| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.28 | -0.12 | HOLD |
| CASC | Auto and Truck Parts | LONG | 48.91 | 0.53 | HOLD |
| CSS | Printing and Publishing | LONG | 20.03 | -0.15 | HOLD |
| CVV | Semiconductors | LONG | 11.37 | 2.16 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.20 | 0.24 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.51 | -3.57 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.66 | -0.87 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 39.45 | 1.02 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 11.80 | -0.25 | HOLD |
| JRN | Printing and Publishing | LONG | 4.60 | 0.00 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.99 | 8.84 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.44 | 0.60 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.17 | 3.90 | HOLD |
| MSPD | Semiconductors | LONG | 4.68 | 0.21 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.01 | -0.86 | HOLD |
| RTEC | Semiconductors | LONG | 9.35 | -0.21 | HOLD |
| SENEA | Food Processing | LONG | 25.59 | 0.35 | HOLD |
| SPY | Misc. Financial Services | SHORT | 127.70 | 0.16 | HOLD |
| TSEM | Semiconductors | LONG | 0.61 | -2.81 | HOLD |
| VDSI | Software and Programming | LONG | 6.60 | -0.30 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.74 | -3.36 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.25 | ||||
| SHORTS | 0.16 | ||||
| TOTAL | 0.09 | ||||
| S&P 500 | 0.16 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -8.15 | 3.08 | -17.53 | -3.15 | -0.55 |
| S&P 500 | -2.14 | 4.40 | -18.61 | -0.58 | -0.14 |
No comments:
Post a Comment