| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.58 | -1.61 | HOLD |
| CASC | Auto and Truck Parts | LONG | 46.41 | 0.04 | HOLD |
| CSS | Printing and Publishing | LONG | 20.17 | 0.45 | HOLD |
| CVV | Semiconductors | LONG | 12.15 | 0.40 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.65 | 3.33 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.99 | 2.34 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 11.41 | 3.26 | HOLD |
| JRN | Printing and Publishing | LONG | 4.62 | -0.65 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.29 | -1.89 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.07 | 0.54 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.22 | 2.82 | HOLD |
| MSPD | Semiconductors | LONG | 4.59 | 1.32 | HOLD |
| OVTI | Semiconductors | LONG | 12.63 | 0.96 | HOLD |
| REX | Chemical Manufacturing | LONG | 21.92 | 0.97 | HOLD |
| RTEC | Semiconductors | LONG | 9.09 | -0.55 | HOLD |
| SENEA | Food Processing | LONG | 26.24 | 0.11 | HOLD |
| SPY | Misc. Financial Services | SHORT | 126.39 | 0.89 | HOLD |
| SWIR | Communications Equipment | LONG | 6.97 | 4.19 | HOLD |
| TSEM | Semiconductors | LONG | 0.62 | -0.03 | HOLD |
| VDSI | Software and Programming | LONG | 6.78 | 2.73 | HOLD |
| ZLC | Retail (Specialty) | LONG | 4.01 | 0.75 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.93 | ||||
| SHORTS | 0.89 | ||||
| TOTAL | 0.03 | ||||
| S&P 500 | 0.89 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.79 | 3.26 | -17.53 | -2.56 | -0.48 |
| S&P 500 | -3.14 | 4.30 | -18.61 | -0.90 | -0.21 |
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