| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.54 | 1.91 | HOLD |
| CASC | Auto and Truck Parts | LONG | 48.58 | 3.91 | HOLD |
| CSS | Printing and Publishing | LONG | 20.10 | 3.66 | HOLD |
| CVV | Semiconductors | LONG | 11.51 | -3.68 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.48 | 2.05 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.52 | 0.86 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.99 | 1.89 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 11.75 | 0.73 | HOLD |
| JRN | Printing and Publishing | LONG | 4.48 | 1.59 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.47 | 2.54 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.34 | -0.82 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.70 | 1.84 | HOLD |
| MSPD | Semiconductors | LONG | 4.23 | -1.40 | HOLD |
| OVTI | Semiconductors | LONG | 12.20 | 0.74 | HOLD |
| REX | Chemical Manufacturing | LONG | 21.96 | -1.04 | HOLD |
| RTEC | Semiconductors | LONG | 9.43 | 2.84 | HOLD |
| SENEA | Food Processing | LONG | 26.81 | 0.37 | HOLD |
| SPY | Misc. Financial Services | SHORT | 126.12 | 1.03 | HOLD |
| TSEM | Semiconductors | LONG | 0.61 | 0.49 | HOLD |
| VDSI | Software and Programming | LONG | 6.46 | 0.00 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.76 | -1.31 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.82 | ||||
| SHORTS | 1.03 | ||||
| TOTAL | -0.22 | ||||
| S&P 500 | 1.03 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.34 | 3.18 | -17.53 | -2.79 | -0.51 |
| S&P 500 | -3.35 | 4.26 | -18.61 | -0.96 | -0.22 |
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