| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.29 | -2.01 | HOLD |
| CASC | Auto and Truck Parts | LONG | 48.65 | 3.14 | HOLD |
| CSS | Printing and Publishing | LONG | 20.06 | 0.70 | HOLD |
| CVV | Semiconductors | LONG | 11.13 | -7.48 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.19 | -4.34 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.64 | 4.00 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.78 | -4.64 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 39.05 | 0.41 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 11.83 | 3.14 | HOLD |
| JRN | Printing and Publishing | LONG | 4.60 | 4.55 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.26 | 1.85 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.36 | 0.45 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.30 | 2.11 | HOLD |
| MSPD | Semiconductors | LONG | 4.67 | 1.97 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.20 | 0.41 | HOLD |
| RTEC | Semiconductors | LONG | 9.37 | 1.19 | HOLD |
| SENEA | Food Processing | LONG | 25.50 | -1.24 | HOLD |
| SPY | Misc. Financial Services | SHORT | 127.50 | 1.59 | HOLD |
| TSEM | Semiconductors | LONG | 0.62 | -1.08 | HOLD |
| VDSI | Software and Programming | LONG | 6.62 | 1.53 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.87 | 1.57 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.30 | ||||
| SHORTS | 1.59 | ||||
| TOTAL | -1.29 | ||||
| S&P 500 | 1.59 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.23 | 3.08 | -17.53 | -3.20 | -0.56 |
| S&P 500 | -2.30 | 4.38 | -18.61 | -0.63 | -0.15 |
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