| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.38 | -0.71 | HOLD |
| CASC | Auto and Truck Parts | LONG | 46.75 | -0.28 | HOLD |
| CSS | Printing and Publishing | LONG | 19.39 | -2.90 | HOLD |
| CVV | Semiconductors | LONG | 11.95 | -1.24 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.39 | -2.44 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.49 | -3.06 | BUY |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.73 | 0.37 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 11.66 | 0.91 | HOLD |
| JRN | Printing and Publishing | LONG | 4.41 | -4.13 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.26 | -0.48 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.45 | -1.10 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.29 | -3.92 | HOLD |
| MSPD | Semiconductors | LONG | 4.29 | -3.60 | HOLD |
| OVTI | Semiconductors | LONG | 12.11 | -4.12 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.19 | -2.16 | HOLD |
| RTEC | Semiconductors | LONG | 9.17 | -1.71 | HOLD |
| SENEA | Food Processing | LONG | 26.71 | -1.11 | HOLD |
| SPY | Misc. Financial Services | SHORT | 124.83 | -1.31 | HOLD |
| SWIR | Communications Equipment | LONG | 6.85 | -1.72 | SELL |
| TSEM | Semiconductors | LONG | 0.61 | -4.08 | HOLD |
| VDSI | Software and Programming | LONG | 6.46 | -2.86 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.81 | -1.55 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.85 | ||||
| SHORTS | -1.31 | ||||
| TOTAL | -0.54 | ||||
| S&P 500 | -1.31 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.14 | 3.21 | -17.53 | -2.71 | -0.50 |
| S&P 500 | -4.34 | 4.15 | -18.61 | -1.28 | -0.28 |
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