 1.33 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 10.85 | 2.84 | BUY |
| JRN | Printing and Publishing | LONG | 4.50 | 6.38 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.60 | 2.02 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.90 | 4.12 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 19.99 | 0.71 | BUY |
| MSPD | Semiconductors | LONG | 4.54 | 3.89 | HOLD |
| OVTI | Semiconductors | LONG | 11.85 | 7.73 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.10 | 5.54 | HOLD |
| RTEC | Semiconductors | LONG | 8.83 | 2.67 | HOLD |
| SENEA | Food Processing | LONG | 25.98 | 4.80 | HOLD |
| SPY | Misc. Financial Services | SHORT | 123.93 | 3.03 | HOLD |
| SWIR | Communications Equipment | LONG | 6.47 | 6.59 | HOLD |
| TSEM | Semiconductors | LONG | 0.63 | 3.75 | HOLD |
| VDSI | Software and Programming | LONG | 7.04 | 0.14 | BUY |
| ZLC | Retail (Specialty) | LONG | 4.01 | 2.56 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 4.27 | ||||
| SHORTS | 3.03 | ||||
| TOTAL | 1.24 | ||||
| S&P 500 | 3.03 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.89 | 3.26 | -17.53 | -2.63 | -0.49 |
| S&P 500 | -5.03 | 4.09 | -18.61 | -1.53 | -0.34 |
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